Dependence in probabilistic modeling, Dempster-Shafer theory, and probability bounds analysis.
Description:
This report summarizes methods to incorporate information (or lack of information) about inter-variable dependence into risk assessments that use Dempster-Shafer theory or probability bounds analysis to address epistemic and aleatory uncertainty. The report reviews techniques for simulating correlated variates for a given correlation measure and dependence model, computation of bounds on distribution functions under a specified dependence model, formulation of parametric and empirical dependenc…
more
Date:
October 1, 2004
Creator:
Oberkampf, William Louis; Tucker, W. Troy (Applied Biomathematics, Setauket, NY); Zhang, Jianzhong (Iowa State University, Ames, IA); Ginzburg, Lev (Applied Biomathematics, Setauket, NY); Berleant, Daniel J. (Iowa State University, Ames, IA); Ferson, Scott (Applied Biomathematics, Setauket, NY) et al.
Item Type:
Refine your search to only
Report
Partner:
UNT Libraries Government Documents Department