Absolute Bounds on the Mean of Sum, Product, etc.: A Probabilistic Extension of Interval Arithmetic

Scott Ferson, Lev R. Ginzburg, Владик Крейнович, Jorge López · 2002

We extend the main formulas of interval arithmetic x1 \\Phix 2 for different arithmetic operations x1 \\Phi x2 to the case when, for each input x i , in addition to the interval x i = [x i ; x i ] of possible values, we also know its mean E i (or an interval E i of possible values of the mean), and we want to find the corresponding bounds for x1 \\Phi x2 and its mean.

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