Constructing imprecise probability distributions
IGOR O. KOZINE, Lev Vladimirovich Utkin · International Journal of General Systems · 2005
In this current paper the following problems are addressed: (1) extending the knowledge of a partially known probability distribution function to any point of a continuous sample space, (2) constructing an imprecise probability distribution based on the knowledge of a set of credible or confidence intervals, and (3) computing the lower and upper expected values of a random continuous variable. An example is provided.