Varying correlation coefficients can underestimate uncertainty in probabilistic models
- 30 November 2006
- journal article
- Published by Elsevier in Reliability Engineering & System Safety
- Vol. 91 (10-11), 1461-1467
- https://doi.org/10.1016/j.ress.2005.11.043
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- Using Pearson Correlation to Improve Envelopes around the Distributions of FunctionsReliable Computing, 2004
- Constructing Probability Boxes and Dempster-Shafer StructuresPublished by Office of Scientific and Technical Information (OSTI) ,2003
- Bounding the Results of Arithmetic Operations on Random Variables of Unknown Dependency Using IntervalsReliable Computing, 1998
- Copulas, Characterization, Correlation, and CounterexamplesMathematics Magazine, 1995
- Probabilistic arithmetic. I. Numerical methods for calculating convolutions and dependency boundsInternational Journal of Approximate Reasoning, 1990
- Best-possible bounds for the distribution of a sum — a problem of KolmogorovProbability Theory and Related Fields, 1987
- Bivariate Distributions with Given MarginalsThe Annals of Statistics, 1976
- Some Concepts of DependenceThe Annals of Mathematical Statistics, 1966