Imprecise random variables, random sets, and Monte Carlo simulation
نویسندگان
چکیده
منابع مشابه
Imprecise random variables, random sets, and Monte Carlo simulation
The paper addresses the evaluation of upper and lower probabilities induced by functions of an imprecise random variable. Given a function g and a family Xλ of random variables, where the parameter λ ranges in an index set Λ, one may ask for the upper/lower probability that g(Xλ ) belongs to some Borel set B. Two interpretations are investigated. In the first case, the upper probability is comp...
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Simple Monte Carlo is a versatile computational method with a convergence rate of O(n−1/2). It can be used to estimate the means of random variables whose distributions are unknown. Bernoulli random variables, Y , are widely used to model success (failure) of complex systems. Here Y = 1 denotes a success (failure), and p = E(Y ) denotes the probability of that success (failure). Another applica...
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ژورنال
عنوان ژورنال: International Journal of Approximate Reasoning
سال: 2016
ISSN: 0888-613X
DOI: 10.1016/j.ijar.2016.06.012