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A probability box (or p-box) is a characterization of uncertain numbers consisting of both aleatoric and epistemic uncertainties that is often used in risk analysis or quantitative uncertainty modeling where numerical calculations must be performed. Probability bounds analysis is used to make arithmetic and logical calculations with p-boxes. An example p-box is shown in the figure at right for an uncertain number x consisting of a left (upper) bound and a right (lower) bound on the probability distribution for x. The bounds are coincident for values of x below 0 and above 24. The bounds may have almost any shape, including step functions, so long as they are monotonically increasing and do not cross each other. A p-box is used to express simultaneously incertitude (epistemic uncertainty), which is represented by the breadth between the left and right edges of the p-box, and variability (aleatory uncertainty), which is represented by the overall slant of the p-box. (en) |
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http://savannah.gatech.edu/workshop/rec08/documents/REC08_Paper_Bernardini.pdf http://www.univ-orleans.fr/mapmo/membres/baudrit/csda06.pdf http://www.univ-orleans.fr/mapmo/membres/baudrit/ieee06.pdf https://archive.today/20130202224101/http:/www.sciencedirect.com/science%3F_ob=ArticleURL&_udi=B6V07-4T2M5W9-1&_user=10&_coverDate=11/30/2008&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=5e765b0819db1b4f43f21cd7e90fe509&searchtype=a https://web.archive.org/web/20110911141406/http:/www.caee.utexas.edu/prof/tonon/Publications/Papers/Paper%20P%202008-02%20Extreme%20probability%20distributions%20of.pdf https://web.archive.org/web/20120311172706/http:/www.brgm.fr/publication/pubDetailRapportSP.jsp%3Fid=RSP-BRGM%2FRP-54099-FR |
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P-box with dotted lines showing interval 95th percentile (en) p-box with dotted lines showing probability interval associated with an x-value (en) |
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95 (xsd:integer) Probability that x is 2.5 or less is between 4% and 36% (en) |
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vertical (en) |
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Dual interpretation of p-boxes (en) |
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Continuous p-box showing interval probability interval that x is 2.5 or less.png (en) Continuous p-box showning interval 95th percentile interval.png (en) |
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A probability box (or p-box) is a characterization of uncertain numbers consisting of both aleatoric and epistemic uncertainties that is often used in risk analysis or quantitative uncertainty modeling where numerical calculations must be performed. Probability bounds analysis is used to make arithmetic and logical calculations with p-boxes. (en) |
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Probability box (en) |
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