We combine reachability analysis and probability bounds analysis, which allow for imprecisely known random variables (multivariate intervals or p-boxes) to be specified as the initial states of a dynamical system. In combination, the methods allow for the temporal …
Elementary formulas for propagating information about means and variances through mathematical expressions have long been used by analysts. Yet the precise implications of such information are rarely articulated. This paper explores distribution-free techniques for risk analysis that do not require simulation, sampling or approximation of any kind.…