Geometric Constructions with Discretized Random Variables

We generalize the DEnv (Distribution envelope determination) method for bounding the result of arithmetic operations on random variables with unknown dependence to higher-dimensional settings. In order to minimize both the influence of the coordinate frame and information loss we suggest a nested thicket representation for random variables and a corresponding intersection algorithm.

• Type: Journal
• Year: 2006
• Where: RC
• Authors: Hans-Peter Schröcker, Johannes Wallner
• Keywords: Distribution Envelope Determination, Nested Thicket Representation, Random Variables, RC 2006