Imprecise probabilities in engineering analyses

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  • University of Liverpool
  • University of Texas at El Paso
  • Applied Biomathematics
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Details

Original languageEnglish
Pages (from-to)4-29
Number of pages26
JournalMechanical Systems and Signal Processing
Volume37
Issue number1-2
Early online date16 Mar 2013
Publication statusPublished - May 2013
Externally publishedYes

Abstract

Probabilistic uncertainty and imprecision in structural parameters and in environmental conditions and loads are challenging phenomena in engineering analyses. They require appropriate mathematical modeling and quantification to obtain realistic results when predicting the behavior and reliability of engineering structures and systems. But the modeling and quantification is complicated by the characteristics of the available information, which involves, for example, sparse data, poor measurements and subjective information. This raises the question whether the available information is sufficient for probabilistic modeling or rather suggests a set-theoretical approach. The framework of imprecise probabilities provides a mathematical basis to deal with these problems which involve both probabilistic and non-probabilistic information. A common feature of the various concepts of imprecise probabilities is the consideration of an entire set of probabilistic models in one analysis. The theoretical differences between the concepts mainly concern the mathematical description of the set of probabilistic models and the connection to the probabilistic models involved. This paper provides an overview on developments which involve imprecise probabilities for the solution of engineering problems. Evidence theory, probability bounds analysis with p-boxes, and fuzzy probabilities are discussed with emphasis on their key features and on their relationships to one another. This paper was especially prepared for this special issue and reflects, in various ways, the thinking and presentation preferences of the authors, who are also the guest editors for this special issue.

Keywords

    Evidence theory, Fuzzy probabilities, Imprecise probabilities, Probability bounds analysis, Uncertainty modeling

ASJC Scopus subject areas

Cite this

Imprecise probabilities in engineering analyses. / Beer, Michael; Ferson, Scott; Kreinovich, Vladik.
In: Mechanical Systems and Signal Processing, Vol. 37, No. 1-2, 05.2013, p. 4-29.

Research output: Contribution to journalArticleResearchpeer review

Beer M, Ferson S, Kreinovich V. Imprecise probabilities in engineering analyses. Mechanical Systems and Signal Processing. 2013 May;37(1-2):4-29. Epub 2013 Mar 16. doi: 10.1016/j.ymssp.2013.01.024
Beer, Michael ; Ferson, Scott ; Kreinovich, Vladik. / Imprecise probabilities in engineering analyses. In: Mechanical Systems and Signal Processing. 2013 ; Vol. 37, No. 1-2. pp. 4-29.
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