Probability bounds analysis: Difference between revisions

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It is also possible to compute interval bounds on the conjunction or disjunction under other assumptions about the dependence between A and B. For instance, one might assume they are positively dependent, in which case the resulting interval is not as tight as the answer assuming independence but tighter than the answer given by the Fréchet inequality. Comparable calculations are used for other logical functions such as negation, exclusive disjunction, etc. When the Boolean expression to be evaluated becomes complex, it may be necessary to evaluate it using the methods of mathematical programming<ref name=Hailperin86 /> to get best-possible bounds on the expression. A similar problem one presents in the case of [[probabilistic logic]] (see for example Gerla 1994). If the probabilities of the events are characterized by probability distributions or p-boxes rather than intervals, then analogous calculations can be done to obtain distributional or p-box results characterizing the probability of the top event. <!--
 
Prob(A and B) = Prob(A) * Prob(B).