Dependence in probabilistic modeling, Dempster-Shafer theory, and probability bounds analysis.

This report summarizes methods to incorporate information (or lack of information) about inter-variable dependence into risk assessments that use Dempster-Shafer theory or probability bounds analysis to address epistemic and aleatory uncertainty. The report reviews techniques for simulating correlated variates for a given correlation measure and dependence model, computation of bounds on distribution functions under a specified dependence model, formulation of parametric and empirical dependence models, and bounding approaches that can be used when information about the intervariable dependence is incomplete. The report also reviews several of the most pervasive and dangerous myths among risk analysts about dependence in probabilistic models

Constructor:synthesizing information about uncertain variables.

Constructor is software for the Microsoft Windows microcomputer environment that facilitates the collation of empirical information and expert judgment for the specification of probability distributions, probability boxes, random sets or Dempster-Shafer structures from data, qualitative shape information, constraints on moments, order statistics, densities, and coverage probabilities about uncertain unidimensional quantities. These quantities may be real-valued, integer-valued or logical values