bpafromprops: Obtain BPAs from statistical properties

In ipptoolbox: IPP Toolbox

Description

Various functions to obtain conservative BPA estimates from statistical properties such as mean, variance, ...

Usage

dsminmeanmax(intervalnumber, min, mean, max)
dsminmodemax(intervalnumber, min, mode, max)
dsmeanvar(intervalnumber, mean, var)

Arguments

intervalnumber	Number of focal elements of the discretization
min	Minimum of the BPA
mean	Mean of the BPA
mode	Mode of the BPA
max	Maximum of the BPA
var	Variance of the BPA

Details

dsminmeanmax

generates a BPA from min, mean and max.

dsminmodemax

generates a BPA from min, mode and max.

dsmeanvar

generates a BPA from mean and variance.

A set of functions to obtain a BPA that bounds all CDFs with given statistical properties (mean, variance...). These functions are especially useful for quantification of expert estimates. dsminmeanmax generates a BPA from min, mean and max, dsminmodemax from min, mode and max and dsmeanvar from mean and variance. It is necessary to provide an amount of focal elements to be generated (discretization accuracy).

The example generates 3 BPAs. The first bounds all distributions with min=10, mode=60 and max=100. The second all with min=10, mean=30 and max=100. The third all with mean=30 and var=5.

Value

BPA with intervalnumber focal elements bounding all possible distributions with the given parameters.

Author(s)

Philipp Limbourg <[e-mail]>

Examples

pmin=10
pmean=30
pmode=60
pmax=100
pvar=5
y1=dsminmodemax(100,pmin,pmode,pmax)
dscdf(y1);

y2=dsminmeanmax(100,pmin,pmean,pmax)
dscdf(y2);

y3=dsmeanvar(100,pmean,pvar)
dscdf(y3)

ipptoolbox documentation built on May 2, 2019, 2:09 a.m.