Probability bounds analysis for Python

Gray, Nicholas and Ferson, Scott and de Angelis, Marco and Gray, Ander and de Oliveira, Fracis Baumont (2022) Probability bounds analysis for Python. Software Impacts, 12. 100246. ISSN 2665-9638 (

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Probability bounds analysis (PBA) is a collection of mathematical methods generalising interval analysis and probability theory. PBA can be utilised for uncertainty quantification for both aleatory and epistemic uncertainty across a wide range of scientific fields. PBA is most useful when information about variables is only partially known and can be used without requiring untenable assumptions to be made about parameter values, distribution shapes or dependence between variables. This paper introduces a PBA library for the Python programming language.