Interval Computations as a Particular Case of a General Scheme Involving Classes of Probability Distributions

Traditionally, in science and engineering, measurement uncertainty is characterized by a probability distribution; however, we don't know this probability distribution exactly, so we must consider classes of probability distributions. Interval computations deal with a very specific type of such classes: classes of all distributions which are located on a given interval. We show that in general, we need all convex classes of probability distributions.