Abstract
In practice, in addition to the intervals x i = [x i , x i] of possible values of inputs x 1, ..., x n, we sometimes also know their means E i. For such cases, we provide an explicit exact (= best possible) upper bound for the mean of the product x 1 ⋅ ... ⋅ x n of positive values x i.
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Kreinovich, V., Ferson, S. & Ginzburg, L. Exact Upper Bound on the Mean of the Product of Many Random Variables with Known Expectations. Reliable Computing 9, 441–463 (2003). https://doi.org/10.1023/A:1025841220835
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DOI: https://doi.org/10.1023/A:1025841220835