Probability Bounds Analysis for Python

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.