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Re:A brief introduction to interval arithmetic by notrealyme123 on Wednesday June 26, 2024 @01:11PM (#40802154)
To close the loop: The connection is called an alpha-cut.

In the Gaussian case it would cut the normal distribution horizontal at a defined height. The height is defined by the sigma or confidence you want to reflect.

The length of the cut resp. The interval on the support is how you connect propability and intervals.

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