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Probability: Joint Outcome Single Rectangle Mass Tool

Recover P(xLower<X<=xUpper,yLower<Y<=yUpper) from four explicitly established joint CDF corner values using rectangle inclusion-exclusion; no distribution fitting.

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Description

Recover P(xLower<X<=xUpper,yLower<Y<=yUpper) from four explicitly established joint CDF corner values using rectangle inclusion-exclusion; no distribution fitting.

Event probabilities and probability masses lie between zero and one. Marginals, intersections, conditioning events, and endpoint atoms describe different quantities. A probability bound or local consistency check can constrain a model without specifying its complete distribution or dependence structure.

Recover P(xLower<X<=xUpper,yLower<Y<=yUpper) from four explicitly established joint CDF corner values using rectangle inclusion-exclusion; no distribution fitting.

When to use this tool

Use Probability: Joint Outcome Single Rectangle Mass when you need the stated event identity, boundary policy, distribution component, or local feasibility check.

How to use the tool and how it works

  1. Enter cdfUpperUpper, cdfLowerUpper, cdfUpperLower, cdfLowerLower. Use the units and conventions below.
  2. Run the tool. Correct any format, range, or cross-field input error before interpreting the output.
  3. Read result. Expand result to inspect the returned fields.

Require four CDF values within zero through one and their coordinatewise order. Compute rectangleMass=cdfUpperUpper-cdfLowerUpper-cdfUpperLower+cdfLowerLower; require it between -1e-12 and 1+1e-12 and return it unchanged inside result.1

Input fieldMeaning and unitsAccepted input
cdfUpperUpperCdf Upper UpperRequired. Finite number.
cdfLowerUpperCdf Lower UpperRequired. Finite number.
cdfUpperLowerCdf Upper LowerRequired. Finite number.
cdfLowerLowerCdf Lower LowerRequired. Finite number.
Output fieldInterpretationReturned shape
resultObject containing the calculated result members described below.Required. Object.
result.rectangleMassLower-open, upper-closed rectangle mass; tiny out-of-bound rounding values are retained.Calculated result member: number.
json
{
  "input": {
    "cdfUpperUpper": 0.9,
    "cdfLowerUpper": 0.3,
    "cdfUpperLower": 0.4,
    "cdfLowerLower": 0.1
  },
  "output": {
    "result": {
      "rectangleMass": 0.3
    }
  }
}

Limitations and assumptions

  • This is a lower-open, upper-closed rectangle under the supplied CDF convention. Small negative or above-one results within the absolute tolerance are retained, not clamped, and a globally valid bivariate CDF is not established.
  • Outputs are nested inside result. Inputs must satisfy both the field types and the cross-field conditions above. Invalid input causes an error; a successful false flag or documented placeholder is a different result.
  • Numeric calculations use binary floating point unless exact decimal-integer arithmetic is explicitly stated. No hidden measurement tolerance or decimal rounding is added; nonfinite or out-of-contract results are rejected. Signed zero is exported as zero.

Alternative or Complementary methods

Use a full probability table or distribution when a local mass, bound, or identity is insufficient. Specify dependence, conditioning, support order, and endpoint policy before combining terms.

References

  1. Calculation and input contract: probability/joint-outcome-single-rectangle-mass — tool.io

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