A note on variability of interval data
One observes intervals \([a_i,b_i]\), \(i=1,\dots,n\) to which the unobserved data points \(x_i\in[a_i,b_i]\) belong. The aim is to calculate strict upper and lower bounds for the possible sample variance and the mean absolute deviation of \(x_i\). The authors discuss quadratic and linear programming algorithms for the solution of this problem. An iterative algorithm is proposed for the minimization of the variance, which is based on the idea to minimize \(\sum_i(x_i-p)^2\) at each step for fixed \(p\) and to take for the next step \(p=\sum_i x_i/n\). An analogous idea can be used for maximization also. A real life data set example is presented.
- Computing best-possible bounds for the distribution of a sum of several variables is NP-hard
- Principal component analysis on interval data
- Towards combining probabilistic and interval uncertainty in engineering calculations: algorithms for computing statistics under interval uncertainty, and their computational complexity
- Exact bounds on finite populations of interval data
- Population variance under interval uncertainty: a new algorithm
- Testing the variability of interval data: an application to tidal fluctuation
- On Central Tendency and Dispersion Measures for Intervals and Hypercubes
- Computing the variance of interval and fuzzy data
- Estimating sample mean under interval uncertainty and constraint on sample variance
- The NP-hard problem of computing the maximal sample variance over interval data is solvable in almost linear time with a high probability
- Descriptive statistics for interval-valued observations in the presence of rules
This page was built for publication: A note on variability of interval data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q626264)
