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Real-Time Algorithms For Statistical Analysis Of Interval Data, Berlin Wu, Hung T. Nguyen, Vladik Kreinovich

Departmental Technical Reports (CS)

When we have only interval ranges [xi] of sample values x1,...,xn, what is the interval [V] of possible values for the variance V of these values? There are quadratic time algorithms for computing the exact lower bound V- on the variance of interval data, and for computing V+ under reasonable easily verifiable conditions. The problem is that in real life, we often make additional measurements. In traditional statistics, if we have a new measurement result, we can modify the value of variance in constant time. In contrast, previously known algorithms for processing interval data required that, once a new data …