Engineering Commons^™

Probabilities, Intervals, What Next? Extension Of Interval Computations To Situations With Partial Information About Probabilities, Vladik Kreinovich, Gennady N. Solopchenko, Scott Ferson, Lev Ginzburg, Richard Alo

Departmental Technical Reports (CS)

In many real-life situations, we are interested in the value of a physical quantity y that is difficult or impossible to measure directly. To estimate y, we find some easier-to-measure quantities x1,...,xn which are related to y by a known relation y=f(x1,...,xn). Measurements are never 100% accurate; hence, the measured values Xi are different from xi, and the resulting estimate Y=f(X1,...,Xn) is different from the desired value y=f(x1,...,x_n). How different?

Traditional engineering to error estimation in data processing assumes that we know the probabilities of different measurement error Dxi=Xi-xi.

In many practical situations, we only know the upper bound Di …