Asymptotic algorithm for computing the sample variance of interval data

Document Type: Research Paper

Authors

Faculty of Mathematics and Information Science, Warsaw University of Technology, Koszykowa 75, 00-662 Warsaw, Poland

Abstract

The problem of the sample variance computation for epistemic inter\-val-valued data is, in general, NP-hard. Therefore, known efficient algorithms for computing variance require strong restrictions on admissible intervals like the no-subset property or heavy limitations on the number of possible intersections between intervals. A new asymptotic algorithm for computing the upper bound of the sample variance in a feasible time is proposed. Conditions required for its application with finite samples are discussed and some properties of the algorithm are also given. It appears that our new algorithm could be effectively applied in definitely more situations than methods used so far.

Keywords


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