Estimating Statistical Characteristics of Lognormal and Delta-Lognormal Distributions under Interval Uncertainty: Algorithms and Computational Complexity
Nitaya Buntao, Sa-Aat Niwitpong, Владик Крейнович · scholarworks - UTEP (The University of Texas at El Paso) · 2012
Traditional statistical estimates bS(x1; : : : ; xn) for different statistical characteristics S (such as mean, variance, etc.) implicitly assume that we know the sample values x1; : : : ; xn exactly. In practice, the sample valuesexi come from measurements and are, therefore, in general, different from the actual (unknown) values xi of the corresponding quantities. Some-times, we know the probabilities of different values of the measurement error ∆xi = exi xi, but often, the only information that we have about the measurement error is the upper bound ∆i on its absolute value – pro-vided by the manufacturer of the corresponding measuring instrument. In