Computing Statistical Characteristics When We Know Probabilities with Interval or Fuzzy Uncertainty: Computational Complexity

Gang Xiang, Jim W. Hall
2007 NAFIPS 2007 - 2007 Annual Meeting of the North American Fuzzy Information Processing Society  
AbstractIn traditional statistics, we usually assume that we know the exact probability distributions. In practice, we often only know the probabilities with interval uncertainty. The main emphasis on taking this uncertainty into account has been on situations in which we know a cumulative distribution function (cdf) with interval uncertainty. However, in some cases, we know the probability density function (pdf) with interval uncertainty. We show that in this situations, the exact range of
more » ... statistical characteristics can be ef ciently computed. Surprisingly, for some other characteristics, similar statistical problems which are ef ciently solvable for interval-valued cdf become computationally dif cult (NP-hard) for interval-valued pdf.
doi:10.1109/nafips.2007.383904 fatcat:cug4ubxnefg77icd42osypbc7i