Publication Date




Published in Proceedings of the Workshop on Reliable Engineering Computing, Savannah, Georgia, September 15-17, 2004, pp. 193-213.


In many engineering applications, we have to combine probabilistic and interval errors. For example, in environmental analysis, we observe a pollution level x(t) in a lake at different moments of time t, and we would like to estimate standard statistical characteristics such as mean, variance, autocorrelation, correlation with other measurements. In environmental measurements, we often only know the values with interval uncertainty. We must therefore modify the existing statistical algorithms to process such interval data. Such modification are described in this paper.