What if we do not know correlations?

© 2018, Springer International Publishing AG. It is well know how to estimate the uncertainty of the result y of data processing if we know the correlations between all the inputs. Sometimes, however, we have no information about the correlations. In this case, instead of a single value σ of the sta...

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Main Authors: Michael Beer, Zitong Gong, Ingo Neumann, Songsak Sriboonchitta, Vladik Kreinovich
Format: Book Series
Published: 2018
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038842719&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/43928
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Institution: Chiang Mai University
id th-cmuir.6653943832-43928
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spelling th-cmuir.6653943832-439282018-01-24T04:15:19Z What if we do not know correlations? Michael Beer Zitong Gong Ingo Neumann Songsak Sriboonchitta Vladik Kreinovich © 2018, Springer International Publishing AG. It is well know how to estimate the uncertainty of the result y of data processing if we know the correlations between all the inputs. Sometimes, however, we have no information about the correlations. In this case, instead of a single value σ of the standard deviation of the result, we get a range [σ̲,σ¯] of possible values. In this paper, we show how to compute this range. 2018-01-24T04:15:19Z 2018-01-24T04:15:19Z 2018-01-01 Book Series 1860949X 2-s2.0-85038842719 10.1007/978-3-319-73150-6_5 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038842719&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43928
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
description © 2018, Springer International Publishing AG. It is well know how to estimate the uncertainty of the result y of data processing if we know the correlations between all the inputs. Sometimes, however, we have no information about the correlations. In this case, instead of a single value σ of the standard deviation of the result, we get a range [σ̲,σ¯] of possible values. In this paper, we show how to compute this range.
format Book Series
author Michael Beer
Zitong Gong
Ingo Neumann
Songsak Sriboonchitta
Vladik Kreinovich
spellingShingle Michael Beer
Zitong Gong
Ingo Neumann
Songsak Sriboonchitta
Vladik Kreinovich
What if we do not know correlations?
author_facet Michael Beer
Zitong Gong
Ingo Neumann
Songsak Sriboonchitta
Vladik Kreinovich
author_sort Michael Beer
title What if we do not know correlations?
title_short What if we do not know correlations?
title_full What if we do not know correlations?
title_fullStr What if we do not know correlations?
title_full_unstemmed What if we do not know correlations?
title_sort what if we do not know correlations?
publishDate 2018
url https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038842719&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/43928
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