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A note on variability of interval data

Publication at Faculty of Mathematics and Physics |
2010

Abstract

This paper responds to the following question, namely, when we have interval values for the observations, what is the interval of possible values of their variance. In parallel, we provide a response to the same question when the variance is replaced by the mean of the absolute values of the residuals from the median.

Several solutions ranging from the linear and quadratic programming to different search algorithms are discussed.