Computing the variance of interval and fuzzy data

Authors:
Massimo Spadoni;Luciano Stefanini
Affiliations:
MATEMATES (Department of Mathematics for Economic and Social Sciences), University of Bologna, Rimini branch, Italy;DEMQ (Department of Economics and Quantitative Methods), University of Urbino “Carlo Bo”, Italy
Venue:
Fuzzy Sets and Systems
Year:
2011

Citing 4
Cited 0

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Abstract

We propose an algorithm for the computation of the interval and fuzzy variance. In particular, based on the application of the max-min inequality, we obtain an upper bound to the maximization problem and we indicate how to obtain a feasible (heuristic) solution from the upper bound. The procedure requires the minimization of a unidimensional (continuous) convex function over a compact interval, for which efficient procedures exist. Having determined the upper bound, we are able to estimate the quality of any heuristic solution. Some computational results for problems of different dimensions are reported.