Publication Date

7-2019

Comments

Technical Report: UTEP-CS-19-73

Abstract

In many practical situations, for some components of the uncertainty (e.g., of the measurement error) we know the corresponding probability distribution, while for other components, we know only upper bound on the corresponding values. To decide which of the algorithms or techniques leads to less uncertainty, we need to be able to gauge the combined uncertainty by a single numerical value -- so that we can select the algorithm for which this values is the best. There exist several techniques for gauging the combination of interval and probabilistic uncertainty. In this paper, we consider the problem of gauging the combination of different types of uncertainty from the general fundamental viewpoint. As a result, we develop a general formula for such gauging -- a formula whose particular cases include the currently used techniques.

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