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Probability intervals are imprecise probability assignments over elementary events. They constitute a very convenient tool to model uncertain information : two common cases are co...
We develop new confidence-interval estimators for the mean and variance parameter of a steady-state simulation output process. These confidence intervals are based on optimal li...
We present a new method to estimate the Hurst parameter of the increment process in network traffic – a process that is assumed to be self-similar. The confidence intervals an...