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The complexity of computation and approximation of the t-ratio over one-dimensional interval data

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  • Černý, Michal
  • Hladík, Milan

Abstract

The main question is how to compute the upper and lower limits of the range of possible values of a given statistic, when the data range over given intervals. Initially some well-known statistics, such as sample mean, sample variance or F-ratio, are considered in order to illustrate that in some cases the limits can be computed efficiently, while in some cases their computation is NP-hard. Subsequently, the t-ratio (variation coefficient) is considered. It is investigated when the limits for t-ratio are computable in polynomial time and a new efficient algorithm is designed for this case. Conversely, complementary NP-hardness results are proved, demonstrating the cases when the computation cannot be done efficiently. Subsequently, the NP-hardness results are strengthened: it is shown that under certain assumptions, even an approximate evaluation with an arbitrary absolute error is NP-hard. Finally, it is shown that the situation can also be (in some sense) regarded positively: a new pseudopolynomial algorithm is developed. The algorithm is of practical importance, especially when the dataset to be processed is large and does not contain “excessively” large numbers.

Suggested Citation

  • Černý, Michal & Hladík, Milan, 2014. "The complexity of computation and approximation of the t-ratio over one-dimensional interval data," Computational Statistics & Data Analysis, Elsevier, vol. 80(C), pages 26-43.
    • Handle: RePEc:eee:csdana:v:80:y:2014:i:c:p:26-43
    DOI: 10.1016/j.csda.2014.06.007
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    References listed on IDEAS

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    1. Montes, Ignacio & Miranda, Enrique & Montes, Susana, 2014. "Stochastic dominance with imprecise information," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 868-886.
    2. Jörg Stoye, 2010. "Partial identification of spread parameters," Quantitative Economics, Econometric Society, vol. 1(2), pages 323-357, November.
    3. Ling He & Chenyi Hu, 2009. "Impacts of Interval Computing on Stock Market Variability Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 33(3), pages 263-276, April.
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    Cited by:

    1. Milan Hladík & Michal Černý & Jaromír Antoch, 2020. "EIV regression with bounded errors in data: total ‘least squares’ with Chebyshev norm," Statistical Papers, Springer, vol. 61(1), pages 279-301, February.

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