Interval Estimation of Data Series with Poor Information Using Fuzzy Norm Method

Based on the fuzzy set theory and the norm theory, the fuzzy norm method is proposed to solve some of problems about interval estimation under the condition of poor information system with unknown probability distributions and small samples. By extracting difference value information from data series, the membership function and empirical distribution function are defined with a minimum of the maximum norm, thus the estimated interval of poor information system are obtained, having the over 95% confidence level and the below 15% relative error.