Title: Confidence interval
During this month's working group telecon, the topic of confidence intervals for aero data came up. I think I misspoke then about using a single value for "confidence," and wanted to clarify my thoughts.

The current draft AIAA standard for simulation data exchange


recommends carrying, for any data table so desired, a set of points showing the 95% confidence bound (with the table values themselves being the nominal value to use if not performing a Monte Carlo or stress test).

I take this to mean, for a gaussian or normal distribution, to be about 1.645 standard distributions.

A more common statistic would, I think, to give the +/- 3 sigma value. This corresponds to 99.86% confidence that the data lie within the bounds given. Alternatively, we could adopt a single sigma boundary, which works out to 84.1% confidence interval.

Someone check me on this - my statistics background is a bit dusty.

I think we should also support a standard with a selectable gaussian (bell curve) or uniform (flat line) distribution, where the actual value of the parameter is believed to lie in equal probability anywhere between the two boundary values.

These two changes to the draft simulation exchange standard would, I think, move us closer to industry practice for Monte Carlo simulation results, in my limited experience.

Any opinions welcomed.

--Bruce Jackson
Bruce Jackson mailto:[EMAIL PROTECTED] Dynamics and Control Branch
18C West Taylor Street MS 132            Airborne Systems Competency
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