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However, I now think the best approach is using a sequence of nested
intervals. There are a couple ways you might implement math. But the big
advantage is that all the hard work that has been done in IA is
incorporated for free! A simple version is to have, say, 5 intervals
representing the 1 sigma, ..., 5 sigma intervals, and do calculations using
standard IA. I also carried along the midpoint and standard dev, and
evolved them using the standard engineering methods as a safeguard.
Ralph