interval analysis

https://doi.org/10.1351/goldbook.I03124
A method to estimate uncertainties in the results of a @L03492@ procedure. The input data are primary values plus limits of intervals expressing their uncertainty. The output consists of derived values plus limits of intervals expressing a pessimistic estimate of maximal uncertainty.
Source:
PAC, 1981, 53, 1805. (Assignment and Presentation of Uncertainties of the Numerical Results of Thermodynamic Measurements) on page 1823 [Terms] [Paper]