Interval estimation of data parameters is a frequent task of information processing for sensor systems. Classical parameter estimation methods for information processing suffer from the drawbacks of inaccuracy or conservatism. In this article, we propose a general method for constructing confidence regions for parameters of data. Moreover, we develop computable expressions on the minimum coverage probability of random intervals, which allows for a bisection coverage tuning method for constructing confidence intervals for parameters of various types of data. The proposed theory and algorithms can be applied to relevant tasks such as pattern classification, data fusion, target recognition and tracking.
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