Uncertainty Arithmetic on Excel Spreadsheets: Add-In for Intervals, Probability Distributions, and Probability Boxes

Abstract

Despite their limitations as a platform for calculations, Microsoft Excel spreadsheets enjoy widespread use throughout much of engineering and science, and they have emerged as a lingua franca for computations in some quarters. Given their ubiquity, it would be useful if Excel spreadsheets could express uncertainty in inputs and propagate uncertainty through calculations. We describe an add-in for Microsoft Excel that supports arithmetic on uncertain numbers, which include intervals, probability distributions, and p-boxes (i.e., bounds on probability distributions). The software enables native calculations in Excel with these objects and ordinary scalar (real) numbers. The add-in supports basic arithmetic operations (+, , /, +, ^, min, max), standard mathematical functions (exp, sqrt, atan, etc.), and Excel-style cell referencing for both function arguments and uncertain number results. Graphical depictions of uncertain numbers are created automatically. Using function overloading, the standard Excel syntax is extended for uncertain numbers so that the software conducts uncertainty analyses almost automatically and does not require users to learn entirely new conventions or special-purpose techniques.