Interface SecondOrderLossFunctionIfc

    • Method Detail

      • secondOrderLossFunction

        double secondOrderLossFunction​(double x)
        Computes the 2nd order loss function for the distribution function for given value of x, G2(x) = (1/2)E[max(X-x,0)*max(X-x-1,0)]
        Parameters:
        x - The value to be evaluated
        Returns:
        The loss function value, (1/2)E[max(X-x,0)*max(X-x-1,0)]