Package jsl.utilities.distributions
Interface SecondOrderLossFunctionIfc
-
- All Known Subinterfaces:
LossFunctionDistributionIfc
- All Known Implementing Classes:
Binomial
,Exponential
,Gamma
,Geometric
,Lognormal
,MTP
,NegativeBinomial
,Normal
,Poisson
,ShiftedDistribution
,ShiftedLossFunctionDistribution
public interface SecondOrderLossFunctionIfc
Represents the 2nd order loss function
-
-
Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description 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)]
-
-
-
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)]
-
-