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KSLCore
KSLCore
/
ksl.utilities.distributions
/
DEmpiricalCDF
/
secondOrderLossFunction
second
Order
Loss
Function
open
override
fun
secondOrderLossFunction
(
x
:
Double
)
:
Double
(
source
)
Second order loss function G2(x) = (1/2)Emax(X-x,0)*max(X-x-1,0)