secondOrderLossFunction

open override fun secondOrderLossFunction(x: Double): Double

Computes the 2nd order loss function for the distribution function for given value of x, G2(x) = (1/2)Emax(X-x,0)*max(X-x-1,0)

Return

The loss function value, (1/2)Emax(X-x,0)*max(X-x-1,0)

Parameters

x

The value to be evaluated