KSLCore/ksl.utilities.distributions/NegativeBinomial/secondOrderLossFunction

secondOrderLossFunction

open override fun secondOrderLossFunction(x: Double): Double(source)

G2(x) = (1/2) * Emax(X - x, 0) * max(X - x - 1, 0).

As with G1, a non-whole argument is interpolated exactly from the neighbouring whole numbers rather than substituted into a closed form that assumes one. See interpolatedSecondOrderLoss.