std
Computes the 3rd order loss function for the standard normal distribution function for given value of z, G3(z) = (1/6)Emax(Z-z,0)^3
Expanding (u-z)^3 inside the integral and collecting the partial moments of the standard normal leaves only the density and the complementary distribution function. Note the units: G1 scales by sigma, G2 by sigma^2 and G3 by sigma^3, so a missing power of sigma shows up as an answer of the wrong magnitude.
Return
The loss function value, (1/6)Emax(Z-z,0)^3
Parameters
z
The value to be evaluated