poissonLF2

fun poissonLF2(x: Double, mean: Double, recursive: Boolean = true): 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)

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

The value to be evaluated

mean

of the distribution

recursive

true indicates that the recursive logarithmic algorithm should be used