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单词 UnitNormalLossFunction
释义

unit normal loss function


The function, UNL, is defined by

UNL(c)=c(t-c)f(t)𝑑t

where c is a constant and f(.) is the normal probability distribution function.
An alternative computational formula for UNL is the following:

UNL(z)=f(z)-z(1-F(z))

where f(.) and F(.) are the probability distribution function and cumulative distribution functionMathworldPlanetmathPlanetmathfor Standard Normal DistributionMathworldPlanetmath respectively.
Remark.This function has an extensive use in Risk Analysis and the Theory of Blackjack.

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更新时间:2025/5/4 19:29:45