algebraic expression; expression whose value is to be estimated opts - (optional) equation(s) of the form option = value where option is one of replications, timesteps, or output; specify options for the ExpectedValue command Options • replications = posint -- This option specifie...
A continuous random variable deals with measurements with an infinite number of likely outcomes. Define random variables and learn how to compute and to interpret the expected value of a continuous random variable with the probability density function. ...
Peng [2] shows that a random variable X is G-normal distributed if u is the viscosity solution of the following partial differential equation (PDE): (3) where D2u is the Hessian matrix of u; that is, and G(A) = (1/2)supγ∈Γ tr ; denotes the space of d× d symmetric ...
Formally, value-at-risk describes the upper threshold of the interval of losses (–∞, zα] randomly occurring The "τ-expectile functional (0 < τ < 1) of a probability measure F with finite mean as the unique solution x = µτ to [this] equation" (Gneiting 2011, p. 756): ...