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Title: Bounds for the cumulative conditional expectation function

We introduce the concept of cumulative conditional expectation function. This is a quantity that provides statistical support for making decisions in applied problems. The goal of this paper is to find an analytical expression for upper and lower bounds of this function, assuming stochastic dependence types as being the underlying random structure.
Authors:
;  [1]
  1. University of Campinas (Brazil)
Publication Date:
OSTI Identifier:
22391045
Resource Type:
Journal Article
Resource Relation:
Journal Name: AIP Conference Proceedings; Journal Volume: 1648; Journal Issue: 1; Conference: ICNAAM-2014: International Conference on Numerical Analysis and Applied Mathematics 2014, Rhodes (Greece), 22-28 Sep 2014; Other Information: (c) 2015 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; ANALYTICAL SOLUTION; FUNCTIONS; LIMITING VALUES; RANDOMNESS; STOCHASTIC PROCESSES