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・ Distributed Oceanographic Data Systems
・ Distributed operating system
・ Distributed operations
・ Distributed Overlay Virtual Ethernet
・ Distributed parameter system
・ Distributed power
・ Distributed Practice
・ Distributed presence
・ Distributed Processing Technology
・ Distributed Proofreaders
・ Distributed propulsion
・ Distributed R
・ Distributed ray tracing
・ Distributed Replicated Block Device
・ Distributed republic
Distortion function
・ Distortion meter
・ Distortion Mirrors
・ Distortion of Glory
・ Distortion problem
・ Distortion risk measure
・ Distortion synthesis
・ Distortion-limited operation
・ Distortionist
・ Distortionmeter
・ Distortrix
・ Distortrix anus
・ Distortrix cancellinus
・ Distorzija
・ Distracción, La Guajira


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Distortion function : ウィキペディア英語版
Distortion function

A distortion function g: () \to () is a non-decreasing function such that g(0) = 0 and g(1) = 1. The dual distortion function is \tilde(x) = 1 - g(1-x). Distortion functions are used to define distortion risk measures.〔
Given a probability space (\Omega,\mathcal,\mathbb), then for any random variable X and any distortion function g we can define a new probability measure \mathbb such that for any A \in \mathcal it follows that
: \mathbb(A) = g(\mathbb(X \in A)).
== References ==


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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