org.drip.sample.efronstein

Class BoundedVariateSumBound

java.lang.Object

org.drip.sample.efronstein.BoundedVariateSumBound

public class BoundedVariateSumBound
extends java.lang.Object

BoundedVariateSumBound demonstrates the Computation of the Probabilistic Bounds for the Realization of the Values of a Multivariate Function over Random Sequence Values (in this case, sum of the independent Random Variates) using Variants of the Efron-Stein Methodology.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
BoundedVariateSumBound()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArgs)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BoundedVariateSumBound

public BoundedVariateSumBound()

Method Detail

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception