Package 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 Description
    BoundedVariateSumBound()  

  • Method Summary

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

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • BoundedVariateSumBound

      public BoundedVariateSumBound()

  • Method Details

    • main

      public static final void main​(java.lang.String[] astrArgs) throws java.lang.Exception
      Entry Point
      Parameters:
      astrArgs - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation