{"title":"不对称损失方差的不等式","authors":"Naoya Yamaguchi, Yuka Yamaguchi, Maiya Hori","doi":"10.7153/jmi-2023-17-58","DOIUrl":null,"url":null,"abstract":"We assume that the forecast error follows a probability distribution which is symmetric and monotonically non-increasing on non-negative real numbers, and if there is a mismatch between observed and predicted value, then we suffer a loss. Under the assumptions, we solve a minimization problem with an asymmetric loss function. In addition, we give an inequality for the variance of the loss.","PeriodicalId":49165,"journal":{"name":"Journal of Mathematical Inequalities","volume":"165 1","pages":"0"},"PeriodicalIF":1.1000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Inequality for the variance of an asymmetric loss\",\"authors\":\"Naoya Yamaguchi, Yuka Yamaguchi, Maiya Hori\",\"doi\":\"10.7153/jmi-2023-17-58\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We assume that the forecast error follows a probability distribution which is symmetric and monotonically non-increasing on non-negative real numbers, and if there is a mismatch between observed and predicted value, then we suffer a loss. Under the assumptions, we solve a minimization problem with an asymmetric loss function. In addition, we give an inequality for the variance of the loss.\",\"PeriodicalId\":49165,\"journal\":{\"name\":\"Journal of Mathematical Inequalities\",\"volume\":\"165 1\",\"pages\":\"0\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Mathematical Inequalities\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.7153/jmi-2023-17-58\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Mathematical Inequalities","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.7153/jmi-2023-17-58","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
We assume that the forecast error follows a probability distribution which is symmetric and monotonically non-increasing on non-negative real numbers, and if there is a mismatch between observed and predicted value, then we suffer a loss. Under the assumptions, we solve a minimization problem with an asymmetric loss function. In addition, we give an inequality for the variance of the loss.
期刊介绍：
The ''Journal of Mathematical Inequalities'' (''JMI'') presents carefully selected original research articles from all areas of pure and applied mathematics, provided they are concerned with mathematical inequalities and their numerous applications. ''JMI'' will also periodically publish invited survey articles and short notes with interesting results treating the theory of inequalities, as well as relevant book reviews. Only articles written in the English language and in a lucid, expository style will be considered for publication. ''JMI'' primary audience are pure mathematicians, applied mathemathicians and numerical analysts.
''JMI'' is published quarterly; in March, June, September, and December.
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