Rare
Definition
Assembly: Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.1.0+428f3840cfab98dda567bb0ed350b302533e273a
public enum RareEventPerformanceBoundednessPublic Enumeration RareEventPerformanceBoundednesspublic enum class RareEventPerformanceBoundednesstype RareEventPerformanceBoundednessRemarks
Events whose
probabilities can be evaluated by a Cross-Entropy
estimator are characterized in terms of the performance of a system.
Let 
be
an extreme performance value.
Rare events are sets of states whose performances are lower or upper bounded
by 
, i.e. they can be defined as
or as
where 
is the state space
of the system and
is the function
returning the system performance at state
.
Constant Lower is intended to
signal
events, while
constant Upper
corresponds to 
events.
For a thorough description of the intended use of RareEventPerformanceBoundedness constants, see the remarks about method Estimate.
Members
| Lower | 0 | The rare event includes states whose performances are lower bounded. |
| Upper | 1 | The rare event includes states whose performances are upper bounded. |