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When the Expected Value Is Not Expected: A Conservative Approach

Malekpour, S; Barmish, BR

Malekpour, S (reprint author), Univ Wisconsin, Dept Elect & Comp Engn, 1415 Johnson Dr, Madison, WI 53706 USA.

IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS, 2017; 47 (9): 2454

Abstract

The takeoff point in this paper is a random variable X for which large positive values are desired. When its probability distribution is highly skewed......

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