Indirect utility function; reduce utility bills

Sunday, August 17th, 2008

In economics, a consumer’s indirect utility function
<math>v(p, w)</math> gives the consumer’s maximal utility when faced with a price level <math>p</math> and an amount of income <math>w</math>. It represents the consumer’s preferences over market conditions.

This function is called indirect because consumers usually think about their preferences in terms of what they consume rather than prices. A consumer’s indirect utility <math>v(p, w)</math> can be computed from its utility function <math>u(x)</math> by first computing the most preferred bundle <math>x(p, w)</math> by solving the utility maximization problem; and second, computing the utility <math>u(x(p, w))</math> the consumer derives from that bundle. The indirect utility function for consumers is analogous to the profit function for firms.

Formally, the indirect utility function is:

  • Non-increasing in prices, because an increase in prices cannot open up an available bundle that would provide more utility;
  • Non-decreasing in income, because when income rises, at worst you could consume the same bundle;
  • Homogenous with degree zero in prices and income; if prices and income are all multiplied by a given constant the same bundle of consumption represents a maximum, so optimal utility does not change.

Hicksian demand function; reduce utility bills

Friday, August 15th, 2008

In microeconomics, a consumer’s Hicksian demand function <math>h(p, u)</math> gives the cheapest bundle under a price level <math>p</math> for which the consumer derives a utility level of at least <math>u</math>. The function is named after John Hicks.

Hicksian demand functions are often convenient for mathematical manipulation because they don’t require income or wealth to be represented. However, Marshallian demand functions of the form <math>x(p, w)</math> that describe demand given prices <math>p</math> and income <math>w</math> are easier to observe directly. The two are trivially related by

<math>h(p, u) = x(p, e(p, u)), \ </math>

where <math>e(p, u)</math> is the expenditure function (the function that gives the minimum wealth required to get to a given utility level), and by

<math>h(p,

v(p, w)) = x(p, w), \ </math>

where <math>v(p, w)</math> is the indirect utility function (which gives the utility level of having a given wealth under a fixed price regime). Their derivatives are more fundamentally related by the Slutsky equation.

The Hicksian demand function is intimately related to the expenditure function. If the consumer’s utility function <math>u(x)</math> is locally nonsatiated and strictly convex, then
<math>h(p, u) = \nabla_p e(p, u).</math>


See also

  • Marshallian demand function
  • Convex preferences
  • Expenditure minimization problem

Expenditure function; utility than the natural

Monday, June 2nd, 2008

In microeconomics, the expenditure function describes the minimum amount of money an individual needs to achieve some level of utility, given a utility function and prices.

Formally, if there is a utility function <math>u</math> that describes preferences over L commodities, the expenditure function

<math>e(p, u^*) : \textbf R^L_+ \times \textbf R
\rightarrow \textbf R</math>

says what amount of money is needed to achieve a utility <math>u^*</math> if prices are set by <math>p</math>.
This function is defined by

<math>e(p, u^*) = \min_{x \in \geq(u^*)} p \cdot x</math>

where

<math>\geq(u^*) = \{x \in \textbf R^L_+ : u(x) \geq u^*\}</math>

is the set of all packages that give utility at least as good as <math>u^*</math>.


See also

  • Expenditure minimization problem
  • Hicksian demand function
  • Utility maximization problem

Marshallian demand function; utility.

Saturday, April 5th, 2008

In microeconomics, a consumer’s Marshallian demand function specifies what the consumer would buy in each price and wealth situation, assuming it perfectly solves the utility maximization problem. Marshallian demand is sometimes called Walrasian demand instead, because the original Marshallian analysis ignored wealth effects. Milton Friedman, however, argues that Marshall was misunderstood, that he did account for wealth effects, and that therefore, what is commonly called Marshallian demand is no such thing.

According to the utility maximization problem, there are L commodities with prices p. The consumer has wealth w, and hence a set of affordable packages

<math>B(p, w) = \{x : p \cdot x \leq w\}</math>.

The consumer has a utility function

<math>u : \textbf R^L_+ \rightarrow \textbf R</math>.

The consumer’s Marshallian demand correspondence is defined to be

<math>x^*(p, w) = \operatorname{argmax}_{x \in B(p, w)} u(x)</math>.

If there is a unique utility maximizing package for each
price and wealth situation, then it is called the Marshallian demand function. See the utility maximization problem entry for a discussion of this definition.


Example

If there are two commodities, then a consumer that always chooses to spend half of its income on each commodity would have the Marshallian demand function

<math>x(p, w) = \left(\frac{w}{2p_1}, \frac{w}{2p_2}\right).</math>


See also

  • Hicksian demand function
  • Utility maximization problem


References

Mas-Colell, Andreu; Whinston, Michael; & Green, Jerry (1995). Microeconomic Theory. Oxford: Oxford University Press. ISBN 0-19-507340-1

Quartic function; function

Friday, March 21st, 2008

A quartic function is a function of the form

<math>f(x)=ax^4+bx^3+cx^2+dx+e \,</math>

with nonzero a; or in other words, a polynomial function with a degree of four. Such a function is sometimes called a biquadratic function, but the latter term can occasionally also refer to a quadratic function of a square, having the form

<math>ax^4+bx^2+c \,</math>,

or a product of two quadratic factors, having the form

<math>(ax^2+bx+c)(dy^2+ey+f) \,</math>.

Since a quartic function is a polynomial of even degree, it has the same limit when the argument goes to positive or negative infinity. If a is positive, then the function increases to positive infinity at both sides; and thus the function has a global minimum. Likewise, if a is negative, it decreases to negative infinity and has a global maximum.

The derivative of a quartic function is a cubic function.

On finding the roots, see Quartic equation.

Generic function; function

Friday, February 22nd, 2008

In certain systems for object-oriented programming such as the Common Lisp Object System and Dylan, a generic function is an entity made up of all methods having the same name.

Generic functions correspond roughly to what Smalltalk calls messages; but when a generic function is called, method dispatch occurs on the basis of all arguments, not just a single privileged one. See under multiple dispatch for more. This is also known as a multimethod.

Another, completely separate definition of generic function is a function that uses parametric polymorphism. This is the definition used when working with a language like OCaml. An example of a generic function is

id: a->a
let id a = a

which takes an argument of any type and returns something of that same type.

Marshallian demand function; utility function

Wednesday, February 20th, 2008

In microeconomics, a consumer’s Marshallian demand function specifies what the consumer would buy in each price and wealth situation, assuming it perfectly solves the utility maximization problem. Marshallian demand is sometimes called Walrasian demand instead, because the original Marshallian analysis ignored wealth effects. Milton Friedman, however, argues that Marshall was misunderstood, that he did account for wealth effects, and that therefore, what is commonly called Marshallian demand is no such thing.

According to the utility maximization problem, there are L commodities with prices p. The consumer has wealth w, and hence a set of affordable packages

<math>B(p, w) = \{x : p \cdot x \leq w\}</math>.

The consumer has a utility function

<math>u : \textbf R^L_+ \rightarrow \textbf R</math>.

The consumer’s Marshallian demand correspondence is defined to be

<math>x^*(p, w) = \operatorname{argmax}_{x \in B(p, w)} u(x)</math>.

If there is a unique utility maximizing package for each
price and wealth situation, then it is called the Marshallian demand function. See the utility maximization problem entry for a discussion of this definition.


Example

If there are two commodities, then a consumer that always chooses to spend half of its income on each commodity would have the Marshallian demand function

<math>x(p, w) = \left(\frac{w}{2p_1}, \frac{w}{2p_2}\right).</math>


See also

  • Hicksian demand function
  • Utility maximization problem


References

Mas-Colell, Andreu; Whinston, Michael; & Green, Jerry (1995). Microeconomic Theory. Oxford: Oxford University Press. ISBN 0-19-507340-1

Piecewise linear function; This function

Friday, February 15th, 2008

In mathematics, a piecewise linear function

<math>f: \Omega \to V</math>,

where V is a vector space and <math>\Omega</math> is a
subset of a vector space, is any function with the property that <math>\Omega</math> can be decomposed into finitely many convex polytopes, such that f is equal to a linear function on each of these polytopes.

A special case is when f is a real-valued function on an interval <math>[x_1,x_2]</math>. Then f is piecewise linear
if and only if <math>[x_1,x_2]</math> can be partitioned into finitely many sub-intervals, such that on each such
sub-interval I, f is equal to a linear function

f(x) = aI</sup>x + bI.

The absolute value function <math>f(x) = |x|</math> is a good example of a piecewise linear function. Other examples include the square wave, the sawtooth function, and the floor function.

Important sub-classes of piecewise linear functions include the continuous piecewise linear functions and the convex piecewise linear functions. Splines generalize piecewise linear functions to higher-order polynomials.


See also

  • Piecewise
  • Piecewise linear manifold

Indirect utility function; function

Friday, February 8th, 2008

In economics, a consumer’s indirect utility function
<math>v(p, w)</math> gives the consumer’s maximal utility when faced with a price level <math>p</math> and an amount of income <math>w</math>. It represents the consumer’s preferences over market conditions.

This function is called indirect because consumers usually think about their preferences in terms of what they consume rather than prices. A consumer’s indirect utility <math>v(p, w)</math> can be computed from its utility function <math>u(x)</math> by first computing the most preferred bundle <math>x(p, w)</math> by solving the utility maximization problem; and second, computing the utility <math>u(x(p, w))</math> the consumer derives from that bundle. The indirect utility function for consumers is analogous to the profit function for firms.

Formally, the indirect utility function is:

  • Non-increasing in prices, because an increase in prices cannot open up an available bundle that would provide more utility;
  • Non-decreasing in income, because when income rises, at worst you could consume the same bundle;
  • Homogenous with degree zero in prices and income; if prices and income are all multiplied by a given constant the same bundle of consumption represents a maximum, so optimal utility does not change.

Generic function; function

Friday, February 8th, 2008

In certain systems for object-oriented programming such as the Common Lisp Object System and Dylan, a generic function is an entity made up of all methods having the same name.

Generic functions correspond roughly to what Smalltalk calls messages; but when a generic function is called, method dispatch occurs on the basis of all arguments, not just a single privileged one. See under multiple dispatch for more. This is also known as a multimethod.

Another, completely separate definition of generic function is a function that uses parametric polymorphism. This is the definition used when working with a language like OCaml. An example of a generic function is

id: a->a
let id a = a

which takes an argument of any type and returns something of that same type.

Pi function; This function

Sunday, February 3rd, 2008

In

mathematics, two different functions are known as the pi or Pi function:

  • <math>\pi(x)\,\!</math> (pi function) – the prime-counting function
  • <math>\Pi(x)\,\!</math> (Pi function) – the Gamma function when offset to coincide with the factorial

Marshallian demand function; utility

Sunday, February 3rd, 2008

In microeconomics, a consumer’s Marshallian demand function specifies what the consumer would buy in each price and wealth situation, assuming it perfectly solves the utility maximization problem. Marshallian demand is sometimes called Walrasian demand instead, because the original Marshallian analysis ignored wealth effects. Milton Friedman, however, argues that Marshall was misunderstood, that he did account for wealth effects, and that therefore, what is commonly called Marshallian demand is no such thing.

According to the utility maximization problem, there are L commodities with prices p. The consumer has wealth w, and hence a set of affordable packages

<math>B(p, w) = \{x : p \cdot x \leq w\}</math>.

The consumer has a utility function

<math>u : \textbf R^L_+ \rightarrow \textbf R</math>.

The consumer’s Marshallian demand correspondence is defined to be

<math>x^*(p, w) = \operatorname{argmax}_{x \in B(p, w)} u(x)</math>.

If there is a unique utility maximizing package for each
price and wealth situation, then it is called the Marshallian demand function. See the utility maximization problem entry for a discussion of this definition.


Example

If there are two commodities, then a consumer that always chooses to spend half of its income on each commodity would have the Marshallian demand function

<math>x(p, w) = \left(\frac{w}{2p_1}, \frac{w}{2p_2}\right).</math>


See also

  • Hicksian demand function
  • Utility maximization problem


References

Mas-Colell, Andreu; Whinston, Michael; & Green, Jerry (1995). Microeconomic Theory. Oxford: Oxford University Press. ISBN 0-19-507340-1

Antiholomorphic function; utility function

Friday, February 1st, 2008

In mathematics, antiholomorphic functions (also called antianalytic functions) are a family of functions closely related to but distinct from holomorphic functions.

A function defined on an open set in the complex plane is called antiholomorphic, if its derivative with respect to z* exists at all points in that set, where z* is the complex conjugate.

One can show that if f(z) is a holomorphic function on an open set D, then f(z*) is an antiholomorphic function on D*, where D* is the reflection against the x-axis of D, or in other words, D* is the set of complex conjugates of elements of D. Moreover, any antiholomorphic function can be obtained in this manner from a holomorphic function. This implies that a function is antiholomorphic if and only if it can be expanded in a power series in z* in a neighborhood of each point in its domain.

If a function is both holomorphic and antiholomorphic, then it is constant on any connected component of its domain. A function which depends both on z and z* is neither holomorphic nor antiholomorphic.

Expenditure function; indirect utility function

Tuesday, January 22nd, 2008

In microeconomics, the expenditure function describes the minimum amount of money an individual needs to achieve some level of utility, given a utility function and prices.

Formally, if there is a utility function <math>u</math> that describes preferences over L commodities, the expenditure function

<math>e(p, u^*) : \textbf R^L_+ \times \textbf R
\rightarrow \textbf R</math>

says what amount of money is needed to achieve a utility <math>u^*</math> if prices are set by <math>p</math>.
This function is defined by

<math>e(p, u^*) = \min_{x \in \geq(u^*)} p \cdot x</math>

where

<math>\geq(u^*) = \{x \in \textbf R^L_+ : u(x) \geq u^*\}</math>

is the set of all packages that give utility at least as good as <math>u^*</math>.


See also

  • Expenditure minimization problem
  • Hicksian demand function
  • Utility maximization problem
  • TALISEN File Format: PDF/Adobe Acrobat - View as HTMLAllow analysis of previous utility bills in. order to determine trends and analyze. historical information.

Function; function

Tuesday, January 22nd, 2008

Function may refer to:

  • Function (biology), explaining why a feature was created
  • Function (mathematics), an abstract entity that associates an input to a corresponding output according to some rule
  • Function (engineering), related to the utility/goal of a property
  • Function (computer science), or subroutine, a portion of code within a larger program, performs a specific task
  • Function object, or functor or functionoid, a concept of object-oriented programming
  • Grammatical function, in language studies, the purpose of a word or phrase in a sentence
  • A formal event such as a party or meeting
  • Functional group in organic chemistry (for example, “This compound has two carbonyl functions”)


See also

  • Functional (disambiguation)
  • Functionalism (disambiguation)
  • Functor
  • Function hall
  • Proteins: Structure, Function, and Bioinformatics Publishes original reports of significant experimental and analytic research in protein structure, function, computation, genetics and design.
  • Functions versus Relations Discusses the concept of functions versus relations, and demonstrates ways of telling the difference. Covers the Vertical Line Test, along with how to know
  • Function Grapher Enter, in the text area provided above, the function or functions you want to graph. All functions must use x as their independent variable.
  • MySpace.com - (f)un(ct)ion - California / Europe - Experimental Function have performed throughout Europe, USA, Japan and Australia in various The new Function record is almost finished and to be released before the
  • Function — from Wolfram MathWorld Unfortunately, the term "function" is also used to refer to relations that map single points in the domain to possibly multiple points in the range.
  • Definition of the Term Function Educational and entertaining items pertaining to physics, the mathematical sciences, and to mathematics in general.
  • function from Online Medical Dictionary function. The special, normal or proper physiologic activity of an organ or part. Origin: L. Functio, from fungi = to do. (18 Nov 1997)
  • Function Grapher Online Currently under development: A standalone application version of this Function Graphing Program, written in C language, much faster, essentially more
  • Function Point - Web-based Productivity Software For over eight years, Function Point Productivity Software Inc. has developed integrated business process and productivity software for professional service
  • Q94: What is a Hash Function? A hash function H is a transformation that takes a variable-size input m and returns a fixed-size string, which is called the hash value h (that is,

Tau function; utility function

Saturday, January 19th, 2008

Tau function may refer to:

  • Ramanujan tau function, giving the Fourier coefficients of the Ramanujan modular form.
  • Divisor function, an arithmetic function giving the number of divisors of an integer.
  • Tau-function in the representation theory of affine Lie algebras and soliton equations.

Pi function; function

Friday, January 18th, 2008

In mathematics, two different functions are known as the pi or Pi function:

  • <math>\pi(x)\,\!</math> (pi function) – the prime-counting function
  • <math>\Pi(x)\,\!</math> (Pi function) – the Gamma function when offset to coincide with the factorial
  • Function Objects A Function Object, or Functor (the two terms are synonymous) is simply any object that can be called as if it is a function. An ordinary function is a
  • PHP: main - Manual There is no function named main() except in the PHP source. Sometimes error messages refer to a manual page for the function main() which is why this
  • Clear Function: Website Design & Development Clear Function is a web design and development company that specializes in thinking further

Constant function; function

Wednesday, January 16th, 2008

In mathematics a constant function is a function whose values do not vary and thus are constant. For example, if we have the function f(x) = 4, then f is constant since f maps any value to 4. More formally, a function f : AB, is a constant function if f(x) = f(y) for all x and y in A.

Notice that every empty function, that is, any function whose domain equals the empty set, is included in the above definition vacuously, since there are no x and y in A for which f(x) and f(y) are different. However some find it more convenient to define constant function so as to exclude empty functions.

For polynomial functions, a non-zero constant function is called a polynomial of degree zero.


Properties

Constant functions can be characterized with respect to function composition in two ways.

The following are equivalent:

  1. f : AB, is a constant function.
  2. For all functions g, h : CA, f o g = f o h, (where “o” denotes function composition).
  3. The composition of f with any other function is also a constant function.

The first characterization of constant functions given above, is taken as the motivating and defining property for the more general notion of constant morphism in Category theory.

In contexts where it is defined, the derivative of a function measures how that function varies with respect to the variation of some argument. It follows that, since a constant function does not vary, its derivative, where defined, will be zero. Thus for example:

  • If f is a real-valued function of a real variable, defined on some interval, then f is constant if and only if the derivative of f is everywhere zero.

For functions between preordered sets, constant functions are both order-preserving and order-reversing; conversely, if f is both order-preserving and order-reversing, and if the domain of f is a lattice, then f must be constant.

Other properties of constant functions include:

  • Every constant function whose domain and codomain are the same is idempotent.
  • Every constant function between topological spaces is continuous.

In a connected set, a function is locally constant if and only if it is constant.


References

  • Herrlich, Horst and Strecker, George E., Category Theory, Allen and Bacon, Inc. Boston (1973)

Indirect utility function; utility

Saturday, January 12th, 2008

In economics, a consumer’s indirect utility function
<math>v(p, w)</math> gives the consumer’s maximal utility when faced with a price level <math>p</math> and an amount of income <math>w</math>. It represents the consumer’s preferences over market conditions.

This function is called indirect because consumers usually think about their preferences in terms of what they consume rather than prices. A consumer’s indirect utility <math>v(p, w)</math> can be computed from its utility function <math>u(x)</math> by first computing the most preferred bundle <math>x(p, w)</math> by solving the utility maximization problem; and second, computing the utility <math>u(x(p, w))</math> the consumer derives from that bundle. The indirect utility function for consumers is analogous to the profit function for firms.

Formally, the indirect utility function is:

  • Non-increasing in prices, because an increase in prices cannot open up an available bundle that would provide more utility;
  • Non-decreasing in income, because when income rises, at worst you could consume the same bundle;
  • Homogenous with degree zero in prices and income; if prices and income are all multiplied by a given constant the same bundle of consumption represents a maximum, so optimal utility does not change.

Expenditure function; utility

Thursday, January 10th, 2008

In microeconomics, the expenditure function describes the minimum amount of money an individual needs to achieve some level of utility, given a utility function and prices.

Formally, if there is a utility function <math>u</math> that describes preferences over L commodities, the expenditure function

<math>e(p, u^*) : \textbf R^L_+ \times \textbf R
\rightarrow \textbf R</math>

says what amount of money is needed to achieve a utility <math>u^*</math> if prices are set by <math>p</math>.
This function is defined by

<math>e(p, u^*) = \min_{x \in \geq(u^*)} p \cdot x</math>

where

<math>\geq(u^*) = \{x \in \textbf R^L_+ : u(x) \geq u^*\}</math>

is the set of all packages that give utility at least as good as <math>u^*</math>.


See also

  • Expenditure minimization problem
  • Hicksian demand function
  • Utility maximization problem

Locally integrable function; function

Tuesday, January 8th, 2008

In mathematics, a locally integrable function is a function which is integrable on any compact set.

Formally, let U be an open set in the Euclidean space Rn and

<math>f\colon U\to\mathbb{C}</math>

be a Lebesgue measurable function. If the Lebesgue integral

<math> \int_K | f| dx \,</math>

is finite for all compact subsets K in U, then f is called locally integrable. The set of all such functions is denoted by

<math>L^1_{loc}(U).</math>


Examples

  • Every (globally) integrable function on U is locally integrable, that is,
<math>L^1(U)\subset L^1_{loc}(U)</math> (see Lp space).
  • More generally, every p-power integrable function (1 ≤ p ≤ ∞) on U is locally integrable:
<math>L^p(U)\subset L^1_{loc}(U)</math>.
  • The constant function 1 defined on the real line is locally integrable but not globally integrable. More generally, continuous functions are locally integrable.
  • The function <math>f(x)=1/x</math> for <math>x\neq 0</math> and <math>f(0)=0</math> is not locally integrable.


Uses

Locally integrable functions play a prominent role in distribution theory.


References

  • Robert S Strichartz, A Guide to Distribution Theory and Fourier Transforms, World Scientific, 2003. ISBN 981-238-430-8.

Expenditure function; utility

Monday, December 31st, 2007

In microeconomics, the expenditure function describes the minimum amount of money an individual needs to achieve some level of utility, given a utility function and prices.

Formally, if there is a utility function <math>u</math> that describes preferences over L commodities, the expenditure function

<math>e(p, u^*) : \textbf R^L_+ \times \textbf R
\rightarrow \textbf R</math>

says what amount of money is needed to achieve a utility <math>u^*</math> if prices are set by <math>p</math>.
This function is defined by

<math>e(p, u^*) = \min_{x \in \geq(u^*)} p \cdot x</math>

where

<math>\geq(u^*) = \{x \in \textbf R^L_+ : u(x) \geq u^*\}</math>

is the set of all packages that give utility at least as good as <math>u^*</math>.


See also

  • Expenditure minimization problem
  • Hicksian demand function
  • Utility maximization problem

Hicksian demand function; utility

Sunday, December 30th, 2007

In microeconomics, a consumer’s Hicksian demand function <math>h(p, u)</math> gives the cheapest bundle under a price level <math>p</math> for which the consumer derives a utility level of at least <math>u</math>. The function is named after John Hicks.

Hicksian demand functions are often convenient for mathematical manipulation because they don’t require income or wealth to be represented. However, Marshallian demand functions of the form <math>x(p, w)</math> that describe demand given prices <math>p</math> and income <math>w</math> are easier to observe directly. The two are trivially related by

<math>h(p, u) = x(p, e(p, u)), \ </math>

where <math>e(p, u)</math> is the expenditure function (the function that gives the minimum wealth required to get to a given utility level), and by

<math>h(p, v(p, w)) = x(p, w), \ </math>

where <math>v(p, w)</math> is the indirect utility function (which gives the utility level of having a given wealth under a fixed price regime). Their derivatives are more fundamentally related by the Slutsky equation.

The Hicksian demand function is intimately related to the expenditure function. If the consumer’s utility function <math>u(x)</math> is locally nonsatiated and strictly convex, then
<math>h(p, u) = \nabla_p e(p, u).</math>


See also

  • Marshallian demand function
  • Convex preferences
  • Expenditure minimization problem

Bidirectional texture function; function for

Monday, December 24th, 2007

Bidirectional texture function (BTF) is a 6-dimensional function depending on planar texture coordinates (x,y) as well as on view and illumination spherical angles. In practice this function is obtained as a set of several thousands images of material sample taken during different camera and light positions. Such images are subsequently rectified and compressed using various methods.

Its main application is photorealistic material rendering of objects in virtual reality systems.

Unimodal function; function

Thursday, December 20th, 2007

In mathematics, a function f(x) between two ordered sets is unimodal if for some value m (the mode), it is monotonically increasing for xm and monotonically decreasing for xm. In that case, the maximum value of f(x) is f(m) and there are no other local maxima.

Examples of unimodal function:

  • Quadratic polynomial
  • Logistic map
  • Tent map

Function <math>\ f(x)</math> is S-unimodal if its Schwartzian derivative is negative for all <math>\ x \ne 0</math> <ref>http://web.udl.es/usuaris/y4370980/abstracts/abstracts/vol-42/de_melo.pdf W. De Melo : Bifurcation of Unimodal Maps Qualitative Theory of Dynamical Systems VOLUME 4 - Number 2 (pages 413-424) </ref>.

In probability and statistics, a unimodal probability distribution is a probability distribution whose probability density function is a unimodal function, or more generally, whose cumulative distribution function is convex up to m and concave thereafter (this allows for the possibility of a non-zero probability for x=m). For a unimodal probability distribution of a continuous random variable, the Vysochanskii-Petunin inequality provides a refinement of the Chebyshev inequality. Compare multimodal distribution.

Characteristic function; function

Thursday, December 20th, 2007

In mathematics, characteristic function can refer to any of several distinct concepts:

  • The most common and universal usage is as a synonym for indicator function, that is the function
<math>\mathbf{1}_A: X \to \{0, 1\}</math>
which for every subset A of X, has value 1 at points of A and 0 at points of X − A.

  • When applied to a natural number an effective procedure determines correctly if a natural number is or is not in the procedure’s “set”: “The characteristic function is the function that takes the value 1 for numbers in the set, and the value 0 for numbers not in the set” (cf Boolos-Burgess-Jeffrey (2002) p. 73).
  • The characteristic function in convex analysis:
<math>\chi_{A} (x) := \begin{cases} 0, & x \in A; \\ + \infty, & x \not \in A. \end{cases}</math>
  • The characteristic state function in statistical mechanics.
  • In probability theory, the characteristic function of any probability distribution on the real line is given by the following formula, where X is any random variable with the distribution in question:
<math>\varphi_X(t) = \operatorname{E}\left(e^{itX}\right)\,</math>
where “E” means expected value. See characteristic function (probability theory).
  • The characteristic polynomial in linear algebra.
  • The Euler characteristic, a topological invariant.

Sigma function; function

Monday, December 17th, 2007

In mathematics, by sigma function one can mean one of the following:

  • The sum-of-divisors function σa(n), an arithmetic functions.
  • Weierstrass sigma function, related to elliptic functions
  • Rado’s sigma function, see busy beaver.

Sigma function; indirect utility function

Sunday, December 9th, 2007

In mathematics, by sigma function one can mean one of the following:

  • The sum-of-divisors function σa(n), an arithmetic functions.
  • Weierstrass sigma function, related to elliptic functions
  • Rado’s sigma function, see busy beaver.

Psi function; utility function

Sunday, December 9th, 2007

In mathematics, the psi function can refer to either

  • Dedekind psi function
  • Digamma function

Single-valued function; utility function

Thursday, December 6th, 2007

A single-valued function is an emphatic term for a mathematical function in the usual sense. That is, each element of the function’s domain maps to a single, well-defined element of its range. This contrasts with a general binary relation, which can be viewed as being a multi-valued function.

Any function is a single-valued if it is continuously differentiable.

Q-theta function; function is:

Tuesday, December 4th, 2007

In mathematics, the q-theta function is a type of q-series. It is given by

<math>\theta(z;q)=\prod_{n=0}^\infty (1-q^nz)(1-q^{n+1}/z)</math>

where one takes <math>0\le|q|<1.</math> It obeys the identities

<math>\theta(z;q)=\theta(q/z;q)=-z\theta(1/z;q).\,</math>


See also

  • Jacobi theta function
  • Ramanujan theta function