Scenario-I (dominance) risk measure

Probability that an external attacker infers the dominant contribution X1 to within +/- beta : mu_I(rho) = F_Z((1+beta)rho - 1) - F_Z((1-beta)rho - 1), with Z the relative loss at dominance rho.

Usage

assess_risk_I(rho, sigma_nu, sigma_eps, n, beta)

Arguments

rho

Dominance share X1/Y in (0,1]. Recycled.

sigma_nu, sigma_eps, n

Mechanism parameters. Recycled.

beta

Accuracy threshold of the inference.

Value

mu_I(rho), vectorised.

See also

dominoise-package paper's proposition 5

Examples

assess_risk_I(rho = 0.85, sigma_nu = 0.3, sigma_eps = 0.03, n = 6, beta = 0.2)
#> [1] 0.5647026