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Zhao, S., Lu, Q., Han, L., Liu, Y. and Hu, F. (2): ∫∞ 0 √ 1 +κ4 1 +κ2 1 σt I(λ > √ 1 +κ4(εt−θ) σt )exp(−λ)dλ − √ 1 +κ4 1 +κ2 1 σt ∫∞ √ 1+κ4(εt−θ) σt exp(−λ)d(−λ) = √ 1 +κ4 1 +κ2 1 σt exp( − √ 1 +κ4(εt−θ) σt ) (29) = Since √ 1+κ4(εt−θ) σt≥0, thus we haveεt≥0, which follows: f+(εtκ,θ,σt) = √ 1 +κ4 1 +κ2 1 σt exp( − √ 1 +κ4(εt−θ)
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