Comparing Lévy and Uniform distributions with classical shrinkage.

<p>D_{+1(<i>Uniform</i>)} means that in <a href="http://www.plosone.org/article/info:doi/10.1371/journal.pone.0121844#pone.0121844.e020" target="_blank">Eq (12)</a> the Lévy distribution term </p><p></p><p><mi>L</mi><mo stretchy="false">(</mo><mi>α</mi><mo stretchy="false">)</mo></p><p><mi>σ</mi><mi>j</mi><mi>i</mi></p><p></p><p></p> is replaced by a multiple of a random number uniformly distributed in [−1, 1], i.e., by 0.1 <i>U</i>([−1, 1]).<p></p><p>Comparing Lévy and Uniform distributions with classical shrinkage.