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Feb 20, 2020 at 22:39 history edited Abdelmalek Abdesselam CC BY-SA 4.0
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Feb 20, 2020 at 14:51 history edited Abdelmalek Abdesselam CC BY-SA 4.0
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Aug 9, 2017 at 9:22 comment added sam I have post my question on mathoverflow.net/questions/278334/…. Thanks for your help.
Aug 1, 2017 at 13:16 comment added Abdelmalek Abdesselam @sam: Is this a research problem or a homework question? It might be worth formulating it precisely with all the hypotheses etc. as a separate MO question.
Aug 1, 2017 at 6:59 comment added sam Actually I want to solve this problem: suppose $f(x)$ satisfies $\int_{-\infty}^\infty f(x)dx=1,\int_{-\infty}^\infty xf(x) dx=0 ,\int_{-\infty}^\infty x^2 f(x) dx = \theta$, find $f(x)$ such that the integral $\int f(x) \ln f(x) - f(x)dx $ reaches its maximum. It is easy to see $f(x) =e^{\alpha + \beta x + \gamma x^2}$ and we can find the values for $\alpha,\beta,\gamma$ using the Guassian integral. However if we add the constraint $\int_{-\infty}^\infty x^3 f(x) dx = q$, then $f(x) =e^{\alpha + \beta x + \gamma x^2 + \zeta x^3} $. But how to find the explicit values for the coefficients?
Jul 30, 2017 at 18:03 history edited Abdelmalek Abdesselam CC BY-SA 3.0
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Jul 30, 2017 at 17:51 history edited Abdelmalek Abdesselam CC BY-SA 3.0
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Jul 30, 2017 at 17:44 history answered Abdelmalek Abdesselam CC BY-SA 3.0