Timeline for Expectation maximum i.i.d rv´s
Current License: CC BY-SA 2.5
6 events
| when toggle format | what | by | license | comment | |
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| Jun 24, 2010 at 15:05 | comment | added | Jeff Schenker | In fact, the inequality is false without further assumptions on u. E.g., take u(x)=Cx(1-x) with C sufficiently large and positive. Let Xi be variables taking only the values 0 and 1. Then the choice a1=1 and all others zero wins over the choice 1/N for all i. What else do you intend to assume about u? | |
| Jun 24, 2010 at 12:12 | comment | added | Jeff Schenker | Can you point to wher one can read a proof of this "well known fact"? I understand the inequality if u is concave and non-decreasing, but don't see a proof if u is decreasing, say. | |
| Jun 23, 2010 at 15:47 | answer | added | vad | timeline score: 1 | |
| Jun 23, 2010 at 10:03 | history | edited | Suresh Venkat | CC BY-SA 2.5 |
fixed math formatting and some wording
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| Jun 22, 2010 at 13:07 | comment | added | Wadim Zudilin | It would be helpful to make your problem readable. | |
| Jun 22, 2010 at 13:02 | history | asked | Quema | CC BY-SA 2.5 |