Timeline for Maximizing the expectation of a polynomial function of iid random variables
Current License: CC BY-SA 4.0
2 events
| when toggle format | what | by | license | comment | |
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| Mar 1, 2019 at 17:52 | comment | added | Jairo Bochi | I realized that for any $t \geq 2$, the integral $\iiint_{[-1,1|^3} |(x-y)(y-z)(x-z)|^t$ is maximized by the same measure $(\delta_{-1}+\delta_0+\delta_1)/3$. This follows from the fact that the integrand is maximized at the point $(-1,0,1)$. | |
| Feb 27, 2019 at 19:54 | history | answered | Jairo Bochi | CC BY-SA 4.0 |