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S May 25, 2021 at 2:06 history bounty ended CommunityBot
S May 25, 2021 at 2:06 history notice removed CommunityBot
May 17, 2021 at 10:14 comment added Math_Y Why $var(x_0^2)$ is important? This maximization is known for example for simple case $\mathbf{y}=\mathbf{x}+\mathbf{z}$.
May 17, 2021 at 9:47 comment added Math_Y I do not understand your comment. Variance of $x_0$ is $1$ as you write.
May 17, 2021 at 8:45 comment added Carlo Beenakker does the maximum exist? I would think $I$ can become arbitrarily large by choosing $\mathbf{x}=(x_0,0,0,\ldots 0,0)$ with $E[x_0^2]=1$ and then giving $x_0^2$ an arbitrarily large variance.
S May 17, 2021 at 1:04 history bounty started Math_Y
S May 17, 2021 at 1:04 history notice added Math_Y Draw attention
May 14, 2021 at 22:59 history edited Math_Y CC BY-SA 4.0
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May 14, 2021 at 21:01 history edited Math_Y CC BY-SA 4.0
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May 14, 2021 at 18:00 history edited YCor CC BY-SA 4.0
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May 14, 2021 at 17:51 history asked Math_Y CC BY-SA 4.0