Timeline for Optimization: Determine the categorical pmf that maximizes the objective function
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
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| Jan 24 at 20:06 | comment | added | Iosif Pinelis | @AaronHendrickson : Yes, the variance of $T$ taking values in any interval $[a,b]$ is maximized, for any given mean value of $T$, when the values of $T$ are at the endpoints. One way to see this is to consider the random variable $S:=T-a$, taking values in the interval $[0,b-a]$, with $ES=ET-a$ and $Var\,S=Var\,T$. | |
| Jan 17 at 20:52 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Jan 17 at 20:29 | vote | accept | Aaron Hendrickson | ||
| Jan 17 at 19:37 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
added 341 characters in body
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| Jan 17 at 19:29 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |