All Questions
4 questions
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Bound the distance between two vectors on the probability simplex
Let $a,b$ be two vectors with strictly positive elements and $\delta = 1 - \frac{\langle a,b \rangle}{\|a\|\|b\|}$. Bound the following optimization problem as a function of $\delta$
$$\sup_{x>0} \...
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2
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278
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Optimization of a integral function
I have a function $h(y,x_1,x_2,\ldots,x_n)$. It is known that the minimum value of $h$ for any $y$ is attained when $x_1 = x_n$ and $x_2 = x_3 = \cdots = x_{n-1}$. Now consider the following function
\...
4
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Minimization over a convex function of equal vs unequal success probabilities of Bernoulli random variables
Let $U_1,U_2,\ldots,U_n$ be $n\geq 2$ mutually independent Bernoulli random variables. There are two cases of interest:
$1.$ The random variables $U_1,U_2,\ldots,U_n$ are identically distributed;
$...
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Maximum entropy with constraint on CDF
I would like to know whether the following problem is well posed, and whether there is a solution. Let me make it clear that I have no pretentions of rigor here.
Given a continuum random variable $x$...