All Questions

I would like to find an optimal probability density function (PDF) $f$. Given $b$, $$ \begin{array}{ll} \underset {f} {\text{minimize}} & C \\ \text{subject to} & 1 + \frac{b}{x} \displaystyle\...

This is a neater version of a question I posted here, on which I'm also stuck. The problem: Say I have a probability density function $f(x)$, defined for positive $x$, and let's note its $n$th non-...