If $f$ is a probability distribution on the unit disk in $\mathbb{R}^2$, and $X_1$ and $X_2$ are two independent samples from $f$, then what is the distribution $f^*$ that maximizes the average distance between these two samples, $E\|X_1-X_2\|$? Should all of the probability mass be distributed along the perimeter?
What kind of probability distribution maximizes the average distance between two points?
Shirley Leong
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