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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.

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Duality problem of an infinite dimensional optimization problem

I am reading the paper "OPTIMAL INEQUALITIES IN PROBABILITY THEORY: A CONVEX OPTIMIZATION APPROACH" by BERTSIMAS and POPESCU. In the paper, the authors derived a duality problem for an infinite-dimens …
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