Find probability density function D of random variable X s.t.
E[X]=0, Var[X]=(sigma)^2 and X<=c for all X, which minimize E[e^tX]
In fact, the answer would be
Prob[X=c]=(sigma)^2/[(sigma)^2+c^2]
Prob[X=-(sigma)^2/c]=c^2/[(sigma)^2+c^2]
--
濃濃的感情甜蜜，
淡淡的感情長流，
愛情得在這濃濃的、淡淡的感覺中
交織出無上的光芒
--
※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 140.112.18.71