Consider an optimization problem in standard form: with the variable . Let be the domain for , i.e. the intersection of the domains of the ‘s and the ‘s. Let denote the optimal value of the problem. The Lagrange dual function is the function defined as the minimum value of the Lagrangian over : The […]
Lagrange dual, weak duality and strong duality
Tag: Theorem
-
Lagrange dual, weak duality and strong duality
-
A Bayesian probability worksheet
This is a spinoff from the previous post. In that post, we remarked that whenever one receives a new piece of information , the prior odds ratio between an alternative hypothesis and a null hypothesis is updated to a posterior odds ratio , which can be computed via Bayes’ theorem by the formula where is […]
A Bayesian probability worksheetCompártelo:
- Share on X (Opens in new window) X
- Share on Facebook (Opens in new window) Facebook
- Print (Opens in new window) Print
- Share on LinkedIn (Opens in new window) LinkedIn
- Share on Reddit (Opens in new window) Reddit
- Share on Tumblr (Opens in new window) Tumblr
- Share on Pinterest (Opens in new window) Pinterest
- Share on Telegram (Opens in new window) Telegram
- Share on WhatsApp (Opens in new window) WhatsApp
- Email a link to a friend (Opens in new window) Email
- Share on Threads (Opens in new window) Threads
- Share on Mastodon (Opens in new window) Mastodon
- Share on Nextdoor (Opens in new window) Nextdoor
- Share on X (Opens in new window) X
- Share on Bluesky (Opens in new window) Bluesky
-
What are the odds?
An unusual lottery result made the news recently: on October 1, 2022, the PCSO Grand Lotto in the Philippines, which draws six numbers from to at random, managed to draw the numbers (though the balls were actually drawn in the order ). In other words, they drew exactly six multiples of nine from to . […]
What are the odds?Compártelo:
- Share on X (Opens in new window) X
- Share on Facebook (Opens in new window) Facebook
- Print (Opens in new window) Print
- Share on LinkedIn (Opens in new window) LinkedIn
- Share on Reddit (Opens in new window) Reddit
- Share on Tumblr (Opens in new window) Tumblr
- Share on Pinterest (Opens in new window) Pinterest
- Share on Telegram (Opens in new window) Telegram
- Share on WhatsApp (Opens in new window) WhatsApp
- Email a link to a friend (Opens in new window) Email
- Share on Threads (Opens in new window) Threads
- Share on Mastodon (Opens in new window) Mastodon
- Share on Nextdoor (Opens in new window) Nextdoor
- Share on X (Opens in new window) X
- Share on Bluesky (Opens in new window) Bluesky
-
Kolmogorov’s strong law of large numbers
The strong law of large numbers (SLLN) is usually stated in the following way: Theorem: For such that the ‘s are independent and identically distributed (i.i.d.) with finite mean , as , What if the ‘s are independent but not identically distributed? Can we say anything in that setting? We can if we add a […]
Kolmogorov’s strong law of large numbersCompártelo:
- Share on X (Opens in new window) X
- Share on Facebook (Opens in new window) Facebook
- Print (Opens in new window) Print
- Share on LinkedIn (Opens in new window) LinkedIn
- Share on Reddit (Opens in new window) Reddit
- Share on Tumblr (Opens in new window) Tumblr
- Share on Pinterest (Opens in new window) Pinterest
- Share on Telegram (Opens in new window) Telegram
- Share on WhatsApp (Opens in new window) WhatsApp
- Email a link to a friend (Opens in new window) Email
- Share on Threads (Opens in new window) Threads
- Share on Mastodon (Opens in new window) Mastodon
- Share on Nextdoor (Opens in new window) Nextdoor
- Share on X (Opens in new window) X
- Share on Bluesky (Opens in new window) Bluesky