ask help: an optimization problem - Engineering版

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Engineering版 - ask help: an optimization problem

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(共1页)

e*********y
发帖数: 2

X_1 and X_2 are independent non-negative random variable, with pdf given by
f(x_1) and f(x_2), want to
Minimize Pr[a_1X_1+a_2X_2 Subject to a_1+a_2=1
a_1,a_2>0

(共1页)

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