The complete mixability and convex minimization problems with monotone marginal densities
نویسندگان
چکیده
منابع مشابه
The complete mixability and convex minimization problems with monotone marginal densities
Following the results in Rüschendorf and Uckelmann (2002), we introduce the completely mixable distributions on R and prove that distributions with monotone density and moderate mean are completely mixable. Using this method we solve the minimization problem minXi∼P Ef(X1 + · · ·+ Xn) for convex functions f and marginal distributions P with monotone density. Our results also provide valuable im...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2011
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2011.05.002