Re: Variational Problem

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Article #157

#157

From: robert
Date: Mon, 28 Dec 1992 19:10

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A very simple solution is to consider the level curves {P(a,b)=c}
and to choose L to be the level curve corresponding the largest value of
c for which the probability mass interior to the level curve is F. The
area enclosed by L is also the minimum such area for the given probability
mass. The reason this algorithm works is the same as any other "greedy"
algorithm, area is only traded for the maximum amount of probability mass
avalilable at all times.

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References: <1992Dec23.171131.207@linus.mitre.org>

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From: robert@capmkt.com
Subject: Re: Variational Problem
References: <1992Dec23.171131.207@linus.mitre.org>
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Originator: dan@symcom.math.uiuc.edu
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Date: Mon, 28 Dec 1992 19:10:44 GMT
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