For a probability density function p(x) > 0 on the interval (-∞, ∞) the entropy functional S[p] is given by S[p] = − [% da p(a) log p(x). - 5% dx Suppose that the function p(x) is subject to the constraints So dr p(x) = 1 and L -∞ .00 dx f(x)p(x) = c, where f(x) is a fixed function and c is a constant. Show that is a stationary path for S[p] is given by p(x) = exp(−1 – λ − µƒ(x)), - - where and μ are Lagrange multipliers.
For a probability density function p(x) > 0 on the interval (-∞, ∞) the entropy functional S[p] is given by S[p] = − [% da p(a) log p(x). - 5% dx Suppose that the function p(x) is subject to the constraints So dr p(x) = 1 and L -∞ .00 dx f(x)p(x) = c, where f(x) is a fixed function and c is a constant. Show that is a stationary path for S[p] is given by p(x) = exp(−1 – λ − µƒ(x)), - - where and μ are Lagrange multipliers.
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter14: Discrete Dynamical Systems
Section14.3: Determining Stability
Problem 17E
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