Maximize l'delta delta'l on the condition that l'Sigma l=1. Use a Lagrange multiplier lambda to find delta delta'l = lambda Sigma l, which shows Sigma l proportional to delta. At 2:47 AM +0000 11/22/99, Brad wrote: >Thanks. You're right. The numerator should be (L'delta)^2. However, I'm still > confused about the solution. How did you arrive at the solution? > >Thanks. >brad > >In article <v04220800b45c9787eb74@[204.212.38.187]>, > [EMAIL PROTECTED] (Jan de Leeuw) wrote: > > This can't be right. Let L->0 then fn -> infty. Probably you want > > sqrt(L'Sigma L) in the denom. In that case, the solution is simply > > proportional to sigma^{-1}delta. > > > > At 4:42 PM +0000 11/20/99, Brad wrote: > > >Hello. > > > > > >I'm trying to maximize (wrt L) the following function: > > > > > >fn:= (L'delta)/(L' Sigma L) > > > > > >where L = p x 1 > > > delta = p x 1 > > > Sigma = p x p > > > > > >I'd appreciate any help in the matter. > > > > > >Brad > > > > > > > > >Sent via Deja.com http://www.deja.com/ > > >Before you buy. > > > > === > > Jan de Leeuw; Professor and Chair, UCLA Department of Statistics; > > US mail: 8142 Math Sciences Bldg, Box 951554, Los Angeles, CA 90095-1554 > > phone (310)-825-9550; fax (310)-206-5658; email: [EMAIL PROTECTED] > > http://www.stat.ucla.edu/~deleeuw and http://home1.gte.net/datamine/ > > >====================================================================== >====== > > No matter where you go, there you are. --- Buckaroo Banzai > > >====================================================================== >====== > > > > >Sent via Deja.com http://www.deja.com/ >Before you buy. === Jan de Leeuw; Professor and Chair, UCLA Department of Statistics; US mail: 8142 Math Sciences Bldg, Box 951554, Los Angeles, CA 90095-1554 phone (310)-825-9550; fax (310)-206-5658; email: [EMAIL PROTECTED] http://www.stat.ucla.edu/~deleeuw and http://home1.gte.net/datamine/ ============================================================================ No matter where you go, there you are. --- Buckaroo Banzai ============================================================================
