Lennart Stern said:The mathematical problem:
$\theta$ is a constant that equals 0.8.
We consider the set
'$ S=\left\{(F,h):F is a decreasing function from R^{+} to R^{+}, h\in R, 0=1- \frac{\theta+1)}{\theta} \frac {(\int^{h}_{y=0} F(y) dy)}{/F(0)} \frac{F(0)-\frac{1}{2}}{F(0)-F(h)} \right\}$'
The function L is defined on S by
$ L(F,h)= \frac{\int^{h}_{x=0} \int^{h}_{y=x} F(y) dy dx} {\int^{h}_{x=0} \int^{h}_{y=0} F(y) dy dx} h$
We want to find the maximal value of L.
A further problem:
Denote by $L(\theta)$ the maximal value of L. What is $max_{\theta \in (0,1)} \frac {L(\theta)}{\theta}$ ?