Calculus - Minimizing functions

  • Thread starter Thread starter cutesteph
  • Start date Start date
  • Tags Tags
    Calculus Functions
Click For Summary

Homework Help Overview

The discussion revolves around maximizing the function exp(-y+x-1) under certain constraints involving y and a variable e, which is described as being distributed exponentially. The subject area is calculus, specifically focusing on optimization and maximum likelihood estimation.

Discussion Character

  • Exploratory, Conceptual clarification, Problem interpretation, Assumption checking

Approaches and Questions Raised

  • Participants explore the meaning of maximizing the function for x and question the definitions and roles of variables such as L and e. There are attempts to clarify the problem statement and the constraints involved, as well as discussions on the implications of the derivative approach taken by the original poster.

Discussion Status

The discussion is ongoing, with participants raising questions about the problem's setup and the interpretation of the variables involved. Some guidance has been offered regarding the constraints of the optimization problem, and there is recognition of potential misunderstandings in the formulation of the problems presented.

Contextual Notes

There are indications that the problem statement may lack clarity, particularly regarding the variable e and its distribution. Participants suggest that additional context is necessary for a complete understanding of the problem.

cutesteph
Messages
62
Reaction score
0

Homework Statement


Maximize the function for x. exp(-y+x-1) for y >= x-1 and y=x+e where e is distributed exp(L)


The Attempt at a Solution



d/dx(ln(exp(-y+x-1)) = 0 => d/dx(-y+x-1) = 0 but if I take the derivative of this x goes away.
 
Physics news on Phys.org
cutesteph said:

Homework Statement


Maximize the function for x. exp(-y+x-1) for y >= x-1 and y=x+e where e is distributed exp(L)


The Attempt at a Solution



d/dx(ln(exp(-y+x-1)) = 0 => d/dx(-y+x-1) = 0 but if I take the derivative of this x goes away.

What does "maximize the function for x" mean? And what is L? And what does "e is distributed exp(L) mean?
 
LCKurtz said:
What does "maximize the function for x" mean? And what is L? And what does "e is distributed exp(L) mean?

Basically I am finding the maximum likelihood estimator x which is equivalent to maximizing the function exp(-y+x-1) where y >= x-1 .

e is representing error and distributed exponentially with parameter L means that it follows a distribution L*exp(-L*x).
 
cutesteph said:
Basically I am finding the maximum likelihood estimator x which is equivalent to maximizing the function exp(-y+x-1) for y >= x-1 .

e is representing error and distributed exponentially with parameter L means that it follows a distribution L*exp(-L*x).

Well, we aren't mind readers here. How would we know that "e" in your problem isn't the base of natural logarithms? You should include relevant details in your statement of the problem. I will let others respond to your question, now that I know what the subject area is.
 
cutesteph said:

Homework Statement


Maximize the function for x. exp(-y+x-1) for y >= x-1 and y=x+e where e is distributed exp(L)


The Attempt at a Solution



d/dx(ln(exp(-y+x-1)) = 0 => d/dx(-y+x-1) = 0 but if I take the derivative of this x goes away.

Are you describing two separate problems? I read it as:
Problem (1) \max_x \exp(-y+x-1),\\<br /> \text{subject to } x-1 \leq y
and
Problem (2) ##\max_x x+e, \: e \sim \text{expl}(L)##

If so, you have approached problem (1) incorrectly, since you cannot just set the derivative to zero in a constrained problem.

As stated, problem (2) makes no sense, for at least two reasons: (i) the thing you are maximizing is a random variable, not a real-valued function; and (ii) if there is no constraint on ##x## your "maximum" will be at ##x = +\infty##.
 

Similar threads

Replies
5
Views
2K
Replies
4
Views
2K
Replies
5
Views
2K
  • · Replies 14 ·
Replies
14
Views
2K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 18 ·
Replies
18
Views
3K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 12 ·
Replies
12
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K