Calculus - Minimizing functions

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SUMMARY

The discussion focuses on maximizing the function exp(-y+x-1) under the constraints y >= x-1 and y=x+e, where e follows an exponential distribution with parameter L. Participants clarify that maximizing a function in a constrained environment requires proper handling of derivatives, specifically noting that simply setting the derivative to zero is insufficient. The conversation highlights the need for precise definitions, particularly regarding the variable "e," which represents error in this context. The maximum likelihood estimator for x is identified as a key goal in this optimization problem.

PREREQUISITES
  • Understanding of exponential functions and their properties
  • Familiarity with maximum likelihood estimation (MLE)
  • Knowledge of constrained optimization techniques
  • Basic concepts of probability distributions, particularly the exponential distribution
NEXT STEPS
  • Study constrained optimization methods in calculus
  • Learn about maximum likelihood estimation (MLE) in statistical contexts
  • Explore the properties of exponential distributions and their applications
  • Review techniques for differentiating functions with constraints
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Students and professionals in mathematics, statistics, and data science who are involved in optimization problems, particularly those dealing with maximum likelihood estimation and constrained functions.

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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.
 
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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##.
 

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