On Some Applications of LSIP to Probability and Statistics

  • Marco Dall’Aglio
Part of the Nonconvex Optimization and Its Applications book series (NOIA, volume 57)


Abstract The duality results and the computational tools developed within the theory of linear semi-infinite optimization can be successfully applied to several problems in probability and statistics, including a subjective view on probability theory maintained by de Finetti, a constrained maximum likelihood estimation problem, and some relevant topics in risk theory. This work is intended as an addendum to the review of LSIP applications contained in [5].


Dual Problem Subjective Probability Risk Theory Integral Constraint Possibility Space 
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Copyright information

© Springer Science+Business Media Dordrecht 2001

Authors and Affiliations

  • Marco Dall’Aglio
    • 1
  1. 1.Dipartimento di ScienzeUniversità “G. d’Annunzio”PescaraItaly

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