On Some Applications of LSIP to Probability and Statistics
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 .
KeywordsDual Problem Subjective Probability Risk Theory Integral Constraint Possibility Space
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