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

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].

Keywords

Dual Problem Subjective Probability Risk Theory Integral Constraint Possibility Space 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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