Let λ∈]0,1[ be fixed, and let f,g,h:[0,1]→[0,+∞[ be continuous functions such that
∀x,y∈[0,1],h(λx+(1−λ)y)≥f(x)λg(y)1−λ.
Let
α=∫01f(x)dxandβ=∫01g(x)dx.
Show that α=0 and β=0.
Consider the functions
Φ:x↦α1∫0xf(t)dtandΨ:x↦β1∫0xg(t)dt.
Check that Φ and Ψ are bijections from [0,1] onto [0,1].
Show that the function
U:x↦λΦ−1(x)+(1−λ)Ψ−1(x)
is continuously differentiable on [0,1] and is a bijection from [0,1] onto [0,1].
By using question (3), establish the following inequality:
∫01h(x)dx≥(∫01f(x)dx)λ(∫01g(x)dx)1−λ.
التمرين 2
تمرين 2
Consider a multiple linear regression model with k regressor variables and n observations xij, i=1,…,n, j=1,…,k:
yi=β0+β1xi1+⋯+βkxik+εi,
where xij, j=1,…,k, are assumed to be deterministic.
Let
yi=β0+β1xi1+⋯+βkxik
be its least squares estimated model.
Assuming that the columns of the matrix
M=(xij)1≤i≤n,1≤j≤k
of the observed levels of the regressor variables are linearly independent, and using the matrix
X=[1,M],1=(1,1,…,1)T,
Give a simple evaluation of
i=1∑nVar(yi).
Find a simple function ϕ(β,ε) such that
β=ϕ(β,ε).
Justify your answers.
Note:β and ε are the vectors of true coefficients of the model and the error vector, respectively; β is the vector of coefficients of the estimated model by the ordinary least squares method.
التمرين 3
تمرين 3
Let A be a finite field. We endow AZ with the metric
d(x,y)={0,2−N,if x=y,where N=min{∣m∣:xm=ym},
Recall that the shift map
σ:AZ→AZ
is defined by
(σ(x))m=xm−1.
In this exercise, a convolutional encoder is defined as a map
T:AZ⟶AZ
for which there exist integers L≤R and a map
Φ:AR−L+1⟶A
such that
(T(x))m=Φ(xm+L,…,xm+R)
for every m∈Z.
Prove that every convolutional encoder is continuous.
Prove that every convolutional encoder commutes with the shift, i.e.,