Minimax adjustment of a univariate distribution to satisfy componentwise bounds and/or ranking

A.J. Goldman
1969 Journal of Research of the National Bureau of Standards Section B Mathematical Sciences  
Co ns id er a di screte probability di s tribution, re prese nte d by an n ·vector a . This pape r treats the probl em of adju stin g a as lillie as poss ible, in the se nse of minimizin g maxdxi -ad, to obtain a di s· tribution x whi ch sa ti sfi es gi ve n co mpon entwise bounds L .;; x ';; U , or a give n co mpone ntwi se ra nkin g, or both . The resultin g lin ea r programs are s hown to admit s pecial expli cit soluti on algorithms. Key word s: Lin ear programs; math e mati cal mode ls;
more » ... im ax es tim ation ; ope rations research; probabilit y d is tribution.
doi:10.6028/jres.073b.023 fatcat:ao6kjwmz5rhmhonnk6cm67vpje