Find the minimum value of $E[X]$ over all probability density functions f(x) satisfying the following three constraints:
(I) $f(x) = 0 $ for $x \leq 0$
(II) $ \int_{-\infty}^{\infty} f(x) dx = 1 $
(III) $h(f) = h$
Thanks!
Find the minimum value of $E[X]$ over all probability density functions f(x) satisfying the following three constraints:
(I) $f(x) = 0 $ for $x \leq 0$
(II) $ \int_{-\infty}^{\infty} f(x) dx = 1 $
(III) $h(f) = h$
Thanks!
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