Thanks. You're right. The numerator should be (L'delta)^2. However, I'm still confused about the solution. How did you arrive at the solution? Thanks. brad In article <v04220800b45c9787eb74@[204.212.38.187]>, [EMAIL PROTECTED] (Jan de Leeuw) wrote: > This can't be right. Let L->0 then fn -> infty. Probably you want > sqrt(L'Sigma L) in the denom. In that case, the solution is simply > proportional to sigma^{-1}delta. > > At 4:42 PM +0000 11/20/99, Brad wrote: > >Hello. > > > >I'm trying to maximize (wrt L) the following function: > > > >fn:= (L'delta)/(L' Sigma L) > > > >where L = p x 1 > > delta = p x 1 > > Sigma = p x p > > > >I'd appreciate any help in the matter. > > > >Brad > > > > > >Sent via Deja.com http://www.deja.com/ > >Before you buy. > > === > Jan de Leeuw; Professor and Chair, UCLA Department of Statistics; > US mail: 8142 Math Sciences Bldg, Box 951554, Los Angeles, CA 90095-1554 > phone (310)-825-9550; fax (310)-206-5658; email: [EMAIL PROTECTED] > http://www.stat.ucla.edu/~deleeuw and http://home1.gte.net/datamine/ > ============================================================================ > No matter where you go, there you are. --- Buckaroo Banzai > ============================================================================ > Sent via Deja.com http://www.deja.com/ Before you buy.
