Thanks again. It's beginning to make more sense. However, I had one final question: Why did you assume that L'SigmaL=1? Brad In article <v04220814b45e7d384528@[204.212.38.166]>, [EMAIL PROTECTED] (Jan de Leeuw) wrote: > Maximize l'delta delta'l on the condition that l'Sigma l=1. Use a > Lagrange multiplier > lambda to find delta delta'l = lambda Sigma l, which shows Sigma l proportional > to delta. > > At 2:47 AM +0000 11/22/99, Brad wrote: > >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. > > === > 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.
