Introduce lagrange multipliers for each of two constraints

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Reference no: EM131248604

Maximum entropy:-

Solve problem by the following steps:

(a) Introduce Lagrange multipliers for each of the two constraints, and differentiate the resulting Lagrangian integral with respect to p at each point x. Set this derivative to zero.

(b) Show that ln p(x) = c - dx2 for some constants c and d.

(c) Evaluate the constants to satisfy the two constraints.

Reference no: EM131248604

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