Titlebook: Probability and Statistical Inference; Proceedings of the 2 Wilfried Grossmann,Georg Ch. Pflug,Wolfgang Wertz Conference proceedings 1982 D

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On an Optimization Problem Related to Statistical Investigations,G. Tusnády asked the following question: Given a finite yet large number of non-negative vectors: . how is it possible to find a vector . such that the product of the scalar products of . with the given vectors becomes as large as possible. It is clear: . is also the vector for which the geometric mean of the scalar products will be maximum.

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