Thread: Problem 1.9
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Old 06-23-2017, 04:42 PM
RicLouRiv RicLouRiv is offline
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Join Date: Jun 2017
Posts: 7
Default Re: Problem 1.9

Quick question on Part D...

I agree that s = ln(a / (1-a)) is the value of s that minimizes e^(-sa)U(s), where I'm using "a" to represent "alpha."

I think that, if you plug this value of s in, you get 2^(-b), where I'm using "b" to represent "beta."

So, 2^(-b) < e^(-sa)U(s), by definition of minimization.

Then, raising to the power of N, we get:

2^(-bN) < (e^(-sa)U(s))^N, but this inequality is the wrong way.

Any tips?
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