ask help: an optimization problem# Engineering - 工程
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X_1 and X_2 are independent non-negative random variable, with pdf given by
f(x_1) and f(x_2), want to
Minimize Pr[a_1X_1+a_2X_2Subject to a_1+a_2=1
a_1,a_2>0
f(x_1) and f(x_2), want to
Minimize Pr[a_1X_1+a_2X_2Subject to a_1+a_2=1
a_1,a_2>0