diff --git a/_psets/3.md b/_psets/3.md index ea146db2b351476c4fe6a351f03c88d350f141d5..0d988d1657e9d43fe9d7bd429171b1108b82c9e5 100644 --- a/_psets/3.md +++ b/_psets/3.md @@ -35,9 +35,10 @@ continuity of entropy with respect to the topologies of $$\mathbb{R}_{\geq 0}^n$ $$\mathbb{R}$$. First let's show that $$x \log x$$ is continuous. I take as given that $$\log(x)$$ is a continuous -function on its domain. Then $$x \log(x)$$ is also continuous, since finite products of continuous -functions are continuous. This suffices for $$x > 0$$. At zero, $$x \log x$$ is continuous because -we have defined it to be equal to the limit we found above. +function on its domain (after all it's the inverse of $$e^x$$, which is strictly monotonic and +$$C^\infty$$). Then $$x \log(x)$$ is also continuous, since finite products of continuous functions +are continuous. This suffices for $$x > 0$$. At zero, $$x \log x$$ is continuous because we have +defined it to be equal to the limit we found above. Thus each term of the entropy function is a continuous function from $$\mathbb{R}_{\geq 0}$$ to $$\mathbb{R}$$. But we can also view each term as a function from $$\mathbb{R}_{\geq 0}^n$$ to @@ -431,9 +432,9 @@ $$ \begin{align*} \langle \hat{x_0} \rangle &= \left \langle \frac{1}{n} \sum_{i = 1}^n x_i \right \rangle \\ -&= \int_{-\infty}^\infty \cdots \int_{-\infty}^\infty - \left( \prod_{i = 1}^n \frac{1}{\sqrt{2 \pi \sigma^2}} e^{-\frac{(x_i - x_0)^2}{2 \sigma^2}} - \right) \left( \frac{1}{n} \sum_{i = 1}^n x_i \right) \mathrm{d} x_1 \ldots \mathrm{d} x_n \\ +&= \int_{\mathbb{R}^n} \left( \prod_{i = 1}^n \frac{1}{\sqrt{2 \pi \sigma^2}} + e^{-\frac{(x_i - x_0)^2}{2 \sigma^2}} \right) + \left( \frac{1}{n} \sum_{i = 1}^n x_i \right) \mathrm{d} x_1 \ldots \mathrm{d} x_n \\ &= \frac{1}{n} \sum_{i = 1}^n \prod_{j = 1}^n \int_{-\infty}^\infty \frac{1}{\sqrt{2 \pi \sigma^2}} e^{-\frac{(x_j - x_0)^2}{2 \sigma^2}} @@ -488,15 +489,15 @@ $$ \begin{align*} \left \langle \hat{x_0}^2 \right \rangle &= \left \langle \left( \frac{1}{n} \sum_{i = 1}^n x_i \right)^2 \right \rangle \\ -&= \int_{-\infty}^\infty \cdots \int_{-\infty}^\infty - \left( \prod_{i = 1}^n \frac{1}{\sqrt{2 \pi \sigma^2}} e^{-\frac{(x_i - x_0)^2}{2 \sigma^2}} - \right) \left( \frac{1}{n} \sum_{i = 1}^n x_i \right)^2 \mathrm{d} x_1 \ldots \mathrm{d} x_n \\ -&= \frac{1}{n^2} \int_{-\infty}^\infty \cdots \int_{-\infty}^\infty - \left( \prod_{i = 1}^n \frac{1}{\sqrt{2 \pi \sigma^2}} e^{-\frac{(x_i - x_0)^2}{2 \sigma^2}} - \right) \left( \sum_{i, j} x_i x_j \right) \mathrm{d} x_1 \ldots \mathrm{d} x_n \\ -&= \frac{1}{n^2} \sum_{i, j} \int_{-\infty}^\infty \cdots \int_{-\infty}^\infty - \prod_{k = 1}^n \frac{1}{\sqrt{2 \pi \sigma^2}} - e^{-\frac{(x_k - x_0)^2}{2 \sigma^2}} x_i x_j \mathrm{d} x_1 \ldots \mathrm{d} x_n \\ +&= \int_{\mathbb{R}^n} \left( \prod_{i = 1}^n \frac{1}{\sqrt{2 \pi \sigma^2}} + e^{-\frac{(x_i - x_0)^2}{2 \sigma^2}} \right) + \left( \frac{1}{n} \sum_{i = 1}^n x_i \right)^2 \mathrm{d} x_1 \ldots \mathrm{d} x_n \\ +&= \frac{1}{n^2} \int_{\mathbb{R}^n} \left( + \prod_{i = 1}^n \frac{1}{\sqrt{2 \pi \sigma^2}} e^{-\frac{(x_i - x_0)^2}{2 \sigma^2}} \right) + \left( \sum_{i, j} x_i x_j \right) \mathrm{d} x_1 \ldots \mathrm{d} x_n \\ +&= \frac{1}{n^2} \sum_{i, j} \int_{\mathbb{R}^n} \left( \prod_{k = 1}^n + \frac{1}{\sqrt{2 \pi \sigma^2}} e^{-\frac{(x_k - x_0)^2}{2 \sigma^2}} \right) x_i x_j + \mathrm{d} x_1 \ldots \mathrm{d} x_n \\ &= \frac{1}{n^2} \left( \sum_{i=j} \int_{-\infty}^\infty \frac{1}{\sqrt{2 \pi \sigma^2}} e^{-\frac{(x_i - x_0)^2}{2 \sigma^2}} x_i^2 \mathrm{d} x_i \right. \\