From the definition K Y (y) = sup {iy i KY ()} show that the
Question:
From the definition K∗
Y
(y) = sup
ξ
{ξiy i − KY (ξ)}
show that the Legendre transformation is invariant under affine transformation of coordinates on χ.
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Related Book For 
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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