Show that the Legendre transformation of Y = X1 + + Xn is nK*(y/n), where the Xs
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Show that the Legendre transformation of Y = X1 +… + Xn is nK*(y/n), where the Xs are i.i.d. with Legendre transformation K*(x).
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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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