谈谈阿里达摩院数学竞赛压轴题的解法

### According to Elementary mathematics,we can get

|\xi - Q_i| ^ + = \dfrac{   |\xi - Q_i|  |+ (\xi - Q_i)   }{2}


### and then Do expectations , utilize **Cauchy-Schwarz** inequality, we can easily get:

E |\xi - Q_i| <= |  E ( \xi - Q_i )^2 | ^ \dfrac{1}{2} = \sqrt{\sigma_i^2 + (Q_i - u_i^2)},

E |\xi - Q_i| ^+ <=  \dfrac{ [\sigma_i^2 + (Q_i -  u_i)]^2 - (Q_i - u_i) }{2}

### thus the upper bound  of target function is determined. Besides, this upper bound can be sampled from ### a Bernoulli distribution.

### It has weights assign to :


### and at the same time,  we can get similar formula


### according to the above result, we can easily transfer this problem as minimizing Q ^ *


### obviously,  the above proble is convex , it's direct to utilize lagrange multiplier to solve.

### and the inner -layer minimization solution is 


### the reason why Qi is like above appearance is based on Q_i  's non-negative property. 

### Thus we can easily get optimized solutions from one step optimazition conditions. 

### That's all, Thank you. I really appreciate the help of my greatest company , Prof. Xu.

### It was Pro. Zhao Xu who I put all my heart and passion into   the research of Probability Theory and ### Mathematical Statistics.

 

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