The revised SIAM Review conjecture on extremal distributions
Let X1,…,XnX_1,\ldots,X_nX1,…,Xn be iid random variables supported on [0,1][0,1][0,1], with mean mmm satisfying 0<m<10<m<10<m<1, and write Sn=X1+⋯+XnS_n=X_1+\cdots+X_nSn=X1+⋯+Xn. Define … For n≥2n\geq2n≥2 and 0≤t<mn0\leq t<mn0≤t<mn, call a…