Question: The entropy of probability density function (pdf) p(x) is defined as h(x) = p(x) log p(x)dx. a) (5 points) Use Lagrangian optimization to find the

The entropy of probability density function (pdf) p(x) is defined as h(x) = p(x) log p(x)dx. a) (5 points) Use Lagrangian optimization to find the pdf of maximal entropy among those whose expected value is and variance is 2. b) (5 points) Find the values of the Lagrange multipliers associated with the optimal solution

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