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Mukherjee has considered the problem (P) of minimizing E[X1 + X2] subject to
where b1 is uniform over (0,2), and b2 is uniform over (0,4), assuming b1 and b2 to be independent. It is shown in this paper that his solution is incorrect, and a correct solution is presented under the less restrictive assumption that X1 and X2 have any joint distribution.
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