Thanks both pmrw3 and bpet for the replies. I think what bpet had is essentially the answer.
In addition, does anyone know if there is limiting result? For example, how Z scales when n -> infnity or when n,m -> infnity with fixed ratio m/n. Thank you.
Hello,
I have some question about probabilistic combinatorial maximization as follows:
Let X = {X_1, ..., X_n} be a set of i.i.d. positive random variables,
S = {s_i} be a set of all combinations of selecting m r.v.'s from X, and
Y(s_i) = the sum of r.v.'s in the combination s_i ...