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{title2=$\psi^*$}
{wiki=Legendre_transformation}

The Legendre transform is the convex function
$$
\psi^*(x)=\sup_{\theta\in\mathbb R}\{\theta x-\psi(\theta)\}.
$$


Legendre transform of a cumulant-generating function

Cramér theorem

Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 208 / 3 / d / Solution

Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 201 / 2 / a / Solution

Legendre transform of a cumulant-generating function ( $ψ^{*}$ )

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Legendre transform of a cumulant-generating function (ψ∗)

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Legendre transform of a cumulant-generating function ( $ψ^{*}$ )

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