Concave function inequality

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Concave function inequality

Video created by National Research University Higher School of Economics for the course "Mathematics for economists". Week 6 of the Course is devoted to ... ,In mathematics, a concave function is the negative of a convex function. A concave function is ... See also[edit]. Concave polygon · Jensen's inequality · Logarithmically concave function · Quasiconcave function · Concavifi,In mathematics, a real-valued function defined on an n-dimensional interval is called convex if ... This result, known as Jensen's inequality, can be used to deduce inequalities such as the arithmetic–geometric mean ... Likewise, a "concave",A general property of concavity is for x1<x2<x3. f(x2)−f(x1)x2−x1⩾f(x3)−f(x1)x3−x1⩾f(x3)−f(x2)x3−x2. This can be proved from the basic ... , ,In mathematics, Jensen's inequality, named after the Danish mathematician Johan Jensen, ... while the graph of the function is the convex function of the weighted means,. f ( t x 1 + ( 1 − t ) x 2 ) . ... is concave, which is. φ ( ∑ a i x i ∑ a i )&nb,Jensen's Inequality. Theorem. For any concave function f,. E[f(X)] ≤ f(E[X]). Proof. Suppose f is differentiable. The function f is concave if, for any x and y,. ,A concave function: no line segment joining two points on the graph lies above ... Jensen's inequality: another characterization of concave and convex functions. ,If the reversed inequality in (1.1) holds, then f is concave. If [ a , b ] ⊆ I , then the following double inequality holds for any convex function f : (1.2) f ( a + b 2 ) ≤ 1 ... ,Recall first Favard's inequality [5, p. 41 I] which states that where. J'is a nonnegative concave function on [0, I] and .f = i'l f(x) d.Y. '0 then, for each #, convex on [0, ...

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Concave function inequality 相關參考資料
6.9. Inequality for concave function in n-dimensional space ...

Video created by National Research University Higher School of Economics for the course &quot;Mathematics for economists&quot;. Week 6 of the Course is devoted to&nbsp;...

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Concave function - Wikipedia

In mathematics, a concave function is the negative of a convex function. A concave function is ... See also[edit]. Concave polygon &middot; Jensen&#39;s inequality &middot; Logarithmically concave fun...

https://en.wikipedia.org

Convex function - Wikipedia

In mathematics, a real-valued function defined on an n-dimensional interval is called convex if ... This result, known as Jensen&#39;s inequality, can be used to deduce inequalities such as the arithm...

https://en.wikipedia.org

Inequality for concave function - Mathematics Stack Exchange

A general property of concavity is for x1&lt;x2&lt;x3. f(x2)−f(x1)x2−x1⩾f(x3)−f(x1)x3−x1⩾f(x3)−f(x2)x3−x2. This can be proved from the basic&nbsp;...

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Jensen&#39;s Inequality

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Jensen&#39;s inequality - Wikipedia

In mathematics, Jensen&#39;s inequality, named after the Danish mathematician Johan Jensen, ... while the graph of the function is the convex function of the weighted means,. f ( t x 1 + ( 1 − t ) x 2...

https://en.wikipedia.org

Jensen&#39;s Inequality Theorem For any concave function f, E[f(X ...

Jensen&#39;s Inequality. Theorem. For any concave function f,. E[f(X)] ≤ f(E[X]). Proof. Suppose f is differentiable. The function f is concave if, for any x and y,.

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Mathematical methods for economic theory: 3.1 Concave and ...

A concave function: no line segment joining two points on the graph lies above ... Jensen&#39;s inequality: another characterization of concave and convex functions.

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On some inequalities for h-concave functions - ScienceDirect

If the reversed inequality in (1.1) holds, then f is concave. If [ a , b ] ⊆ I , then the following double inequality holds for any convex function f : (1.2) f ( a + b 2 ) ≤ 1&nbsp;...

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Some Inequalities for Generalized Concave Functions - Core

Recall first Favard&#39;s inequality [5, p. 41 I] which states that where. J&#39;is a nonnegative concave function on [0, I] and .f = i&#39;l f(x) d.Y. &#39;0 then, for each #, convex on [0,&nbsp;... ...

https://core.ac.uk