Jensen's inequality

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Jensen's inequality

It is strictly convex if strict inequality holds in this condition whenever x = y and λ ∈ (0,1). Jensen's Inequality. Let f be a convex function on the interval I. Then f( ... ,The main purpose of this section is to acquaint the reader with one of the most important theorems, that is widely used in proving inequalities, Jensen's inequality ... ,The function g(x)=x2 is an example of convex function. Jensen's inequality states that, for any convex function g, we have E[g(X)]≥g(E[X]). So what is a convex ... ,In mathematics, Jensen's inequality, named after the Danish mathematician Johan Jensen, relates the value of a convex function of an integral to the integral of the convex function. It was proved by Jensen in 1906. ,Jensen's Inequality. If p_1 , ..., p_n are positive numbers which sum to 1 and f is a real continuous function that is convex, then ... ,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,. ,Jensen's inequality is an inequality involving convexity of a function. We first make the following definitions: A function is convex on an interval ... ,琴生不等式(Jensen's inequality)以丹麥數學家約翰·延森(Johan Jensen)命名。它給出積分的凸函數值和凸函數的積分值間的關係。延森不等式有以下推论:过 ...

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Jensen's inequality 相關參考資料
1.1 Jensen's Inequality - CUHK Mathematics

It is strictly convex if strict inequality holds in this condition whenever x = y and λ ∈ (0,1). Jensen's Inequality. Let f be a convex function on the interval I. Then f( ...

https://www.math.cuhk.edu.hk

Convexity, Jensen's Inequality | SpringerLink

The main purpose of this section is to acquaint the reader with one of the most important theorems, that is widely used in proving inequalities, Jensen's inequality ...

https://link.springer.com

Jensen's Inequality

The function g(x)=x2 is an example of convex function. Jensen's inequality states that, for any convex function g, we have E[g(X)]≥g(E[X]). So what is a convex ...

https://www.probabilitycourse.

Jensen's inequality - Wikipedia

In mathematics, Jensen's inequality, named after the Danish mathematician Johan Jensen, relates the value of a convex function of an integral to the integral of the convex function. It was proved ...

https://en.wikipedia.org

Jensen's Inequality -- from Wolfram MathWorld

Jensen's Inequality. If p_1 , ..., p_n are positive numbers which sum to 1 and f is a real continuous function that is convex, then ...

https://mathworld.wolfram.com

Jensen's Inequality Theorem For any concave function f, E[f(X ...

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,.

http://www.sef.hku.hk

Jensen's Inequality | Brilliant Math & Science Wiki

Jensen's inequality is an inequality involving convexity of a function. We first make the following definitions: A function is convex on an interval ...

https://brilliant.org

延森不等式- 维基百科,自由的百科全书

琴生不等式(Jensen's inequality)以丹麥數學家約翰·延森(Johan Jensen)命名。它給出積分的凸函數值和凸函數的積分值間的關係。延森不等式有以下推论:过 ...

https://zh.wikipedia.org