Jensen inequality concave

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Jensen inequality concave

2020年10月3日 — PDF | The weighted Jensen inequality for convex-concave antisymmetric functions is proved and some applications are given. | Find, read and ... ,case of Jensen's inequality [3]. This widely used result (e.g., probability theory [4]) states that if the graph of a real continuous function f(x) is concave down then. ,Jensen's Inequality is a statement about the relative size of the expectation of a ... Note also that concave functions are defined as the opposite of convex ... ,A function f is concave if −f is convex, or equivalently, if the subgraph is a ... Let us suppose, inductively, that Jensen's inequality holds for n = k − 1. We seek to ... ,If in (7.1) we have strict inequality then we'll say that f is strictly convex. For the function f we'll say that it is concave if −f is a convex function. If the function f is ... ,2020年6月5日 — Jensen's integral inequality for a convex function f is: ... If f is a concave function, the inequality signs in (1) and (2) must be reversed. Inequality ... ,6.2 - Pictorial representation of a convex function and a concave function. We can state the definition for convex and concave functions in the following way:. ,In mathematics, Jensen's inequality, named after the Danish mathematician Johan Jensen, ... is less than or equal to the mean applied after convex transformation; it is a simple corollary that the opposite is true of concave transformations. ,f(sum_(i=1)^np_ix_i)<=sum_(i. (1). If f is concave, then the inequality reverses, giving ... ,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,.

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Jensen inequality concave 相關參考資料
(PDF) Jensen&#39;s Inequality for Convex-Concave Antisymmetric ...

2020年10月3日 — PDF | The weighted Jensen inequality for convex-concave antisymmetric functions is proved and some applications are given. | Find, read and&nbsp;...

https://www.researchgate.net

A Visual Explanation of Jensen&#39;s Inequality - JStor

case of Jensen&#39;s inequality [3]. This widely used result (e.g., probability theory [4]) states that if the graph of a real continuous function f(x) is concave down then.

https://www.jstor.org

Chapter 2 Inequalities involving expectations | 10 ... - Bookdown

Jensen&#39;s Inequality is a statement about the relative size of the expectation of a ... Note also that concave functions are defined as the opposite of convex&nbsp;...

https://bookdown.org

Convex Sets and Jensen Inequalities - University College ...

A function f is concave if −f is convex, or equivalently, if the subgraph is a ... Let us suppose, inductively, that Jensen&#39;s inequality holds for n = k − 1. We seek to&nbsp;...

https://www.ucd.ie

Convexity, Jensen&#39;s Inequality | SpringerLink

If in (7.1) we have strict inequality then we&#39;ll say that f is strictly convex. For the function f we&#39;ll say that it is concave if −f is a convex function. If the function f is&nbsp;...

https://link.springer.com

Jensen inequality - Encyclopedia of Mathematics

2020年6月5日 — Jensen&#39;s integral inequality for a convex function f is: ... If f is a concave function, the inequality signs in (1) and (2) must be reversed. Inequality&nbsp;...

https://encyclopediaofmath.org

Jensen&#39;s Inequality

6.2 - Pictorial representation of a convex function and a concave function. We can state the definition for convex and concave functions in the following way:.

https://www.probabilitycourse.

Jensen&#39;s inequality - Wikipedia

In mathematics, Jensen&#39;s inequality, named after the Danish mathematician Johan Jensen, ... is less than or equal to the mean applied after convex transformation; it is a simple corollary that the...

https://en.wikipedia.org

Jensen&#39;s Inequality -- from Wolfram MathWorld

f(sum_(i=1)^np_ix_i)&lt;=sum_(i. (1). If f is concave, then the inequality reverses, giving&nbsp;...

https://mathworld.wolfram.com

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,.

http://www.sef.hku.hk