Jensen inequality

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Jensen inequality

The Jensen inequality for convex functions plays a crucial role in the Theory of Inequalities due to the fact that other inequalities such as the arithmetic mean- ... ,Jensen's Inequality is a statement about the relative size of the expectation of a function compared with the function over that expectation (with respect to some ... ,2020年6月5日 — Jensen inequality. From Encyclopedia of Mathematics. Jump to: navigation, search. in the simplest discrete form. The 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 inequality 相關參考資料
A new refinement of Jensen's inequality in linear spaces with ...

The Jensen inequality for convex functions plays a crucial role in the Theory of Inequalities due to the fact that other inequalities such as the arithmetic mean- ...

https://www.sciencedirect.com

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

Jensen's Inequality is a statement about the relative size of the expectation of a function compared with the function over that expectation (with respect to some ...

https://bookdown.org

Jensen inequality - Encyclopedia of Mathematics

2020年6月5日 — Jensen inequality. From Encyclopedia of Mathematics. Jump to: navigation, search. in the simplest discrete form. The inequality.

https://encyclopediaofmath.org

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 ...

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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