Jensen's inequality
In mathematics, Jensen's inequality relates the value of a convex function of an integral to the integral of the convex function. Formally, it states that when f is convex and y is a non-negative function of x fulfilling
then
For example,
In probability theory, Jensen's inequality is often written using expectations. If f is a convex function and X is a random variable, then
Referenced By
Convex | Inequality | List of mathematical topics (J-L) | List of real analysis topics | Martingale | Rao-Blackwell Theorem | Trichotomy Property
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