Jensen inequality

Die jensensche Ungleichung ist eine elementare Ungleichung für konvexe und konkave Funktionen. Sie ist wegen ihrer Allgemeinheit Grundlage vieler bedeutender Ungleichungen, vor allem in der Analysis und Informationstheorie. Die Ungleichung ist nach dem dänischen Mathematiker Johan Ludwig Jensen benannt, der sie am 17. Januar 1905 bei einer Konferenz der Dänischen Mathematischen Gesellschaft präsentierte. Unter etwas anderen Voraussetzungen findet sie sich bereits 1889 bei Otto Hölder. For more information on econometrics and Bayesian statistics, see: https://ben-lambert.com Jensen's Inequality. If are positive numbers which sum to 1 and is a real continuous function that is convex , then. (1) If is concave , then the inequality reverses, giving. (2) The special case of equal with the concave function gives. (3 Jensen's inequality is an inequality involving convexity of a function. We first make the following definitions: A function is convex on an interval I I I if the segment between any two points taken on its graph (((in I) I) I) lies above the graph

Jensen Inequality 别名詹森不等式注意注意前提、等号成立条件发明人琴生适用学科高等数� Jensen's integral inequality for a convex function f is: (2) f ( ∫ D λ ( t) x ( t) d t) ≤ ∫ D λ ( t) f ( x ( t)) d t, where x ( D) ⊂ C , λ ( t) ≥ 0 for t ∈ D and. ∫ D λ ( t) d t = 1. Equality holds if and only if either x ( t) = const on D or if f is linear on x ( D) Jensen's inequality is used to bound the complicated expression E[f(X)] by the simpler expression f(E[X]). Often these expression are actually very close to each other. (Assuming that these expressions are equal is called the mean ﬁeld approximation). We prove Jensen's inequality only for the case where M is a ﬁnite set {m 1,...,m k}. Let Jensen's Inequality is a useful tool in mathematics, specifically in applied fields such as probability and statistics. For example, it is often used as a tool in mathematical proofs. It is also used to make claims about a function where little is known or needs to be known about the distribution

Jensensche Ungleichung - Wikipedi

Jensen's Inequality Theorem For any concave function f, E[f(X)] f(E[X]) Proof. Suppose f is di erentiable. The function f is concave if, for any x and y, f(x) f(y)+(x y)f0(y) Let x = X and y = E[X]. We can write f(X) f(E[X])+(X E[X])f0(E[X]) This inequality is true for all X, so we can take expectation on both sides to ge
The classical Jensen inequality is a famous tool to construct new results in the theory of inequalities. It has numerous applications in abstract and applied sciences
One of the simplest examples of Jensen's inequality is the quadratic mean - arithmetic mean inequality. Taking , which is convex (because and ), and , we obtain. Similarly, arithmetic mean - geometric mean inequality ( AM-GM) can be obtained from Jensen's inequality by considering . In fact, the power mean inequality, a generalization of AM-GM,.
Jensen不等式（Jensen's inequality）是以丹麦数学家Johan Jensen命名的，它在概率论、机器学习、测度论、统计物理等领域都有相关应用。在机器学习领域，我目前接触到的是用Jensen不等式用来证明KL散度大于�

The intuition behind Jensen's Inequality - YouTub

Tutorial 8: Jensen inequality 3 Deﬁnition 65 Let (Ω,T) be a topological space. We say that (Ω,T) is a compact topological spaceif and only if, for all family (V i) i∈I of open sets in Ω, such that Ω=∪ i∈IV i, there exists a ﬁnite subset {i1,...,i n} of I such that Ω=V i1 ∪...∪V in. In short, we say that (Ω,T) is compact if and only if, from any ope If is concave, then is convex and by Jensen's inequality: Multiplying both sides by and using the linearity of the expected value we obtain the result. If the function is strictly concave and is not almost surely constant, then. Proof. Similar to previous proof Stack Exchange network consists of 176 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.. Visit Stack Exchang In studying the Jensen inequality, the following example is presented: Example 10.1.6 (Bias of sample Stack Exchange Network Stack Exchange network consists of 176 Q&A communities including Stack Overflow , the largest, most trusted online community for developers to learn, share their knowledge, and build their careers Inequality (2) is now known in the literature as Jensen's inequality. It is one of the most important inequalities for convex functions and has been extended and refined in several different directions using different principles or devices. The fundamental work of Jensen was the starting point for the foundation work in convex functions and can be cited as anticipation what was to come. The general theory of convex functions is the origin of powerful tools for the study of problems in.

Jensen's Inequality plays a central role in the derivation of the Expectation Maximization algorithm [1] and the proof of consistency of maximum likelihood estimators Jensen's inequality is a special inequality that has to do with convex sets. It says that if a particular function g is convex, E[g(X)] ≥ g(E[X]). Here E is the expected value, the mathematical expectation, or the average. It can be a probability weighted average; so Jensen's inequality also tells us that, if w 1, w 2 w n are weights such that. Then, for arbitrary x: If all the x j.

Jensen不等式（Jensen’s inequality）是以丹麦数学家Johan Jensen命名的，它在概率论、机器学习、测度论、统计物理等领域都有相关应用。在机器学习领域，我目前接触到的是用 Jensen 不等式用来证明KL散度大于等于0（以后写一篇文章总结一下）� Jensen's Inequality Convex functions and a proof for ﬁnitely many numbers Probabilistic interpretation H¨older's, Cauchy-Schwarz's and AG Inequalities follow from Jensen's Application: largest polygons in circular arc Another proof using support functions Integral form of Jensen's, H¨older's and Minkowski's Inequalities Application: least force exerted on magnetic pole at a.

Jensen's inequality asserts there is an inequality associated to every convex function. As an example, we have Generalized Young's Inequality.P For a k 2(0;1) and k 2(0;1) with n k=1 k= 1, a 1a 2 a n ap 1 1 p 1 + ap 2 2 p 2 + + apn n p n: 2018 Fall MATH3060 Mathematical Analysis III 3 Moreover, the equality sign in this inequality holds if and only if all ap k k;k = 1; ;n;are equal. Proof. Jensens Ungleichung - Jensen's inequality. Aus Wikipedia, der freien Enzyklopädie . Zur Ungleichung von Jensen für analytische Funktionen siehe Jensens Formel . Jensens Ungleichung verallgemeinert die Aussage, dass eine Sekantenlinie einer konvexen Funktion über dem Graphen liegt. Medien abspielen.

Jensen's inequality is one of the most basic problem solving tools; it was published by the Danish mathematician Johann Ludwig Jensen (1859-1925) in 1906. This is an extension of the definition of convexity on a finite number of points Jensen's Inequality. 要想了解Jensen's Inequality，首先需要知道凸函数（convex function）与凹函数（concave function）分别是什么样的函数。凸函数（convex function）：在函数曲线上任取两点画一条弧线，如果弧线始终在曲线上方，则该函数为凸函数（convex function），即 . 如图所示：凹函数（concave function）：在. Hint: Use Jensen's inequality in the expression for γ, and then use the conditional mean sojourn time for the PS model given the file size (see Appendix D). With the PS model for bandwidth sharing, r k (u) = C N (u) I {N (u) ≥ 1}; hence, (7.36) σ: = Clim ⁡ t → ∞ ∫ 0 t 1 N (u) I {N (u) ≥ 1} du ∫ 0 t I {N (u) ≥ 1} du. Assuming that there is a steady state (ρ < 1), let π(n. Der Jensen Interceptor war ein Sportwagen der GT-Klasse, den der britische Automobilhersteller Jensen zwischen 1966 und 1976 baute. Die Bezeichnung Interceptor (Deutsch: Abfangjäger) hatte Jensen bereits 1950 für einen Vorgänger verwendet, der heute meist als Early Interceptor bezeichnet wird. Der Interceptor bildete die Basis für den Jensen SP und für das allradgetriebene Modell. Thus, Jensen's inequality allows us to know a lower bound of E [h (x)] even if it is hard to compute. Jensen's inequality can be extended to multidimensional convex function h ( x ) : E [ h ( x ) ] ≥ h ( E [ x ] )

Examples of Jensen inequalities The most familiar example of a Jensen inequality occurs when the weights are all equal to 1/N and the convex function is f(x) = x2. In this case the Jensen inequality In this short video from FRM Part 2 curriculum, we explore the Jensen's Inequality and what it implies for linear, convex and concave functions. We use expected values of a forward, a zero-coupon bond and a log contract to explore and understand how expected value of a function of a random variable compares with the function evaluated at the expected value of the random variable. The details of the reading in which this topic appears are given below Jensen Inequality Theorem 1. Let fbe an integrable function de ned on [a;b] and let ˚be a continuous (this is not needed) convex function de ned at least on the set [m;M] where mis the int of fand Mis the sup of f. Then ˚(1 b a Z b a f) 1 b a Z b a ˚(f): Proof. We take the following de nition of a convex function. ˚is convex if for every point (x 0;˚(x 0)) on the graph of ˚there is a.

Jensen's Inequality -- from Wolfram MathWorl

Examples of Jensen inequalities The most familiar example of a Jensen inequality occurs when the weights are all equal to 1/ N and the convex function is f ( x ) = x 2 . In this case the Jensen inequality gives the familiar result that the mean square exceeds the square of the mean
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Integral Jensen inequality Let us consider a convex set CˆRd, and a convex function f: C!(1 ;+1]. For any x 1;:::;x n2Cand 1;:::; n 0 with P n 1 i= 1, we have (1) f(P n 1 ix i) P n 1 if(x i): For a2Rd, let abe the Dirac measure concentrated at a, that is a(E) = (1 if a2E 0 if a=2E: Then := P n 1 i x i is a probability measure on C, de ned for all subsets of C
Jensen's inequality|one of the most useful inequalities that ever inequalitied|is the result be-low: Theorem 1.1. For any 1; 2;:::; k 0 with 1 + 2 + + k= 1, if f: C!R is convex and x(1);:::;x(k) 2C, then f( 1x(1) + 2x(2) + + kx(k)) 1f(x(1)) + 2f(x(2)) + + kf(x(k)): This might seem very similar to the property of convex sets we proved in the previous lecture: that a convex combination of.
Jensen's Inequality Convex functions and a proof for ﬁnitely many numbers Probabilistic interpretation H¨older's, Cauchy-Schwarz's and AG Inequalities follow from Jensen's Application: largest polygons in circular arc Another proof using support functions Integral form of Jensen's, H¨older's and Minkowski's Inequalitie

Jensen's inequality states that the value of a concave function of an arithmetic mean is greater than or equal to the arithmetic mean of the function's values. Since the logarithm function is concave, we have ⁡ (∑) ≥ ∑ ⁡ = ∑ (⁡ /) = ⁡ (∏ /). Taking antilogs of the far left and far right sides, we have the AM-GM inequality. Proofs by induction. We have to show that. 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. Given its generality, the inequality appears in many forms depending on the context, some of which are presented below. In its simplest form the inequality states, that the convex transformation of a mean is less than or equal to the mean after convex transformation; it is a. Jensen's inequality Let $X$ be a random variable whose values lie in an interval $[a,b]$ and $φ: [a,b] → ℝ$ a convex function, then $$\E[φ(X)] ≥ φ(\E[X])\,.$$ In fact, this is just a more general way to define a convex function Jensen's inequality for conditional expectations We start with a few general results on convex functions f: Rn!R. Theorem 1. Any convex function f: Rn!R is continuous, and even locally Lipschitz contin-uous. Proof. Step 1: fis locally bounded from above. Take x2Rn. Consider any simplex containing xin its interior. If x 0;:::;xn are vertices of , then every point y2 can be written as y= 0x0.

Jensens Inequality¶. This theorem is one of those sleeper theoremswhich comes up in a big way in many machine learning problems. The Jensen inequality theorem states that for a convex function f, \mathbb{E} [f(x)] \geq f(\mathbb{E}[x]) A convex function (or concave up) is when there exists a minimum to that function Jensen inequality. In its simplest form, the Jensen inequality states that if $ {\varphi:\mathbb{R}\rightarrow\mathbb{R}} $ is a convex function and if $ {X} $ is a real random variable such that $ {X} $ and $ {\varphi(X)} $ are integrable, then \[ \varphi(\mathbb{E}(X))\leq\mathbb{E}(\varphi(X)). \] Geometric proof On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear eval Jensen's Inequality and convexity can be used to explain the relationship between randomness in stock prices and the value inherent in options, the latter typically having some convexity. Suppose that a stock price S is random and we want to consider the value of an option with payoff P(S). We could calculate the expected stock price at expiration as E[St], and then the payoff at that expected. Assuming the CAPM is correct, Jensen's alpha is calculated using the following four variables: Using these variables, the formula for Jensen's alpha is: Alpha = R(i) - (R(f) + B x (R(m) - R(f))

Jensen's Inequality Brilliant Math & Science Wik

Update! I've turn this answer into a YouTube video. It's the same idea, but better explained. Old answer is below.
Yes Jensen inequality holds for multiple variable. We can find a general formulation in the mesure theoretic article in Wikipedia. Let (Ω, A, μ) be a measure space, such that μ(Ω) = 1. If g is a real-valued function that is μ-integrable, and if g is a convex function on the real line. $$\varphi\left(\int_\Omega g\, d\mu\right) \le \int_\Omega \varphi \circ g\, d\mu$$ This generalizable.
ate Convergence Theorem Pointwise Limit These keywords were added by.
Beim Jensen Interceptor handelte es sich um einen Sportwagen der britischen Automobilmanufaktur Jensen. Die ersten Modelle wurden ab 1950 gebaut. Sie zeichneten sich alle durch ein eigenwilliges Design aus, welches von Eric Neale entworfen wurde. Die Geschichte des Jensen Interceptor. Die erste Generation wurde von 1950 bis 1957 gebaut. Ursprünglich basierten die Fahrzeuge auf dem Austin A70. Es wurden ausschließlich Zweitürer gefertigt, die zunächst als Cabriolet erhältlich waren. Erst.
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. This is an inequality regarding so-called convex functions, so firstly we will give some definitions and theorems whose proofs are subject to mathematical analysis, and therefore we'll present them here without proof
e how members of the German Bundestag who belong to these groups.

琴生不等式_百度百科 - baike

Jensen Inequality is an inequality in mathematics that relates to the concave/convex function. A function is concave if the line segment between any two points on it lies below or on the graph. Mathematically we can write: function $f(x)$ is concave if, if any $a,b,\alpha$ satisfies: \begin{equation} f(\alpha a+(1-\alpha)b) \geq \alpha f(a) + (1-\alpha) f(b) \end{equation} and $ 0 \leq.
The paper is inspired by McShane's results on the functional form of Jensen's inequality for convex functions of several variables. The work is focused on applications and generalizations of this important result. At that, the generalizations of Jensen's inequality are obtained using the positive linear functionals
Jensen's operator inequality and Jensen's trace inequality for real functions defined on an interval are established in what might be called their definitive versions. This is accomplished by the introduction of genuine non-commutative convex combinations of operators, as opposed to the contractions considered in earlier versions of the theory by the authors, and by Brown and Kosaki
Jensen's inequality is a powerful mathematical tool and one of the workhorses in statistical learning. Its applications therein include the EM algorithm, Bayesian estimation and Bayesian inference. Jensen com putes simple lower bounds on otherwise intractable quantities such as products of sums and latent log-likelihoods. This simplification then per mits operations like integration and.

Der Jensen Interceptor war ein Sportwagen der GT-Klasse, den der britische Automobilhersteller Jensen zwischen 1966 und 1976 baute. Die Bezeichnung Interceptor hatte Jensen bereits 1950 für einen Vorgänger verwendet, der heute meist als Early Interceptor bezeichnet wird. Der Interceptor bildete die Basis für den Jensen SP und für das allradgetriebene Modell Jensen FF The Jensen Gap. Jensen's Inequality states that for convex functions, the function evaluated at the expectation is less than or equal to the expectation of the function, i.e., g(E[Y]) ≤ E[g(Y)]. The inequality is flipped for concave functions. Similarly, the Jensen Gap is defined as the difference E[g(Y)]-g(E[Y]), which is positive for convex functions g. (As an aside, notice that when g(x.

Jensen inequality - Encyclopedia of Mathematic

The main purpose of this paper is to discuss operator Jensen inequality for convex functions, without appealing to operator convexity. Several variants of this inequality will be presented, and some applications will be shown too
In the G-expectation framework, Wang [1] first obtained the Jensen inequality of one-dimensional function. In this paper, under some stronger conditions, we obtain the Jensen inequality of bivariate function based on Wang's proof method. And we give some examples to illustrate the application of Jensen inequality of bivariate function
From (11), (47), and (65) and using dual OrliczMinkowski inequality, Jensen inequality, and Holder inequality, we obtain Orlicz Mean Dual Affine Quermassintegrals Recently Seuret has proposed a new inequality called Wirtinger-based integral inequality in [32], which can provide more accurate estimation than the Jensen inequality
Theorem 4 (Jensen's Inequality 1906) Let f be a convex function on the interval I. If and are nonnegative real numbers such that , then Proof by induction: The case for is true by the definition of convex. Assume the relation holds for , then we have Thus.
Inequalities generated by chains of Jensen inequalities for convex functions Wang, Liang-Cheng and Zhang, Xu, Kodai Mathematical Journal, 2004; Generalizations of Jensen's operator inequality for convex functions to normal operators Horváth, László, Annals of Functional Analysis, 201
Jensen's inequality is the key contribution to both their proof of correctness. Instead of presenting these algorithms in detail, this article briefly introduces Jensen's inequality, then the context and the way of applying from the inequality in 2 algorithms. 1. Jensen's inequality. Let is a function whose domain is real numbers

(PDF) COMPANION INEQUALITIES TO JENSEN'S INEQUALITY FOR m

inequalities than the standard exposition Olympiad Inequalities, by Thomas Mildorf. I was motivated to write it by feeling guilty for getting free 7's on problems by simply regurgitating a few tricks I happened to know, while other students were unable to solve the problem. Warning: These are notes, not a full handout. Lots of the exposition is very minimal, and many things are left to the. Jensen's inequality states the following: if f : R→ Ris a convex function, meaning that f is bowl-shaped, then f(E[Z]) ≤ E[f(Z)]. The simplest way to remember this inequality is to think of f(t) = t2, and note that if E[Z] = 0 then f(E[Z]) = 0, while we generally have E[Z2] > 0. In any case, f(t) = exp(t) and f(t) = exp(−t) are convex functions. We use a clever technique in probability.

In this paper, we present a refined Steffensen's inequality for convex functions and further prove some variants of Jensen's inequality using the new Steffensen's inequality. View Show abstrac
Jensen's inequality: Jensen-Ungleichung {f} math. Jensen's inequality: Jensen'sche Ungleichung {f} math. Jensen's inequality: jensensche Ungleichung {f} math. Jordan's inequality: Jordan-Ungleichung {f} math. stat. Kolmogorov's inequality: Kolmogorow-Ungleichung {f} comp. math. Kraft's inequality: Kraft-Ungleichung {f
Jensen's inequality and Johan Jensen (mathematician) · See more » Karamata's inequality In mathematics, Karamata's inequality, named after Jovan Karamata, also known as the majorization inequality, is a theorem in elementary algebra for convex and concave real-valued functions, defined on an interval of the real line
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Olympiad level inequalities from the basics. Inequalities are used in all elds of mathematics. They have some very interesting properties and numerous applications. Inequalities are often hard to solve, and it is not always possible to nd a nice solution. But it is worth approaching an inequality rather than solving it. Most inequalities need to be transformed into a suitable form by algebraic.

A Gentle Introduction to Jensen's Inequalit

Jensen's inequality (German to German translation). Translate Jensen's inequality to German online and download now our free translation software to use at any time Jensen's inequality for conditional expectations We start with a few general results on convex functions f: Rn!R. Theorem 1. Any convex function f: Rn!R is continuous, and even locally Lipschitz contin-uous. Proof. Step 1: fis locally bounded from above. Take x2Rn. Consider any simplex containing xin its interior. If x0;:::;xn are vertice

Jensen's Inequality proof - YouTub

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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 random variable). To understand the mechanics, I first define convex functions and then walkthrough the logic behind the inequality itself
(1) the Jensen inequality: Suppose ψ(·) is a convexfunction and Xand ψ(X) haveﬁnite expectation. Then ψ(E(X)) ≤ E(ψ(X)). Proof. Convexity implies for every a, there exists a constant csuch that ψ(x) − ψ(a) ≥ c(x− a). Let a= E(X) and x= X, the right hand side is mean 0. So Jensen's inequality follows
imum viable reason for using $X^2$. $X^2$ can't be less then zero and increases with the degree to which the values of a Random Variable vary. In mathematics it is fairly common that something will be defined by a function merely becasue the function behaves the way we want it to. But it turns out there is an even deeper reason why we used squared and not another convex function
Jensen type inequalities and their applications via fractional integrals Abbaszadeh, Sadegh, Ebadian, Ali, and Jaddi, Mohsen, Rocky Mountain Journal of Mathematics, 2018 Further Refinements of Jensen's Type Inequalities for the Function Defined on the Rectangle Adil Khan, M., Khan, G. Ali, Ali, T., Batbold, T., and Kiliçman, A., Abstract and Applied Analysis, 201
g to 1 f Xn i=1 λiai! ≤ Xn i=1 λif(ai) The case n = 2 is the deﬁnition of convexity, and the general case is not hard to prove by induction (exercise). It is interesting that such a powerful inequality has such a shor
Theorem 4.3.2 (Jensen's inequality). Let X be an integrable random variable with values in I and let c : I ! R be convex. Then E(c(X)) is well de ned and E(c(X)) c(E(X)): Proof. The case where X is almost surely constant is easy. We exclude it. Then m = E(X) must lie in the interior of I. Choose a;b 2 R as in the lemma. Then c(X) aX + b. In particular E(c(X) ) jajE(jXj)+ jbj < 1, so E(c(X)) is wel

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A Strange Inequality. Multiplicity of the Determinant. Rigorous Arithmetic in the Arakelov Divisor Class Group of a Number Field. Inequalities Jensen's inequality tells us that E of g of X, with g the quadratic function, is larger than or equal to the square-- that is, g of the expected value. So for the case of the square function, Jensen's inequality did not tell us anything that we didn't know. But it's nice to confirm that it is consistent. 56 People Used More Courses ›› View Course Jensen's inequality - Wikipedia Best en.

Jensen不等式初步理解及证明 - 知�

Arithmetic and geometric means satisfy a famous inequality, namely that the geometric mean is always less than or equal to the arithmetic mean. This turns out to be a simple application of Jensen's inequality: Theorem 5 AM{GM Inequality Let x 1;:::;x n>0, and let 1;:::; n2[0;1] so that 1 + + n= 1. Then x 1 1 x n n 1x 1 + + nx n
Because of the importance of the Jensen inequality, many scholars studied the Jensen inequality in different cases. In the g-expectation framework, Li [11] proved the Jensen inequality of g-expectation when function g ( x ) is convex, concave or piecewise. Jiang [12] gave the sufficient and necessary conditions of Jensen inequality for g-expectation. Moreover, Jiang [13] proved the Jensen inequality of bivariate function whe
This is accomplished by using matrix analogues of two elementary ideas from classical convexity theory: the Jensen inequality, and the construction of the perspective of a convex function. For the first, we employ the matricial Jensen inequality of Frank Hansen and Gert Pedersen (9, 10). As we point out in Section 5, the affine and homogeneous versions of this inequality can be proved in a relatively few lines drawn from those articles. The noncommutative analogues of perspectives.
Detour: Jensen's inequality: A function gis convex if g( x+ (1 )y) g(x) + (1 )g(y) for all x;yand all 2[0;1]. For example, g(x) = x2 is convex. Jensen's inequality states that for a convex function g: R 7!R we have that, E[g(X)] g(E[X]): If gis concave then the reverse inequality holds. Proof: Let = E[X] and let
Proof: The first inequality is clear applying Jensen inequality to the function |x|. We need to show E[|XY|] ≤ (E[X2])1/2(E[Y2])1/2. Let W =|X| and Z =|Y|. Clearly, W,Z ≥ 0. Truncation. Let W n = nand Z n that is W n(ω) = W(ω), if W(ω) <n, n, if W(ω) ≥ n. Clearly, defined in this way, W n,Z n are bounded. Let a,b ∈ R two constants. Then 0 ≤ E[(aW n +b
Notes on Jensen's Inequality for Math. H90 September 27, 2000 6:23 am Notes issued 25-27 Sept. 2000 Page 1/3 A Convex Region in a vector space is a region which, together with any two points in that region, includes all of the straight line segment joining them. For example, interiors of elipses and.

of Jensen's integral inequality for a convex function. Some natural applications for inequalities between means, reverses of Hölder's inequality and for the f-divergence measure that play an important role in information theory are given as well. 2. Reverse inequalities The following reverse of Jensen's inequality holds. Theorem 2.1. Let : I !R be a continuous convex function on the interval of rea The proof of Jensen's Inequality does not address the specification of the cases of equality. It can be shown that strict inequality exists unless all of the are equal or is linear on an interval containing all of the

Jensen's inequality - Glossary - Statlec

The classical Jensen inequality is one of the most important results for convex (concave) functions defined on an interval with a natural geometrical interpretation. In order to obtain a characterization for the classical Jensen inequality for the generalized Sugeno integral, it is clear that the classical conditions must be changed We apply Jensen's inequality to the convex function f(z) = zp, writing: w i= y q i z i= x i yq 1 i Jensen's inequality then implies: Xn i=1 x iy i # p Xp i=1 yq i xp i yp(q 1) i = Xp i=1 xp i = 1 In the middle step, the y0scancel because the exponent is zero: q p(q 1) = pq 1 p 1+ 1 q = 0 Taking the pthroot of the previous inequality gives the result we set out to prove. Remark. This. Sometimes, we feel applying the Jensen's inequality would yield a result, but unfortunately the function is not convex/concave on the given domain. Is it a reason to give up? This post illustrates how we can approximate the given function with another better one, which is convex/concave, and still obtain a Jensen's type estimate, thou a weaker one If then, from Jensen's inequality the process is a submartingale. Let and . with the usual convention that . It is seen that is an almost surely bounded stopping time. Therefore, from the Doob's stopping theorem. But from the very definition of ,. which implies, This concludes the proof of the first part of our statement. Let now and . Let us first assume that:, The previous proof shows. A univariate Jensen-type inequality is generalized to a multivariate setting. Skip to search form Skip to main content > Semantic Scholar's Logo. Search. Sign In Create Free Account. You are currently offline. Some features of the site may not work correctly. Corpus ID: 122821268. MULTIVARIATE VERSION OF A JENSEN-TYPE INEQUALITY @inproceedings{Agnew2005MULTIVARIATEVO, title={MULTIVARIATE.

Abstract. In 1927, Pólya proved that the Riemann hypothesis is equivalent to the hyperbolicity of Jensen polynomials for the Riemann zeta function ζ (s) at its point of symmetry. This hyperbolicity has been proved for degrees d ≤ 3.We obtain an asymptotic formula for the central derivatives ζ (2 n) (1 / 2) that is accurate to all orders, which allows us to prove the hyperbolicity of all. \end{align} We can prove the above inequality for discrete or mixed random variables similarly (using the generalized PDF), so we have the following result, called Markov's inequality. Markov's Inequality

probability - When Jensen's inequality is equality

The two-step application of Jensen's inequality outlined here, coupled with the suggestion that spatial variation in individual body temperature scales as 1/f noise, provides a heuristic recipe for scaling up from small-scale measurements of temperature to large-scale estimates of population performance, estimates that can be of value to conservation biologists. However, there are several. IMOmath: Inequalities of Jensen and Karamata in problem solving. Let $ f $ be a convex function and $ x_1, \dots, x_n $, $ y_1, y_2, \dots, y_n $ two non-increasing sequences of real numbers Jensen's inequality tells us that E of g of X, with g the quadratic function, is larger than or equal to the square-- that is, g of the expected value. So for the case of the square function, Jensen's inequality did not tell us anything that we didn't know. But it's nice to confirm that it is consistent. But we could use Jensen's inequality in another setting where the answer might not be as. Jensen's inequality; Kolmogorov's inequality; Markov's inequality; Minkowski inequality; Nesbitt's inequality; Pedoe's inequality; Poincaré inequality; Samuelson's inequality; Triangle inequality; Complex numbers and inequalities. The set of complex numbers ℂ with its operations of addition and multiplication is a field, but it is impossible to define any relation ≤ so that (ℂ. Part II gives details on solutions of the Cauchy equation and of the Jensen inequality [ . . . ], in particular on continuous convex functions, Hamel bases, on inequalities following from the Jensen inequality [ . . . ]. Part III deals with related equations and inequalities (in particular, Pexider, Hosszú, and conditional equations, derivations, convex functions of higher order, subadditive functions and stability theorems). It concludes with an excursion into the field of extensions of.

Jensen inequality and bias of sample standard deviation

or widely known as the AM-GM inequality. The term AM-GM is the combination of the two terms Arithmetic Mean and Geometric Mean. The arithmetic mean of two numbers a and b is de ned by a+b 2. Similarly p ab is the geometric mean of a and b. The simplest form of the AM-GM inequality is the following: Basic AM-GM Inequality. For positive real numbers a;b a+ b 2
Based on Jensen's inequality and the Shannon entropy, an extension of the new measure, the Jensen-Shannon divergence, is derived. One of the salient features of the Jensen-Shannon divergence is that we can assign a different weight to each probability distribution. This makes it particularly suitable for the study of decision problems where the weights could be the prior probabilities. In.
Minkowski inequality (the triangle inequality for the lp-norms), and the H older inequalities. 1. 2 Young's Inequality When 1 < p < 1and a;b 0, Young's inequality is the expression ab p 1 p a p p 1 + 1 p bp: (3) This seems strange and complicated. What good could it possibly be? The rst thing to note is Young's inequality is a far-reaching generalization of Cauchy's inequality. In.
Jensen integral inequality has got much importance regarding their applications in different fields of mathematics. In this paper, two converses of Jensen integral inequality for convex function are obtained. The results are applied to establish converses of Hölder and Hermite‐Hadamard inequalities as well. At the end, some useful applications in information theory of the obtained results.
Jensen's inequality could be used for proving a lot of useful mathematical properties. Jensen's inequality for the univariate case is very common and is relatively simple to prove. In addition, there is also a more generalized multivariate Jensen's inequality, and I was not able to find any proof from the Internet. In this blog post, I would like to quickly derive the proof to the.
Jensen. A patronymic surname of Danish or Norwegian origin. A male given name transferred from the surname. Derived terms . Jensen's alpha; Jensen's device; Jensen's inequality; Related terms . Jenson; Anagrams . Jenne

12 Jensen's operator and trace inequalities. 12.1 Jensen's trace inequality; 12.2 Jensen's operator inequality; 13 Araki-Lieb-Thirring inequality; 14 Effros's theorem; 15 References; 16 Recommended readin What does jensen-s-inequality mean? An inequality that relates the value of a convex function of an integral to the integral of the convex function. (name Cauchy-Schwarz inequality, and Chebyshev's order inequality. AMS Subject Classiﬁcation: 26D05, 42A05 Key Words: trigonometric inequality, Cauchy-Schwarz inequality, Chebyshev's order in-equality, Hölder's inequality, Jensen's inequality 1. Introduction Trigonometric inequalities are very important in many mathematical areas. Because. Inequality is known as the Jensen-Mercer inequality. Recently, inequality has been generalized, see ([12-15]). For more recent and related results connected with Jensen-Mercer inequality, see ([11, 16-18]). The previous era of fractional calculus is as old as the history of differential calculus. Several fractional operators are. Local means a lot of different things to different people. Some grocery stores call produce shipped in from a five-state region local. Call us old fashioned, but to us, if you couldn't drive there in an hour or two, it's not truly local

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Jensen's Inequality - an overview ScienceDirect Topic

Jensen and Meckling 5 1976 literature.7 This literature has developed independently of the property rights literature even though the problems with which it is concerned are similar; the approaches are in fact highly complementary to each other. We define an agency relationship as a contract under which one or more persons (the principal(s)) engage another person (the agent) to perform some. Jensen, SLB, 'What the global response to HIV/Aids can teach us about Covid-19 recovery - and social justice', Daily Maverick, 25 January 2021