Jensen inequality proof
由 J Bennish 著作 · 2003 · 被引用 1 次 — The purpose of this note is to present a short and simple proof of Jensen's inequality, both for sums and integrals, which could not be located in the literature by the ... ,We can therefore define g(X)=X2 g ( X ) = X 2 (a convex function), and see that variance itself is an instance of Jensen's Inequality. 2.1.3 Proof. Assume g( ...
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Jensen inequality proof 相關參考資料
1.1 Jensen's Inequality - CUHK Mathematics
λk. ) xn = xn . Proof. We prove Jensen's Inequality by an inductive argument on the number of points. When n = 2, the inequality follows from the ... https://www.math.cuhk.edu.hk 33 A PROOF OF JENSEN'S INEQUALITY Joseph Bennish ...
由 J Bennish 著作 · 2003 · 被引用 1 次 — The purpose of this note is to present a short and simple proof of Jensen's inequality, both for sums and integrals, which could not be located in the literat... https://projecteuclid.org Chapter 2 Inequalities involving expectations | 10 ... - Bookdown
We can therefore define g(X)=X2 g ( X ) = X 2 (a convex function), and see that variance itself is an instance of Jensen's Inequality. 2.1.3 Proof. Assume g( ... https://bookdown.org Convex Functions and Jensen's Inequality - Berkeley Math
Write your own proof and compare with the one given here. It will give you some good practice manipulating sigma notation. Theorem 4 (Jensen's Inequality ... https://math.berkeley.edu Convex Sets and Jensen Inequalities - University College ...
f(λx + (1 − λ)y) ≤ λf(x) + (1 − λ)f(y). Proof We prove this in two stages. Firstly, we show that this def- inition implies that the epigraph is convex (the 'if' part), and ... https://www.ucd.ie Convexity and Jensen's Inequality
https://ttic.uchicago.edu Jensen's Inequality
6.2.5 Jensen's Inequality ... Jensen's inequality states that, for any convex function g, we have ... So we can prove the Jensen's inequality in this case. https://www.probabilitycourse. Jensen's inequality - Wikipedia
Proofs — Proofs[edit]. A graphical "proof" of Jensen's inequality for the probabilistic case. The dashed curve along the X ... https://en.wikipedia.org Jensen's Inequality | Brilliant Math & Science Wiki
Jensen's Inequality. Jensen's inequality is an inequality involving convexity of a function. We first make the following definitions: A ... https://brilliant.org |