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A Univariate Extension of Jensen’s Inequality
The result in this paper explains some of the qualitative nature of Jensen’s inequality. It is shown that the more disperse the distribution of a random variable is, the smaller is the expectation of any concave function of it. This result can be used to show the inadequacy of some current methods o...
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| Publicado no: | J Res Natl Bur Stand (1977) |
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| Autor principal: | |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
National Institute of Standards and Technology
1980
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6756247/ https://ncbi.nlm.nih.gov/pubmed/34566029 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.6028/jres.085.021 |
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