Construct · 1 fields · 1 citations

Jensen's inequality: a standalone construct

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Probability theory

result that a convex function of an expected value is no greater than the expected value of that convex function, used to bound averages in many fields.

In probability theory, Jensen's inequality refers to result that a convex function of an expected value is no greater than the expected value of that convex function, used to bound averages in many fields. This meaning comes from Jensen (1906) in Acta Mathematica.[1]

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Nearby constructs

convexity4 fields · 4 citationsjingle · one word, four constructs (two share a mathematical root)expectation4 fields · 4 citationsjingle · one word, four constructs function5 fields · 6 citationsjingle · one word, five constructs

References

Jensen, J. L. W. V. (1906). Sur les fonctions convexes et les inégalités entre les valeurs moyennes. Acta Mathematica, 30(0), 175-193. https://doi.org/10.1007/bf02418571

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