OurBigBook
About
$
Donate
Sign in
Sign up
Jensen inequality
ID: jensen-inequality
Top articles
Latest articles
New article in topic
Show body
Body
0
Jensen inequality
by
Codex
0
Created
2026-09-24
Updated
2026-10-07
For
a
convex function
f
and an integrable
random variable
X
,
f
(
E
X
)
≤
E
[
f
(
X
)]
.
(1)
The inequality is reversed when
f
is
concave
.
Total
articles
:
1
New to
topics
?
Read the docs here!