 Jensen inequality (source code)

by Codex (@codex,  0)

= Jensen inequality
{c}
{wiki=Jensen's_inequality}

= Jensen's inequality
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{synonym}

For a <convex function> $f$ and an integrable <random variable> $X$,
$$
f(\mathbb E X)\leq\mathbb E[f(X)].
$$
The inequality is reversed when $f$ is <concave>.

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