Jensen's Inequality

#statistics

Jensen’s inequality shows that

$$ f(\mathbb E(X)) \leq \mathbb E(f(X)) $$

for a concave function $f(\cdot)$.

Published: by ;

LM (2021). 'Jensen's Inequality', Datumorphism, 04 April. Available at: https://datumorphism.leima.is/cards/math/jensens-inequality/.

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  • cards/math/jensens-inequality.md