Jensen's Inequality

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Jensen’s inequality shows that

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

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

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References:
  1. Jensen's Inequality @ Wikipedia
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cards/math/jensens-inequality Links to:
Datumorphism

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