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单词 Jensen's Inequality
释义

Jensen's Inequality

For a Real Continuous Concave Function

(1)

if is concave down,
(2)

if is concave up, and
(3)

Iff . A special case is
(4)

with equality Iff .

See also Concave Function, Mahler's Measure


References

Gradshteyn, I. S. and Ryzhik, I. M. Tables of Integrals, Series, and Products, 5th ed. San Diego, CA: Academic Press, p. 1101, 1979.


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