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Jensen's inequality generalizes the statement that a secant line of a convex function lies above its graph. Visualizing convexity and Jensen's inequality. In mathematics, Jensen's inequality, named after the Danish mathematician Johan Jensen, relates the value of a convex function of an integral to the integral of the convex function.
There are three inequalities between means to prove. There are various methods to prove the inequalities, including mathematical induction, the Cauchy–Schwarz inequality, Lagrange multipliers, and Jensen's inequality. For several proofs that GM ≤ AM, see Inequality of arithmetic and geometric means.
Since the square root is a strictly concave function, it follows from Jensen's inequality that the square root of the sample variance is an underestimate. The use of n − 1 instead of n in the formula for the sample variance is known as Bessel's correction , which corrects the bias in the estimation of the population variance, and some, but ...
Hölder's inequality; Jackson's inequality; Jensen's inequality; Khabibullin's conjecture on integral inequalities; Kantorovich inequality; Karamata's inequality; Korn's inequality; Ladyzhenskaya's inequality; Landau–Kolmogorov inequality; Lebedev–Milin inequality; Lieb–Thirring inequality; Littlewood's 4/3 inequality; Markov brothers ...
Indeed, convex functions are exactly those that satisfies the hypothesis of Jensen's inequality. A first-order homogeneous function of two positive variables x {\displaystyle x} and y , {\displaystyle y,} (that is, a function satisfying f ( a x , a y ) = a f ( x , y ) {\displaystyle f(ax,ay)=af(x,y)} for all positive real a , x , y > 0 ...
Download as PDF; Printable version; ... In mathematics, Jensen's theorem may refer to: Johan Jensen's inequality for convex functions; Johan Jensen's formula in ...
The finite form of Jensen's inequality is a special case of this result. Consider the real numbers x 1, …, x n ∈ I and let := + + + denote their arithmetic mean.Then (x 1, …, x n) majorizes the n-tuple (a, a, …, a), since the arithmetic mean of the i largest numbers of (x 1, …, x n) is at least as large as the arithmetic mean a of all the n numbers, for every i ∈ {1, …, n − 1}.
Proof without words of the Nicomachus theorem (Gulley (2010)) that the sum of the first n cubes is the square of the n th triangular number. In mathematics, a proof without words (or visual proof) is an illustration of an identity or mathematical statement which can be demonstrated as self-evident by a diagram without any accompanying explanatory text.
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