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  2. Jensen's inequality - Wikipedia

    en.wikipedia.org/wiki/Jensen's_inequality

    Jensen's inequality can be proved in several ways, and three different proofs corresponding to the different statements above will be offered. Before embarking on these mathematical derivations, however, it is worth analyzing an intuitive graphical argument based on the probabilistic case where X is a real number (see figure).

  3. Johan Jensen (mathematician) - Wikipedia

    en.wikipedia.org/wiki/Johan_Jensen_(mathematician)

    Instead, he was a successful engineer for the Copenhagen Telephone Company between 1881 and 1924, and became head of the technical department in 1890. All his mathematics research was carried out in his spare time. Jensen is mostly renowned for his famous inequality, Jensen's inequality. In 1915, Jensen also proved Jensen's formula in complex ...

  4. QM-AM-GM-HM inequalities - Wikipedia

    en.wikipedia.org/wiki/QM-AM-GM-HM_Inequalities

    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.

  5. Unbiased estimation of standard deviation - Wikipedia

    en.wikipedia.org/wiki/Unbiased_estimation_of...

    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 ...

  6. Jensen's formula - Wikipedia

    en.wikipedia.org/wiki/Jensen's_formula

    Jensen's formula can be used to estimate the number of zeros of an analytic function in a circle. Namely, if is a function analytic in a disk of radius centered at and if | | is bounded by on the boundary of that disk, then the number of zeros of in a circle of radius < centered at the same point does not exceed

  7. List of inequalities - Wikipedia

    en.wikipedia.org/wiki/List_of_inequalities

    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 ...

  8. Trace inequality - Wikipedia

    en.wikipedia.org/wiki/Trace_inequality

    A continuous, real function on an interval satisfies Jensen's Operator Inequality if the following holds ) (), for operators {} with = and for self ...

  9. Hölder's inequality - Wikipedia

    en.wikipedia.org/wiki/Hölder's_inequality

    Hölder's inequality (in a slightly different form) was first found by Leonard James Rogers . Inspired by Rogers' work, Hölder (1889) gave another proof as part of a work developing the concept of convex and concave functions and introducing Jensen's inequality, [2] which was in turn named for work of Johan Jensen building on Hölder's work. [3]