List questions from jensen-inequality

Published on 22 Mar 2021 - 19:48

66

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Jensen inequality and mixed risk portfolio

Published on 02 Apr 2021 - 15:50

718

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Show that $E_f(\log f) \ge E_f (\log g)$

Published on 10 Apr 2021 - 23:22

349

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Jensen inequality cross entropy

Published on 14 Apr 2021 - 19:04

151

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Showing a convolution is Lipschitz. In measure.

Published on 21 Apr 2021 - 17:05

85

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proof verification: Jensen's inequality

Published on 22 Apr 2021 - 7:42

189

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Jensen Inequality and Expected value

Published on 25 Apr 2021 - 17:10

287

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Multivariate Jensen's inequality in a probabilistic setting: When does equality hold?

Published on 29 Apr 2021 - 8:44

473

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Strict (or lack therefore) concavity of square root function

Published on 05 May 2021 - 0:53

82

Views

Is $E(E(Y|Z)|X)^2 \le E(E(Y|Z)^2|X))$ correct? (Jensen'sinequality)

Published on 19 May 2021 - 7:32

62

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Proof involving Jensen's inequality on random variables

Published on 22 May 2021 - 13:05

155

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Relating Fatou's Lemma and Jensen's Inequality

Published on 24 May 2021 - 4:57

778

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Is there a "reverse" Jensen's inequality up to a constant?

Published on 25 May 2021 - 20:21

188

Views

Showing the data processing inequality

Published on 09 Jun 2021 - 13:27

114

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Equality in Problem $2.12$, Rudin's RCA - Show that $h = \int_{\Omega} h\, d\mu$ a.e.

Published on 11 Jun 2021 - 19:32

List Question

Is the integral over a convex mapping of the solution to the heat equation monotonic?

Jensen inequality and mixed risk portfolio

Show that $E_f(\log f) \ge E_f (\log g)$

Jensen inequality cross entropy

Showing a convolution is Lipschitz. In measure.

proof verification: Jensen's inequality

Jensen Inequality and Expected value

Multivariate Jensen's inequality in a probabilistic setting: When does equality hold?

Strict (or lack therefore) concavity of square root function

Is $E(E(Y|Z)|X)^2 \le E(E(Y|Z)^2|X))$ correct? (Jensen'sinequality)

Proof involving Jensen's inequality on random variables

Relating Fatou's Lemma and Jensen's Inequality

Is there a "reverse" Jensen's inequality up to a constant?

Showing the data processing inequality

Equality in Problem $2.12$, Rudin's RCA - Show that $h = \int_{\Omega} h\, d\mu$ a.e.

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