Question

Suppose Y is a random vairable with $E(|Y|^\alpha)<\infty$ for some $\alpha > 0$, Then $E(|Y|^\beta)<\infty$ for $0\leq \beta \leq \alpha$

score 60 · Answer 1 · 2022-01-12 18:40:40

60

Views

Suppose Y is a random vairable with $E(|Y|^\alpha)<\infty$ for some $\alpha > 0$, Then $E(|Y|^\beta)<\infty$ for $0\leq \beta \leq \alpha$

Published on 12 Jan 2022 - 18:40

score 577 · Answer 2 · 2022-01-13 12:04:04

577

Views

Prove Jensen's inequality?

Published on 13 Jan 2022 - 12:04

score 210 · Answer 3 · 2022-01-13 21:08:50

210

Views

Different Versions of Jensen's Inequality?

Published on 13 Jan 2022 - 21:08

score 209 · Answer 4 · 2022-01-15 18:01:43

209

Views

Counterexample to Jensen's Inequality when the convex function admits values in the extended real set

Published on 15 Jan 2022 - 18:01

score 154 · Answer 5 · 2022-01-25 22:12:02

154

Views

Proving the minimum of an expected value is greater than the expected value of a minimum

Published on 25 Jan 2022 - 22:12

score 207 · Answer 6 · 2022-02-09 23:24:03

207

Views

Expected value of $e^{tX}$ for $t > 0$

Published on 09 Feb 2022 - 23:24

score 53 · Answer 7 · 2022-02-26 01:52:14

53

Views

Novel quirk of convex set definition

Published on 26 Feb 2022 - 1:52

score 410 · Answer 8 · 2022-02-26 19:34:30

410

Views

Jensen's inequality for composition of functions

Published on 26 Feb 2022 - 19:34

score 233 · Answer 9 · 2022-03-01 18:19:06

233

Views

Finding the right function to use in Jensen's Inequality.

Published on 01 Mar 2022 - 18:19

score 136 · Answer 10 · 2022-03-22 12:15:41

136

Views

Follow-up question on $H^s$ space forming an algebra when $2s>n$

Published on 22 Mar 2022 - 12:15

score 632 · Answer 11 · 2022-03-25 02:25:29

Is the expectation of minimums less than the minimum of expectations: $\mathbb{E}[\min_{k\in [N]} X_k] \leq \min_{k\in [N]} \mathbb{E}[X_k]$?

score 60 · Answer 12 · 2022-03-27 23:43:15

60

Views

Function composition with logsumexp

Published on 27 Mar 2022 - 23:43

score 126 · Answer 13 · 2026-03-26 01:12:10

126

Views

Conjecture about : $\sum_{cyc}\frac{214x^4}{133x^3 + 81y^3}\ge\frac{x+y+z}{12}+\sum_{cyc}\frac{13x^4}{8x^3+5y^3}-0.25(x-\frac{2yx}{2y+x})\ge x+y+z$

Published on 26 Mar 2026 - 1:12

score 67 · Answer 14 · 2022-04-07 16:02:42

67

Views

Computation of an integral in a consequence of the Jensen's inequality.

Published on 07 Apr 2022 - 16:02

score 49 · Answer 15 · 2022-04-14 11:31:44

49

Views

Is there any way to “analytically” compute the following conditional expectation?

Published on 14 Apr 2022 - 11:31

List Question

Suppose Y is a random vairable with $E(|Y|^\alpha)<\infty$ for some $\alpha > 0$, Then $E(|Y|^\beta)<\infty$ for $0\leq \beta \leq \alpha$

Prove Jensen's inequality?

Different Versions of Jensen's Inequality?

Counterexample to Jensen's Inequality when the convex function admits values in the extended real set

Proving the minimum of an expected value is greater than the expected value of a minimum

Expected value of $e^{tX}$ for $t > 0$

Novel quirk of convex set definition

Jensen's inequality for composition of functions

Finding the right function to use in Jensen's Inequality.

Follow-up question on $H^s$ space forming an algebra when $2s>n$

Is the expectation of minimums less than the minimum of expectations: $\mathbb{E}[\min_{k\in [N]} X_k] \leq \min_{k\in [N]} \mathbb{E}[X_k]$?

Function composition with logsumexp

Conjecture about : $\sum_{cyc}\frac{214x^4}{133x^3 + 81y^3}\ge\frac{x+y+z}{12}+\sum_{cyc}\frac{13x^4}{8x^3+5y^3}-0.25(x-\frac{2yx}{2y+x})\ge x+y+z$

Computation of an integral in a consequence of the Jensen's inequality.

Is there any way to “analytically” compute the following conditional expectation?

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