Suppose we have $\mathbb{E}(f(x))$, what are the assumptions on $f$ that enable us to have $\mathbb{E}(f(x)) \leq f(\mathbb{E}(x))$?
2026-03-25 14:21:44.1774448504
When we can pull expected value into the function to get inequality?
19 Views Asked by user494522 https://math.techqa.club/user/user494522/detail At
1
There are 1 best solutions below
Related Questions in REAL-ANALYSIS
- how is my proof on equinumerous sets
- Finding radius of convergence $\sum _{n=0}^{}(2+(-1)^n)^nz^n$
- Optimization - If the sum of objective functions are similar, will sum of argmax's be similar
- On sufficient condition for pre-compactness "in measure"(i.e. in Young measure space)
- Justify an approximation of $\sum_{n=1}^\infty G_n/\binom{\frac{n}{2}+\frac{1}{2}}{\frac{n}{2}}$, where $G_n$ denotes the Gregory coefficients
- Calculating the radius of convergence for $\sum _{n=1}^{\infty}\frac{\left(\sqrt{ n^2+n}-\sqrt{n^2+1}\right)^n}{n^2}z^n$
- Is this relating to continuous functions conjecture correct?
- What are the functions satisfying $f\left(2\sum_{i=0}^{\infty}\frac{a_i}{3^i}\right)=\sum_{i=0}^{\infty}\frac{a_i}{2^i}$
- Absolutely continuous functions are dense in $L^1$
- A particular exercise on convergence of recursive sequence
Related Questions in FUNCTIONAL-ANALYSIS
- On sufficient condition for pre-compactness "in measure"(i.e. in Young measure space)
- Why is necessary ask $F$ to be infinite in order to obtain: $ f(v)=0$ for all $ f\in V^* \implies v=0 $
- Prove or disprove the following inequality
- Unbounded linear operator, projection from graph not open
- $\| (I-T)^{-1}|_{\ker(I-T)^\perp} \| \geq 1$ for all compact operator $T$ in an infinite dimensional Hilbert space
- Elementary question on continuity and locally square integrability of a function
- Bijection between $\Delta(A)$ and $\mathrm{Max}(A)$
- Exercise 1.105 of Megginson's "An Introduction to Banach Space Theory"
- Reference request for a lemma on the expected value of Hermitian polynomials of Gaussian random variables.
- If $A$ generates the $C_0$-semigroup $\{T_t;t\ge0\}$, then $Au=f \Rightarrow u=-\int_0^\infty T_t f dt$?
Related Questions in STATISTICS
- Given is $2$ dimensional random variable $(X,Y)$ with table. Determine the correlation between $X$ and $Y$
- Statistics based on empirical distribution
- Given $U,V \sim R(0,1)$. Determine covariance between $X = UV$ and $V$
- Fisher information of sufficient statistic
- Solving Equation with Euler's Number
- derive the expectation of exponential function $e^{-\left\Vert \mathbf{x} - V\mathbf{x}+\mathbf{a}\right\Vert^2}$ or its upper bound
- Determine the marginal distributions of $(T_1, T_2)$
- KL divergence between two multivariate Bernoulli distribution
- Given random variables $(T_1,T_2)$. Show that $T_1$ and $T_2$ are independent and exponentially distributed if..
- Probability of tossing marbles,covariance
Related Questions in EXPECTED-VALUE
- Show that $\operatorname{Cov}(X,X^2)=0$ if X is a continuous random variable with symmetric distribution around the origin
- prove that $E(Y) = 0$ if $X$ is a random variable and $Y = x- E(x)$
- Limit of the expectation in Galton-Watson-process using a Martingale
- Determine if an Estimator is Biased (Unusual Expectation Expression)
- Why are negative constants removed from variance?
- How to find $\mathbb{E}(X\mid\mathbf{1}_{X<Y})$ where $X,Y$ are i.i.d exponential variables?
- $X_1,X_2,X_3 \sim^{\text{i.i.d}} R(0,1)$. Find $E(\frac{X_1+X_2}{X_1+X_2+X_3})$
- How to calculate the conditional mean of $E(X\mid X<Y)$?
- Let X be a geometric random variable, show that $E[X(X-1)...(X-r+1)] = \frac{r!(1-p)^r}{p^r}$
- Taylor expansion of expectation in financial modelling problem
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?
if $f$ is a concave function, then $-f$ is convex.
By Jensen's inequality,
$$-f(E(X))\le E[-f(X)]$$
Multiply $-1$ on both sides and we have
$$f(E(X)) \ge E[f(X)]$$