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Jensen's Inequality
For a convex function φ:
$$\phi(E[X])\leq E[\phi(X)]$$
Usage
- Used to derive bounds involving expectations of nonlinear functions.
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Jensen's Inequality
For a convex function φ:
$$\phi(E[X])\leq E[\phi(X)]$$
Usage
- Used to derive bounds involving expectations of nonlinear functions.
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