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Sobolev.space · May 1, 2021

Reciprocal Convexity to reverse the Jensen Inequality

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Jensen's inequality is a powerful tool often used in mathematical derivations and analyses. It states that for a convex function $f(x)$ and an arbitrary random variable $X$ we have the following upper bound: $$ f\left(\E X\right) \le \E f\left(X\right) $$ However, oftentimes we want the …

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