Jensen's Inequality - A Visual Intuition

Jensen’s inequality finds widespread application in mathematical proofs. I am fond of a particular intuitive explanation of it, which doesn’t seem to be very popular. I will try to present it in brief here. I am not sure when this argument originated, but Google does turn up a paper (Needham, 1993) . Even if this is not the source, it is a good reference. On a related note, the author of the…