can you tell me some applications of Jensen's inequality?
I know that it's used in the proof of Rao-Blackwell's theorem,
does it have any other applications?
the report is about jensen's and its applications, but i know one application only in the probability field, that is the proof of Rao-Blackwell's theorem.
Do you know some other ones, in this field?
i haven't found them neither on textbooks nor wikipedia