Hi,
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?
I have to write a report for an advanced probability and statistics exam.
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
thx
Is Google not working today?
jensen inequality applications - Google Search
As you can see there are more hits than just Wiki.
Here is just one random site I checked: Mahalanobis
I assume that part of the purpose of this report is to exercise your research skills.