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Math Help - Jensen's inequality applications

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    Jensen's inequality applications

    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?
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  2. #2
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    Quote Originally Posted by vegetasayan View Post
    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?
    Depends on your line of work. In theory of communications, it is used a lot. Especially in Information Theory, they mostly use Jensen's to prove convexity.
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    Quote Originally Posted by Isomorphism View Post
    Depends on your line of work. In theory of communications, it is used a lot. Especially in Information Theory, they mostly use Jensen's to prove convexity.
    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
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    Quote Originally Posted by vegetasayan View Post
    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.
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