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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- January 19th 2009, 06:55 AMvegetasayanJensen'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? - January 19th 2009, 07:05 AMIsomorphism
- January 19th 2009, 01:44 PMvegetasayan
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 - January 19th 2009, 02:16 PMmr fantastic
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.