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Math Help - g(E(X)) and E(g(X))

  1. #1
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    g(E(X)) and E(g(X))

    Who can help me get the part b).??

    lex X be a descrete random variable and g:Rx →R a continous function, which is concave, ie for all x1,x2 in Rx and all k in range (0,1)

    g(kx1 +(1-k)x2) >= k(g(x1)+(1-k)g(x2)

    for all ki >=0 with

    (\sum_{i=1}^{n}\{k_i=1})


    and g(\sum_{i=1}^{n}\{k_i}{x_i}) \geq (\sum_{i=1}^{n}\{k_i}{g(x_i)})

    Show that g(E(X))>= E(g(X))
    Last edited by xixihaha; November 30th 2008 at 05:25 AM.
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  2. #2
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    i tried to use the math code to type the question, but failed. hope you can understand what i typied there .thanx
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  3. #3
    Moo
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