Stručni rad

Jensen’s inequality in probability theory

Danijel Krizmanić orcid.org/0000-0001-6517-4683 ; Fakultet za matematiku, Sveučilište u Rijeci *
Antonio Špac ; Fakultet za matematiku, Sveučilište u Rijeci

* Dopisni autor.

Sažetak

In this paper Jensen’s inequality for mathematical expectation is proved, and the classical Jensen’s inequality is derived from it. At the end several applications of Jensen’s inequality are given.

Ključne riječi

Jensen’s inequality, mathematical expectation, convex function, random variable

Hrčak ID:

322108

URI

https://hrcak.srce.hr/322108

Datum izdavanja:

6.11.2024.

Podaci na drugim jezicima: hrvatski

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