Jensen's Inequality for General Location Parameter |
| |
| Authors: | C. H. Spiegelman |
| |
| Affiliation: | Center for Applied Mathematics , Statistical Engineering Division, National Bureau of Standards , Gaithersburg , MD , 20899 , USA |
| |
| Abstract: | A wide class of location parameters is shown to satisfy Jensen's inequality. When the expectation EX exists and l is a convex function, Jensen's inequality states that El(x) ≥ l(EX). It is shown that for μ, a properly defined location parameter, μ(l(x)) μ l(μ(x)). |
| |
| Keywords: | Concave Convex Majorization |
|
|
