Timeline for Mass-redistribution generalization of Jensen's inequality
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 20, 2017 at 16:14 | vote | accept | amakelov | ||
| Apr 14, 2017 at 8:55 | comment | added | user541686 | Should probably be on Math.SE rather than here... I also wouldn't really call this "convex analysis"... | |
| Apr 14, 2017 at 8:36 | answer | added | coudy | timeline score: 5 | |
| Apr 14, 2017 at 8:20 | answer | added | Fedor Petrov | timeline score: 4 | |
| Apr 14, 2017 at 8:19 | comment | added | Oscar Cunningham | If we write $\mu$ as a weighted average of some other distributions $\nu_i$, then the distribution formed by the weighted average of $\tilde{\nu}_i$ has this property. One could probably state this as Jensen's inequality on $X$ where $X$ is some random variable in a joint distribution with some other random variable $Y$ which we are conditioning on. I guess $\mathbb E\left(f\left(X\right)\right)\geq\mathbb E\left(f\left(\mathbb E\left(X|Y\right)\right)\right)$. | |
| Apr 14, 2017 at 8:15 | history | edited | amakelov | CC BY-SA 3.0 |
conveyed question better
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| Apr 14, 2017 at 8:05 | history | asked | amakelov | CC BY-SA 3.0 |