Jensen不等式的锐化
Sharpening Jensen's Inequality
摘要:
本文提出了Jensen不等式的一个新的锐化形式。所提出的新界是简单的和有见地的,是广泛适用的,通过施加最小的假设,并提供相当准确的结果,尽管其简单的形式。应用程序的矩母函数,功率平均不等式,和Rao-Blackwell估计。该演示文稿可以纳入任何基于微积分的统计课程。
英文摘要:
This paper proposes a new sharpened version of the Jensen's inequality. The proposed new bound is simple and insightful, is broadly applicable by imposing minimum assumptions, and provides fairly accurate result in spite of its simple form. Applications to the moment generating function, power mean inequalities, and Rao-Blackwell estimation are presented. This presentation can be incorporated in any calculus-based statistical course.
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