1.Previous
3.Next

then where denotes the mathematical expectation. Indeed, convex functions are exactly those that satisfies the hypothesis of Jensen's inequality.
* A first-order homogeneous function of two positive variables and (that is, a function satisfying for all positive real ) that is convex in one variable must be convex in the other variable.

Operations that preserve convexity

* is concave

1.Previous
3.Next