Estimating the defect in Jensen's Inequality
Estimating the defect in Jensen's Inequality
复制标题
估计 Jensen 不等式的缺陷
DOI:
10.5486/pmd.2006.3442
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发表时间:
2006
影响因子:
0.6
通讯作者:
A. M. Fink
中科院分区:
文献类型:
--
作者:
A. M. Fink
We consider how much the difference of the two sides of Jensen’s Inequality might be. It has a connection with Grüss Inequality. Grüss’ Inequality gives an estimate on the defect in the Chebyshev Inequality and has found some application elsewhere, see for example [1]. Here we consider the defect in Jensen’s Inequality. To be more precise, let all the integrals exist and μ be a normalized measure, i.e. ∫ b a dμ = 1. Then define T (f, g) ≡ ∫ b