옌센_부등식,Jensen_inequality

옌센_부등식,Jensen_inequality (rev. 1.1)
Jensen’s inequality, 젠센 부등식 (kms) 옌센 부등식 (wpko)

오목볼록과 연관. - curr goto 미적분,calculus#s-9 <- 저기에도 설명 있음.
오목볼록과 매우 밀접. see https://suhak.tistory.com/221 (볼록 함수와 젠센 부등식)
볼록함수,convex_function

/*from [https]this slide p2*/

If $f$ is a 볼록함수,convex_function and $X$ is a 확률변수,random_variable, then
$Ef(X)\ge f(EX)$
Moreover(게다가/더욱이), if $f$ is strictly convex(순볼록), then equality implies that $X=EX$ with probability 1, i.e. $X$ is a constant.