Abstract

This article proposes a new sharpened version of Jensen's inequality. The proposed new bound is simple and insightful, is broadly applicable by imposing minimum assumptions, and provides fairly accurate results 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.

Original languageEnglish (US)
Pages (from-to)278-281
Number of pages4
JournalAmerican Statistician
Volume73
Issue number3
DOIs
StatePublished - Jul 3 2019

Fingerprint

Jensen's inequality
Power Mean
Moment generating function
Calculus
Form
Presentation

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Mathematics(all)
  • Statistics, Probability and Uncertainty

Cite this

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title = "Sharpening Jensen's Inequality",
abstract = "This article proposes a new sharpened version of Jensen's inequality. The proposed new bound is simple and insightful, is broadly applicable by imposing minimum assumptions, and provides fairly accurate results 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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Sharpening Jensen's Inequality. / Liao, Jiangang (Jason); Berg, Arthur.

In: American Statistician, Vol. 73, No. 3, 03.07.2019, p. 278-281.

Research output: Contribution to journalArticle

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