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Theorem B.4 Jensen's inequality Let X be a random variable taking values in a non-empty conver set CCRN with a finite expectation E[X], and f a measurable conver function defined over C. Then, E[X] is in C, Ef(X)] is finite, and the following inequality holds: F(ELXI) < El F(X)),

Theorem B.4 Jensen's inequality Let X be a random variable taking values in a non-empty conver set CCRN with a finite expectation E[X], and f a measurable conver function defined over C. Then, E[X] is in C, Ef(X)] is finite, and the following inequality holds: F(ELXI) < El F(X)),

Computer Networking: A Top-Down Approach (7th Edition)
Computer Networking: A Top-Down Approach (7th Edition)
7th Edition
ISBN:9780133594140
Author:James Kurose, Keith Ross
Publisher:James Kurose, Keith Ross
Chapter1: Computer Networks And The Internet
Section: Chapter Questions
Problem R1RQ: What is the difference between a host and an end system? List several different types of end...
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Theorem B.4 Jensen's inequality Let X be a random variable taking values in a non-empty conver set CCRN with a finite expectation E[X], and f a measurable convex function defined over C. Then, E[X] is in C, E[f(X)] is finite, and the following inequality holds: f(EX]) < E[f(X)I.
Transcribed Image Text:Theorem B.4 Jensen's inequality Let X be a random variable taking values in a non-empty conver set CCRN with a finite expectation E[X], and f a measurable convex function defined over C. Then, E[X] is in C, E[f(X)] is finite, and the following inequality holds: f(EX]) < E[f(X)I.
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