ThmDex – An index of mathematical definitions, results, and conjectures.
Result R1368 on D2008: Convex mapppp
Jensen's inequality
Formulation 0
Let $M = (X, \mathcal{F}, \mu)$ be a D1158: Measure space such that
(i) \begin{equation} 0 < \mu(X) < \infty \end{equation}
Let $(a, b) \subseteq [-\infty, \infty]$ be an D5146: Open basic interval such that
(i) $f : X \to (a, b)$ is an D1921: Absolutely integrable function on $M$
(ii) $\varphi : (a, b) \to \mathbb{R}$ is a D5606: Subconvex real function
Then \begin{equation} \varphi \left( \frac{1}{\mu(X)} \int_X f \, d \mu \right) \leq \frac{1}{\mu(X)} \int_X (\varphi \circ f) \, d \mu \end{equation}