Let $M = (X, \mathcal{F}, \mu)$ be a D1158: Measure space such that
Let $(a, b) \subseteq [-\infty, \infty]$ be an D5146: Open basic interval such that
(i) | \begin{equation} 0 < \mu(X) < \infty \end{equation} |
(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}