Jensen's inequality
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In mathematics, Jensen's inequality relates the value of a convex function of an integral to the integral of the convex function. Formally, it states that when f is convex and y is a non-negative function of x fulfilling

then

For example,

In probability theory, Jensen's inequality is often written using expectations. If f is a convex function and X is a random variable, then

The original article can be found at: http://en.wikipedia.org/wiki/Jensen's_inequality.
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