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概率论中不同条件下的Jensen不等式及应用
引用本文:崔小兵.概率论中不同条件下的Jensen不等式及应用[J].南阳师范学院学报,2010,9(9):22-24.
作者姓名:崔小兵
作者单位:南阳师范学院数学与统计学院,河南,南阳,473061
基金项目:河南省教育厅自然科学基金资助课题,南阳师范学院教研项目
摘    要:介绍了概率论中离散型、连续型和条件期望型的Jensen不等式,利用凸函数的性质、期望和条件期望的性质来证明;并应用于证明和式不等式、最小风险估计和条件期望收敛等一些问题.

关 键 词:概率论  不等式  凸函数  证明

The Jensen inequalities of different conditions in probability theory and their applications
CUI Xiao-bing.The Jensen inequalities of different conditions in probability theory and their applications[J].Journal of Nanyang Teachers College,2010,9(9):22-24.
Authors:CUI Xiao-bing
Institution:CUI Xiao-bing(School of Mathematics and Statistics,Nanyang Normal University,Nanyang 473061,China)
Abstract:The proof and applications are given,these are Jensen inequalities of different conditions in probability theory:discrete and continuous and conditional expectation.And the inequalities are used to solve some related problems.
Keywords:probability  inequality  convex function  proof
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