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Document type:
Zeitschriftenaufsatz 
Author(s):
Nonnenmacher, D., F., J.; Zagst, R. 
Non-TUM Co-author(s):
ja 
Cooperation:
national 
Title:
A New Form of Jensen's Inequality and its Application to Statistical Experiments 
Abstract:
Jensen's inequality for the expectation of a convex function of a random variable is proved for a wide class of convex functions defined on a space of probability measures. The result is applied to statistical experiments using the concept of Blackwell-sufficiency. In particular, we show a monotonicity result for the expected information of Poisson experiments. As an application to economics we consider the introduction of new production technologies. 
Intellectual Contribution:
Discipline-based Research 
Journal title:
Journal of the Australian Mathematical Society, Series B 
Year:
1995 
Journal volume:
36 
Journal issue:
Pages contribution:
389-398 
Language:
en 
Key publication:
Nein 
Peer reviewed:
Ja 
International:
Ja 
Book review:
Nein 
Commissioned:
not commissioned 
Professional Journal:
Nein 
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