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Title:

A New Form of Jensen's Inequality and its Application to Statistical Experiments

Document type:
Zeitschriftenaufsatz
Author(s):
Nonnenmacher, D., F., J.; Zagst, R.
Non-TUM Co-author(s):
ja
Cooperation:
national
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:
4
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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