AN INEQUALITY FOR CONVEX FUNCTIONS INVOLVING MAJORIZATION.
Abstract
A simple inequality involving expectations of convex functions and the notion of majorization is derived. Although the result is easily obtained, it yields as special cases Karamata's Inequality, Muirhead's Theorem, and several new theorems. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1964
- Accession Number
- AD0604251
Entities
People
- Albert W. Marshall
- Frank Proschan
Organizations
- Boeing