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تسجيل مستخدم جديدSharpening Jensens Inequality
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This paper proposes a new sharpened version of the Jensens inequality. The proposed new bound is simple and insightful, is broadly applicable by imposing minimum assumptions, and provides fairly accurate result in spite of its simple form. Applications to the moment generating function, power mean inequalities, and Rao-Blackwell estimation are presented. This presentation can be incorporated in any calculus-based statistical course.
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