Jensen's Inequality
If $X$ is a random variable and $\phi$ is a # convex function, then
\[ \mathbb{E}[\phi(X)] \geq \phi(\mathbb{E}(X)) \]
See the simple proof on ROAM_REF.
If $X$ is a random variable and $\phi$ is a # convex function, then
\[ \mathbb{E}[\phi(X)] \geq \phi(\mathbb{E}(X)) \]
See the simple proof on ROAM_REF.