This paper contains a link between Probability Proportional to Size (PPS) sampling and interpolations of the classical Jensen inequality. We show that these interpolating inequalities are, in fact, special cases of the conditional Jensen inequality when applied over an appropriate probability space.
On Maligranda's Generalization of Jensen's Inequality
✍ Scribed by Josip E. Pečarić; Darko Veljan
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 102 KB
- Volume
- 200
- Category
- Article
- ISSN
- 0022-247X
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✦ Synopsis
Using some results of Maligranda, we obtain a generalization of the well known Jensen's inequality which is also a common generalization of inequalities of Holder änd Minkowski.
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