Question: Prove Theorem 7.2.20. a. Show that, using (7.2.19), we can write and, since (r+1) is a maximum, When is the inequality and equality? b. Now

Prove Theorem 7.2.20.
a. Show that, using (7.2.19), we can write
Prove Theorem 7.2.20. a. Show that, using (7.2.19), we can write and,

and, since (r+1) is a maximum,

Prove Theorem 7.2.20. a. Show that, using (7.2.19), we can write and,

When is the inequality and equality?
b. Now use Jensen's inequality to show that

Prove Theorem 7.2.20. a. Show that, using (7.2.19), we can write and,

Which together with part (a) proves the theorem.

E [logk(Xlar-+ i ) , y)@r), ] E [log k(XIjr)' y)0 r),y].

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