Question: Recall from Example 3.14 in the notes that if X then Mx(s) Now, show directly that > esE(X) for all s 0 (as Jensen's

Recall from Example 3.14 in the notes that if X then Mx(s)

Recall from Example 3.14 in the notes that if X then Mx(s) Now, show directly that > esE(X) for all s 0 (as Jensen's inequality requires, since esr is a conlvex function). Hint: prove and use an appropriate lower bound for the function es Is.

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