Question: Q*: When do we have equality in Jensen's inequality? a) Assume the following a differentiable function f is a strictly concave up function on


Q*: When do we have equality in Jensen's inequality? a) Assume the

Q*: When do we have equality in Jensen's inequality? a) Assume the following a differentiable function f is a strictly concave up function on an interval [a, b]. That is, for each xo [a, b], f(x) (x0) + '(xo)(x xo)holds for every x [a, b] and the equality holds only when = 0. Now, for a finite set I, {Pi}ieI, {i}iI with 0

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A a For equality to hold in Jensens inequality we must have that all of the uis are equal ie u1 ... View full answer

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