Sharp global bounds for Jensen's inequality (Q658388)

Jensen's discrete inequality says that, for a convex function \(f: I\to\mathbb{R}\) one has \[ 0\leq J_f(p,x)= \sum p_if(x_i)- f(\sum p_i x_i) \] for \(x_i\in I\) and \(p_i> 0\), \(\sum p_i= 1\). Let \(I= [a,b]\). The author proves that \(J= J_f(p,x)\leq f(a)+ f(b)- 2f({a+b\over 2})\) and \(J\leq \max_{p> 0}\{pf(a)+ qf(b)- f(pa+ qb)\}\), with \(p+q= 1\). These are more general and stronger than certain previous known results. Applications in the Theory of means and Information theory are pointed out, too.