On Sharp Jensen's Inequality and Some Unusual Applications
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Publication:3006265
DOI10.1080/03610920903580988zbMath1304.60026OpenAlexW1985370657MaRDI QIDQ3006265
Publication date: 10 June 2011
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920903580988
Asymptotic properties of parametric estimators (62F12) Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17) Sequential estimation (62L12)
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Bounds for the Jensen gap in terms of power means with applications ⋮ Stirling's formula for gamma functions, bounds for ratios of gamma functions, beta functions and percentiles of a studentized sample mean: a synthesis with new results ⋮ A new approach for the derivation of bounds for the Jensen difference ⋮ How sharp is the Jensen inequality? ⋮ An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions
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