作者a016258 (上善若水)
看板Grad-ProbAsk
标题Re: [商管] [机率]-期望值问题
时间Wed Jan 6 00:25:42 2010
f(x) = xlogx is convex on (0,2)
E(x) ≧ 0
E[X logX] ≧ f ( E(x) ) ≧ 0
※ 引述《gather28 (听不到)》之铭言：
: Without evaluating the expectation, show that if X~U[0,2] ,then E[X logX] ≧0.
: 急需解答, 请问这题怎麽解? 谢谢
--
※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 114.42.184.9
1F：推 gather28:本来是Jensen's inequality右式不知如何着手 太感谢了~ 01/06 01:20