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Topic: Jensen's Inequality
Replies: 1   Last Post: Jun 17, 1996 1:27 PM

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Joe Yarmus

Posts: 2
Registered: 12/18/04
Jensen's Inequality
Posted: Jun 17, 1996 10:08 AM
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In Bayesian Data Analysis, Gelman, Carlin, Stern and Rubin pp.299
mention is made of Jensen's Inequality to be used in a derivation of the
monotone convergence of the EM algorithm. Can someone cite a reference
for the Inequality? Thanks,

-joe yarmus

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