Sufficiency and Jensen's inequality for conditional expectations (Q909371)
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scientific article; zbMATH DE number 4137173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sufficiency and Jensen's inequality for conditional expectations |
scientific article; zbMATH DE number 4137173 |
Statements
Sufficiency and Jensen's inequality for conditional expectations (English)
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1988
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finite sets of probability measures
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positively homogeneous convex functions
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equality in Jensen's inequality
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conditional expectations
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characterizations of sufficiency
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f-divergence
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optimal solutions of a Bayesian decision problem
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