Sufficiency and Jensen's inequality for conditional expectations

DOI10.1007/BF00049428zbMath0694.62004MaRDI QIDQ909371

Dieter Mussmann

Publication date: 1988

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

conditional expectationsf-divergencecharacterizations of sufficiencyequality in Jensen's inequalityfinite sets of probability measuresoptimal solutions of a Bayesian decision problempositively homogeneous convex functions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sufficient statistics and fields (62B05)

Related Items (1)

Mean absolute deviations of sample means and minimally concentrated binomials

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multifunctions of faces for conditional expectations of selectors and Jensen's inequality
• Convexity and conditional expectations
• A characterization of sufficiency by power functions
• A Note on Convexity in Euclidean n-Space
• Statistical Isomorphism

This page was built for publication: Sufficiency and Jensen's inequality for conditional expectations