|Title:||Jensen's inequality for the Tukey median|
|Abstract:||Jensen's inequality states for a random variable X with values in Rd and existing expectation and for any convex function f : R^d -> R, that f(E(X)) <= E(f(X)). We prove an analogous inequality, where the expectation operator is replaced by the halfspace-median-operator (or Tukey-median-operator).|
|Subject Headings:||Jensen's inequality|
|Appears in Collections:||Sonderforschungsbereich (SFB) 475|
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