Let (μ,Ω) be a probability measure space. We consider the so-called ‘Jensen gap’ J(φ,μ,f)=∫ Ω φ(f(s))dμ(s)−φ(∫ Ω f(s)dμ(s)) for some classes of functions φ. Several new estimates and equalities are derived and compared with other results of this type. Especially the case when φ has a Taylor expansion is treated and the corresponding discrete results are pointed out.
Validerad; 2016; Nivå 2; 20160211 (andbra)