Mathematics · Probability
Let X be a non-negative random variable with expected value E[X] = 1. By applying Jensen's inequality to a convex function, which of the following quantities is necessarily greater than or equal to 1?
- 1E[1/X]✓
- 2E[√X]
- 3(E[cos(X)])2 + (E[sin(X)])2
- 4E[X4]
Correct answer
E[1/X]
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