Jensen's inequality for medians

Milan Merkle

Statistics & Probability Letters, 2005, vol. 71, issue 3, 277-281

Abstract: We prove an analogue of Jensen's inequality, with medians instead of means. A novel definition of a median is given, which allows a natural extension to higher dimensions.

Keywords: Median; Probability; distribution; Jensen's; inequality; Multivariate; median (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (2)

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