This paper is concerned with the determination of tight lower and upper bounds on the expectation of a convex function of a random variable. The classic bounds are those of Jensen and ...

The Annals of Probability, Vol. 36, No. 1 (Jan., 2008), pp. 143-159 (17 pages) It is shown that functions defined on {0, 1,..., r - 1}ⁿ satisfying certain conditions of bounded differences that ...