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Jensen's inequality for medians

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  • Merkle, Milan

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.

Suggested Citation

  • Merkle, Milan, 2005. "Jensen's inequality for medians," Statistics & Probability Letters, Elsevier, vol. 71(3), pages 277-281, March.
    • Handle: RePEc:eee:stapro:v:71:y:2005:i:3:p:277-281
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    Cited by:

    1. Kwiecien, Robert & Gather, Ursula, 2007. "Jensen's inequality for the Tukey median," Technical Reports 2007,07, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    2. Stephen C. Hora & Benjamin R. Fransen & Natasha Hawkins & Irving Susel, 2013. "Median Aggregation of Distribution Functions," Decision Analysis, INFORMS, vol. 10(4), pages 279-291, December.

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