假设f(x)是concave increasing function.
现在有两个random variables, Y and Z.
Y only takes two values at y_1 and y_2.
Z also only takes two values at z_1 and z_2.
并且1) y_1 < z_1 < y_2 < z_2; 2) E[Y] = E[Z] and 3) Var[Y] = Var[Z].
下面的不等式是否成立呢？
E[f(Z)] >= E[f(Y)]
谢谢。
