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2021数学简单derivationshort

Jensen Direction for a Utilization Penalty 1

题目

Randomizing a schedule changes the expected nonlinear penalty, not just the mean utilization. Let phi(q)=q/(1-q) on 0<=q<1. If Q is random with E[Q]=m, is E[phi(Q)] at least phi(E[Q]) or at most phi(E[Q])?

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