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Jensen's Inequality
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#Probability
www.probabilitycourse.com
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Remember that variance of every random variable X is a positive value
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10-K Diver
@10kdiver
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Apr 8, 2022
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If you want to learn more, I suggest reading about Jensen’s Inequality and the Kelly Criterion. Both can illustrate why the two maximizations lead to different optimal solutions. Jensen: [link] Kelly: