A convex function evaluated at a convex combination of finitely many points is at most the same convex combination of its values.
In the setting of Convex Functions on : Standing Notation, let be convex and let be convex. Let , let , and let be convex weights, so that the convex combination lies in by Convex Combinations: Small Cases, Splitting Off the Last Point, Dropping a Zero Weight, Joining Two Combinations, and Membership in Convex Sets (vi).
Jensen's inequality.
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