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Hölder’s identity

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  • Brinda, W.D.
  • Klusowski, Jason M.
  • Yang, Dana

Abstract

We clarify that Hölder’s inequality can be stated more generally than is often realized. This is an immediate consequence of an analogous information-theoretic identity which we call Hölder’s identity. We also explain Andrew R. Barron’s original use of the identity.

Suggested Citation

  • Brinda, W.D. & Klusowski, Jason M. & Yang, Dana, 2019. "Hölder’s identity," Statistics & Probability Letters, Elsevier, vol. 148(C), pages 150-154.
    • Handle: RePEc:eee:stapro:v:148:y:2019:i:c:p:150-154
    DOI: 10.1016/j.spl.2019.01.008
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    References listed on IDEAS

    as
    1. Perlman, Michael D., 1974. "Jensen's inequality for a convex vector-valued function on an infinite-dimensional space," Journal of Multivariate Analysis, Elsevier, vol. 4(1), pages 52-65, March.
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