00:01
Here we are going to use jensen's inequality, which states that if g from a, b to r is integrable, phi from r to r is convex, then phi of 1 over b minus a integral from a to b, g of x dx, dx, it is less than or equal to 1 over b minus a integral from a to b phi of g of x dx.
01:04
So it means that if we take average and apply phi, it will be less than or equal to take, apply phi and and take average.
01:16
So now we let g to be log f and phi to be e to the y.
01:39
Then we will have left hand side of the jensen's inequality.
01:45
Here a, b is 0 and 1.
01:48
So the 1 over b minus say this term will disappear.
01:53
So e to the integral from 0 to 1 g of x which is log f of x dx.
02:06
This is less than or equal to integral from 0 to 1 e to the g of x which is log f of x dx.
02:25
So this is integral from 0 to 1 f dx...