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Inequalities of the Jensen and Edmundson–Lah– Ribarič Type for Positive Linear Functionals with Applications

In this paper we derive some Jensen and Edmundson-Lah-Ribaric type inequalities for positive linear functionals without the assumption about the convexity of the functions that are involved. General results are then applied to generalized f-divergence functional. Examples with Zipf's law and Zipf-Mandelbrot law are given.

Jensen inequality ; Edmundson-Lah-Ribaric inequality ; f-divergence ; Kullback-Leibler divergence ; Zipf-Mandelbrot law

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