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Note that if g is a concave function, then the inequality will be reversed, ie, Eg(X) ≤ g(E(X)) This result is readily applicable to many commonly used functions Example 6 Use Jensen's inequality to answer the following questions0 0 1 2 3 / 4 * $ * 5 3 & 0 1 23 4 5 6 7 8 9 5 ;X = M 10 Y = C I G X – M in equilibrium Y = 075(Y – 02Y) 50 10 = 100 075(08Y) Y = 100 06Y 04Y = 100 Y = 250 (c) S = Savings function w/ respect to output = 100 02Y T = Net Taxes = 50 G = Government Spending = 100 I = Investment Spending = 175 M – X = 125 Solve for Y first, we know S = 100 02Y = 90
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