Refining the integral Jensen inequality for finite signed measures using majorization

Abstract

Among inequalities that use the concept of convexity, Jensen-type inequalities and majorization-type inequalities are significant and fundamental. An important and widely researched area in the study of Jensen-type inequalities is the refinement of such inequalities. In this paper, we provide a general method for refining the integral Jensen inequality for finite signed measures using integral majorization inequalities. Under the conditions considered in the paper, the results are unique, and even for measures, they give a new approach. We also provide interesting specific refinements, some of which relate to Jensen–Steffensen’s inequality. A new and extended version of this inequality is also obtained in the paper.