Lemma 1, p. 56 — variant of Jensen's inequality: 𝔼[max{X + φ(X), 0}] ≥ 𝔼[max{𝔼X + φ(X), 0}]

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Lemma 1, p. 56 — variant of Jensen's inequality: 𝔼[max{X + φ(X), 0}] ≥ 𝔼[max{𝔼X + φ(X), 0}] · Prove2Me