Generalization and Refinements of Jensen Inequality

We give generalizations and refinements of Jensen and Jensen− Mercer inequalities by using weights which satisfy the conditions of Jensen and Jensen− Steffensen inequalities. We also give some refinements for discrete and integral version of generalized Jensen−Mercer inequality and shown to be an improvement of the upper bound for the Jensen’s difference given in [32]. Applications of our work include new bounds for some important inequalities used in information theory, and generalizing the relations among means.