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A self-improvement to the Cauchy–Schwarz inequality

Walker, Stephen G.

Statistics & probability letters, 2017-03, Vol.122, p.86-89 [Periódico revisado por pares]

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Título:
A self-improvement to the Cauchy–Schwarz inequality
Autor: Walker, Stephen G.
Assuntos: Cauchy–Schwarz ; Cramer–Rao inequality ; Wasserstein distance
É parte de: Statistics & probability letters, 2017-03, Vol.122, p.86-89
Descrição: We present a self improvement to the Cauchy–Schwarz inequality, which in the probability case yields [E(XY)]2≤E(X2)E(Y2)−(|E(X)|Var(Y)−|E(Y)|Var(X))2. It is to be noted that the additional term to the inequality only involves the marginal first two moments for X and Y, and not any joint property. We also provide the discrete improvement to the inequality.
Editor: Elsevier B.V
Idioma: Inglês

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