Question: Establish the following generalized version of Theorem 2 (The Holder inequality). Namely, show that for any n (( 2) r.v.s X1,...., Xn and any positive

Establish the following generalized version of Theorem 2 (The Holder inequality). Namely, show that for any n (( 2) r.v.s X1,...., Xn and any positive numbers r1, ...., rn with n/r1 + ... + 1/rn = 1, it holds that

E|X1...X,| < & \XI..&,'".

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