Question: Show that r 2 defined in (3.5.5) ranges between 0 and 1. You may use the CauchySchwarz inequality, which states that for any random variables

Show that r² defined in (3.5.5) ranges between 0 and 1. You may use the Cauchy–Schwarz inequality, which states that for any random variables X and Y the following relationship holds true:

[E (XY)]² ≤ E(X²) E(Y²)]

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