Using the Cauchy-Schwarz inequality, show that for any two random variables X and Y |(X,Y)| 1.
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Using the Cauchy-Schwarz inequality, show that for any two random variables X and Y |ρ(X,Y)| ≤ 1.
Also, |ρ(X,Y )| = 1 if and only if Y = aX +b for some constants a, b ∈ R.
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Let U which implies X EX ox Then EU EV 0 and VarU VarV 1 Using the CauchySchwarz ...View the full answer
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Related Book For
Introduction To Probability Statistics And Random Processes
ISBN: 9780990637202
1st Edition
Authors: Hossein Pishro-Nik
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