Proof of Cauchy-Schwarz using Cauchy's inequality As a first step to prove the Cauchy-Schwarz inequality, let...

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Proof of Cauchy-Schwarz using Cauchy's inequality As a first step to prove the Cauchy-Schwarz inequality, let us start by proving Cauchy's inequality Cov(X, Y) ≤ To see this, note that Var(X) + Var(Y) 2 Var(X) + Var(Y)-2. Cov(X, Y) is equal to the expectation of ((X - E[X]) - (Y - E[Y]))². Question for a volunteer: And why is this non-negative? Proof of Cauchy-Schwarz using Cauchy's inequality As a first step to prove the Cauchy-Schwarz inequality, let us start by proving Cauchy's inequality Cov(X, Y) ≤ To see this, note that Var(X) + Var(Y) 2 Var(X) + Var(Y)-2. Cov(X, Y) is equal to the expectation of ((X - E[X]) - (Y - E[Y]))². Question for a volunteer: And why is this non-negative?

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Answer 10 11 12 3 6 pHove Cov X Y Van X Var 4 2 Now as the e... View the full answer