(a) Let X and Y be random variables with finite variances. Show that [cov (X,Y)]2 ≤ var (X) var (Y). (b) Let X and Y be

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A Let X And Y Be Random Variables With Finite Variances Show That Cov X Y 2 Var X Var Y B Let X And Y Be 1 (33.25 KiB) Viewed 92 times

(a) Let X and Y be random variables with finite variances. Show that [cov (X,Y)]2 ≤ var (X) var (Y). (b) Let X and Y be random variables with mean 0, variance 1, and covariance p. Show that E (max{X², Y²}) ≤ 1+√1-p².