lemma 11.63 Cauchy–Schwarz for random variables

open in the book · parts/02-mathematical-methods/09-probability-statistics.tex:1797 · p. 392

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lemma 11.63: Cauchy–Schwarz for random variables11.63definition 11.11: Covariance and correlation11.11definition 11.6: Moments, variance, standard deviation11.6corollary 11.15: Bounds on the correlation coefficient11.15corollary 11.65: When the bound is attained11.65lemma A.199: The standardised third moment is at least oneA.199theorem 11.64: Cramér–Rao inequality11.64proof : ch:09-probability-statistics@proof-24proofproposition 11.5: Transfer, linearity, monotonicity11.5definition 11.16: Sample mean, variance and correlation11.16proposition 11.12: Bilinearity11.12example 11.18: Three standard discrete distributions11.18lemma 11.50: Markov and Chebyshev inequalities11.50proposition 11.7: Variance identity11.7proof : ch:09-probability-statistics@proof-7proofproof : ch:09-probability-statistics@proof-26prooflemma A.200: Transform estimateA.200proof : app:A-long-proofs@proof-123proofdefinition 11.60: Score and Fisher information11.60definition 11.59: Regularity conditions11.59lemma 11.61: Score identities11.61example 11.62: Information in a counting experiment11.62proof : ch:09-probability-statistics@proof-25proof

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typedirectionnode provenancewhere
depends_on Covariance and correlation declared parts/02-mathematical-methods/09-probability-statistics.tex:1806
depends_on Moments, variance, standard deviation declared parts/02-mathematical-methods/09-probability-statistics.tex:1806
depends_on Bounds on the correlation coefficient declared parts/02-mathematical-methods/09-probability-statistics.tex:407
depends_on When the bound is attained declared parts/02-mathematical-methods/09-probability-statistics.tex:1892
depends_on The standardised third moment is at least one declared appendices/A-long-proofs.tex:10139
depends_on Cramér–Rao inequality declared parts/02-mathematical-methods/09-probability-statistics.tex:1849
proves ch:09-probability-statistics@proof-24 declared parts/02-mathematical-methods/09-probability-statistics.tex:1809