Lecture

Inequalities: Cauchy-Schwarz, Jensen, Chebyshev

In course

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Description

This lecture covers the Cauchy-Schwarz inequality for square-integrable random variables, the proof involving a specific mapping function, Jensen's inequality for Borel-measurable functions, and the Chebyshev-Markov inequality with applications to random variables.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_nyfe6bzs

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Ontological neighbourhood

Mathematics

Analysis: Measure theory

Statistics

Statistical inference: Mathematical statistics

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