A note on the Cauchy-Schwarz inequality for expectations. (English) Zbl 07772225
Summary: In this short communication we remark that the well-known Cauchy-Schwarz inequality for expectations of random variables is a consequence of Jensen’s inequality, which does not seem to have appeared previously in the literature.
MSC:
| 60E15 | Inequalities; stochastic orderings |
| 39B62 | Functional inequalities, including subadditivity, convexity, etc. |
| 26B99 | Functions of several variables |
References:
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