Use Hlders inequality (Theorem 4.15 to show the following. (a) E|XY| E(X4) 3/4 E(Y) 1/4 (b) ExaybE
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Use Hölder’s inequality (Theorem 4.15 to show the following.
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(a) E|XY| E(X4) 3/4 E(Y) 1/4 (b) ExaybE (Xa+b)al(a+b) E(|Ya+b)b(a+b)
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