Finish the proof of Theorem 12.5.2 by showing V ar n i=1 jNi Xi X j
Question:
Finish the proof of Theorem 12.5.2 by showing V ar
⎛
⎝n i=1 j∈Ni Xi X j
⎞
⎠ ≤ 14D3n i=1 E(|Xi|
4
) .
Hint: Use the arithmetic–geometric mean inequality.
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Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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