24. Prove the Cauchy-Schwarz inequality, namely, that $$ (E[XY])^2 E[X^2]E[Y^2] $$ HINT: Unless Y = -X
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24. Prove the Cauchy-Schwarz inequality, namely, that
$$
(E[XY])^2 ≤ E[X^2]E[Y^2]
$$
HINT: Unless Y = -X for some constant, in which case this inequality holds with equality, if follows that for all ????, 0 ≤ ????[(???? + ????)²] = ????[????²]² + 2????[????????] + ????[????²]
Hence the roots of the quadratic equation ????[????²]² + 2????[????????] + ????[????²] = 0 must be imaginary, which implies that the discriminant of this quadratic equation must be negative.
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