lemma 11.63 Cauchy–Schwarz for random variables
open in the book ·
parts/02-mathematical-methods/09-probability-statistics.tex:1797
· p. 392
Rests on
-
depends_on
definition 11.11
Covariance and correlation
¶
-
depends_on
definition 11.6
Moments, variance, standard deviation
¶
-
depends_on
proposition 11.5
Transfer, linearity, monotonicity
¶
-
depends_on
definition 11.4
Expectation
¶
- depends_on definition 7.45 Series ¶
- depends_on definition 11.3 Discrete random variable ¶
-
depends_on
proposition 11.2
Elementary rules
¶
- depends_on definition 11.1 Discrete probability space ¶
- proves proof ch:09-probability-statistics@proof-1 ¶
- proves proof ch:09-probability-statistics@proof-2 ¶
-
depends_on
definition 11.4
Expectation
¶
-
depends_on
proposition 11.5
Transfer, linearity, monotonicity
¶
- depends_on proposition 11.5 Transfer, linearity, monotonicity ¶ ↺
-
depends_on
definition 11.6
Moments, variance, standard deviation
¶
- depends_on definition 11.6 Moments, variance, standard deviation ¶ ↺
- proves proof ch:09-probability-statistics@proof-24 ¶
Supports
- depends_on corollary 11.15 Bounds on the correlation coefficient ¶
- depends_on corollary 11.65 When the bound is attained ¶
-
depends_on
lemma A.199
The standardised third moment is at least
one
¶
- depends_on lemma A.200 Transform estimate ¶
-
depends_on
theorem 11.64
Cramér–Rao inequality
¶
- depends_on corollary 11.65 When the bound is attained ¶ ↺
- depends_on example 11.62 Information in a counting experiment ¶
Neighborhood
Every logical edge within two steps of this node.
- declared and complete
- partly declared
- a check failed
- not graded
- declared in the source
- inferred from structure
Edges
| type | direction | node | provenance | where |
|---|---|---|---|---|
depends_on |
→ | Covariance and correlation | declared | parts/02-mathematical-methods/09-probability-statistics.tex:1806 |
depends_on |
→ | Moments, variance, standard deviation | declared | parts/02-mathematical-methods/09-probability-statistics.tex:1806 |
depends_on |
← | Bounds on the correlation coefficient | declared | parts/02-mathematical-methods/09-probability-statistics.tex:407 |
depends_on |
← | When the bound is attained | declared | parts/02-mathematical-methods/09-probability-statistics.tex:1892 |
depends_on |
← | The standardised third moment is at least one | declared | appendices/A-long-proofs.tex:10139 |
depends_on |
← | Cramér–Rao inequality | declared | parts/02-mathematical-methods/09-probability-statistics.tex:1849 |
proves |
← | ch:09-probability-statistics@proof-24 | declared | parts/02-mathematical-methods/09-probability-statistics.tex:1809 |