Timeline for Upper bound on expectation value of the product of two random variables [closed]
Current License: CC BY-SA 3.0
11 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 8, 2012 at 16:04 | history | closed |
Yemon Choi Qiaochu Yuan Andrés E. Caicedo Will Jagy Bill Johnson |
not a real question | |
| Oct 8, 2012 at 12:41 | answer | added | Arturo Erdely | timeline score: 3 | |
| Oct 8, 2012 at 3:52 | comment | added | Yemon Choi | I still think, though, that the question should have included at least some examples of the kinds of distribution that the OP had in mind | |
| Oct 8, 2012 at 3:51 | comment | added | Yemon Choi | Downvote rescinded in view of Anthony Quas's comments and answer | |
| Oct 8, 2012 at 3:22 | answer | added | Anthony Quas | timeline score: 7 | |
| Oct 8, 2012 at 3:07 | comment | added | Anthony Quas | C-S is sharp if all that you know are the second moments. Here we've got far more information: the entire distribution of the random variables. | |
| Oct 8, 2012 at 3:04 | comment | added | Anthony Quas | Why the down-votes? I don't think that C-S is sharp for this situation. If you assume that they are non-negative valued, the sharp upper bound is obtained when the variables are monotonically coupled. I'll post a formula for this in a few minutes. | |
| Oct 8, 2012 at 1:42 | comment | added | Yemon Choi | Well if it gives you a poor bound for your problem, you need to specify more details. The Cauchy-Schwarz inequality is sharp | |
| Oct 8, 2012 at 1:01 | history | edited | James | CC BY-SA 3.0 |
added 135 characters in body
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| Oct 8, 2012 at 0:22 | comment | added | Yemon Choi | Cauchy-Schwarz? | |
| Oct 8, 2012 at 0:19 | history | asked | James | CC BY-SA 3.0 |