Timeline for Sum of covariance matrix of products of dependent variables
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| Feb 3, 2014 at 8:49 | history | edited | user45947 | CC BY-SA 3.0 |
Added a reformulation of the question.
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| Feb 1, 2014 at 7:34 | answer | added | Bjørn Kjos-Hanssen | timeline score: 1 | |
| S Jan 30, 2014 at 5:17 | history | suggested | gaoxinge | CC BY-SA 3.0 |
little change
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| Jan 30, 2014 at 4:48 | comment | added | gaoxinge | From the assumption, we can get $$\sum_{i\not=j}E(X_iX_j)\leq n(n-1)E(X)^2$$$$\sum_{i\not=j}E(Y_iY_j)\leq n(n-1)E(Y)^2$$And our aim is to $$\sum_{i\not=j}E(X_iX_j)E(Y_iY_j)\leq n(n-1)E(X)^2E(Y)^2$$I think we can consider from $n=2,3$. When $n=2$, it is obviously right. When $n=3$, I have no idea to prove it right or not. | |
| Jan 30, 2014 at 4:19 | review | Suggested edits | |||
| S Jan 30, 2014 at 5:17 | |||||
| Jan 30, 2014 at 1:03 | review | First posts | |||
| Jan 30, 2014 at 1:33 | |||||
| Jan 30, 2014 at 0:46 | history | asked | user45947 | CC BY-SA 3.0 |