Timeline for Is there a tight lower bound for the expectation of the product of two positive valued random variables?
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Apr 8, 2019 at 11:28 | vote | accept | Samrat Mukhopadhyay | ||
| Apr 8, 2019 at 2:05 | history | edited | Iosif Pinelis |
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| Apr 8, 2019 at 2:02 | answer | added | Iosif Pinelis | timeline score: 4 | |
| Apr 7, 2019 at 11:07 | comment | added | Mark L. Stone | "I want the lower bound to be at least non-negative and to be equal to $\mu_{x^2}$ when X=Y" I interpret X=Y as meaning that $X=Y$ in distribution, because, you are assuming no knowledge of the dependency between $X$ and $Y$, so you can not also assume $X=Y$ a.s. Given that interpretation, why would the quoted statement be true? For instance, let $X = 1$ or $3$, w.p. $1/2, 1/2$. Then $EX^2 = 9/2$. Then $Y = 4 - X$ has the same distribution as $X$, but $E(XY) = 3 \ne E(X^2)$. | |
| Apr 7, 2019 at 4:51 | comment | added | Samrat Mukhopadhyay | I want the lower bound to be at least non-negative and to be equal to $\mu_{X^2}$ when $X=Y$. | |
| Apr 7, 2019 at 1:39 | comment | added | Iosif Pinelis | In what terms do you want the tight lower to be? | |
| Apr 6, 2019 at 8:55 | history | asked | Samrat Mukhopadhyay | CC BY-SA 4.0 |