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for questions involving inequalities, upper and lower bounds.
6
votes
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answer
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views
Variance of the norm of a random variable under finite-moment assumptions
There is the following exercise in Vershynin's book on High-Dimensional Probability.
Exercise 3.1.6:
Let $X = (X_1, \dots, X_n) \in \mathbb{R}^n$ be a random vector with independent coordinates $X_i$ …