Cauchy-Schwartz Inequality

Author

John Robin Inston

Published

September 25, 2026

0.1 Cauchy-Schwartz Inequality

The Cauchy-Schwartz inequality is derived directly from Hölder's Inequality with values \(Y=1\) and \(p=2\) and specifically states \[\mathbb{E}|X|\leq (\mathbb{E}|X|^2)^{1/2}.\]

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