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Such inequalities are of importance in several fields, including communication complexity (e.g., in proofs of the gap Hamming problem [13]) and graph theory. [14] An interesting anti-concentration inequality for weighted sums of independent Rademacher random variables can be obtained using the Paley–Zygmund and the Khintchine inequalities. [15]
Bennett's inequality, an upper bound on the probability that the sum of independent random variables deviates from its expected value by more than any specified amount Bhatia–Davis inequality , an upper bound on the variance of any bounded probability distribution
The special case p = q = 2 gives a form of the Cauchy–Schwarz inequality. [1] Hölder's inequality holds even if ‖ fg ‖ 1 is infinite, the right-hand side also being infinite in that case. Conversely, if f is in L p (μ) and g is in L q (μ), then the pointwise product fg is in L 1 (μ).
An inequality is said to be sharp if it cannot be relaxed and still be valid in general. Formally, a universally quantified inequality φ is called sharp if, for every valid universally quantified inequality ψ, if ψ ⇒ φ holds, then ψ ⇔ φ also holds. For instance, the inequality ∀a ∈ R. a 2 ≥ 0 is sharp, whereas the inequality ∀ ...
where , is the inner product.Examples of inner products include the real and complex dot product; see the examples in inner product.Every inner product gives rise to a Euclidean norm, called the canonical or induced norm, where the norm of a vector is denoted and defined by ‖ ‖:= , , where , is always a non-negative real number (even if the inner product is complex-valued).
Proof [2]. Since + =, =. A graph = on the -plane is thus also a graph =. From sketching a visual representation of the integrals of the area between this curve and the axes, and the area in the rectangle bounded by the lines =, =, =, =, and the fact that is always increasing for increasing and vice versa, we can see that upper bounds the area of the rectangle below the curve (with equality ...
This inequality follows by applying the usual Paley-Zygmund inequality to the conditional distribution of Z given that it is positive and noting that the various factors of (>) cancel. Both this inequality and the usual Paley-Zygmund inequality also admit L p {\displaystyle L^{p}} versions: [ 1 ] If Z is a non-negative random variable and p ...
The inequalities above follow from the case where F corresponds to be the uniform distribution on [0,1] [6] as F n has the same distributions as G n (F) where G n is the empirical distribution of U 1, U 2, …, U n where these are independent and Uniform(0,1), and noting that