November 2012
Intermediate to advanced
794 pages
22h 9m
English
book
Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications
by John J. Shynk
Content preview from Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications
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G.9 CAUCHY–SCHWARZ INEQUALITY
The Cauchy–Schwarz inequality for vectors of the same size is
(G.63) 
with equality if and only if x = cy for some nonzero 
. An equivalent inequality is
(G.64) 
The Cauchy–Schwarz inequality for expectations of random variables is given in Appendix F.
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