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! style="background: rgb(238, 238, 238) none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;" colspan="2" |  Cauchy-schwarz Inequality
 
! style="background: rgb(238, 238, 238) none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;" colspan="2" |  Cauchy-schwarz Inequality
 
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| align="right" style="padding-right: 1em;" | Uniform random variable over (a,b)
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| <math> \vert a_1b_1 + a_2b_2 + \cdots + a_nb_n \vert ^2 \leqq \left ( \vert a_1 \vert ^2 + \vert a_2 \vert ^2 + \cdots + \vert a_n \vert ^2 \right ) \left ( \vert b_1 \vert ^2 + \vert b_2 \vert ^2 + \cdots + \vert b_n \vert ^2 \right )</math>  
| <math>\,E[X] = \frac{a+b}{2},\ \ Var(X) = \frac{(b-a)^2}{12}\,</math>  
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| align="right" style="padding-right: 1em;" | Gaussian random variable with parameter <math>\mu \mbox{ and } \sigma^2</math>
 
| align="right" style="padding-right: 1em;" | Gaussian random variable with parameter <math>\mu \mbox{ and } \sigma^2</math>

Revision as of 07:02, 25 November 2010

Inequalities
Triangular Inequalities
$ \vert a_1 \vert - \vert a_2 \vert \leqq \vert a_1 +a_2 \vert \leqq \vert a_1 \vert + \vert a_2 \vert $
$ \vert a_1 + a_2 + \cdots + a_n \vert \leqq \vert a_1 \vert + \vert a_2 \vert + \cdots + \vert a_n \vert $
Cauchy-schwarz Inequality
$ \vert a_1b_1 + a_2b_2 + \cdots + a_nb_n \vert ^2 \leqq \left ( \vert a_1 \vert ^2 + \vert a_2 \vert ^2 + \cdots + \vert a_n \vert ^2 \right ) \left ( \vert b_1 \vert ^2 + \vert b_2 \vert ^2 + \cdots + \vert b_n \vert ^2 \right ) $
Gaussian random variable with parameter $ \mu \mbox{ and } \sigma^2 $ $ \,E[X] = \mu,\ \ Var(X) = \sigma^2\, $
Exponential random variable with parameter $ \lambda $ $ \,E[X] = \frac{1}{\lambda},\ \ Var(X) = \frac{1}{\lambda^2}\, $
Inequalities Involving Arithmetic, Geometric and Harmonic
Holder Inequality
Tchebytchev Inequality
Minkowski Inequality
Cauchy-schwarz Inequality for Integrals
Holder Inequality for Integrals
Minkowski Inequality for Integrals

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