PDF Chapter 4 Variances and covariances - Yale University Inequality for Expected Value of Product - Mathematics Stack Exchange Theorem 2.2. PDF Chapter 3: Expectation and Variance - Auckland Let us suppose we have a random variable X and a random variable Y = ( X) for some function . An Inequality for expectation of means of positive random variables Rio-type Inequality for The Expectation of Products of Random Variables ... If X and Y are independent random variables, then An Inequality for expectation of means of positive random variables For a real-valued random variable X, its expectation E[X] (sometimes just EX) . Let X 1;:::;X n be any nite collection of discrete random variables and let X= P n i=1 X i. Abstract We develop an inequality for the expectation of a product of n random variables gener-alizing the recent work of Dedecker and Doukhan (2003) and the earlier results of Rio (1993). We say that the random variable x is (a version of) Rio-type inequality for the expectation of products of random variables Received 26 July 2004 W e develop an inequality for the expectation of a product of n random variables gener- alizing the recent work of Dedecker and Doukhan (2003) and the earlier results of Rio. expectation of product of random variables It provides the closest approximation to a random variable Xif we restrict to random variables Ymeasurable with respect so some courser sigma algebra. Then, hu,vi = E(XY Taking expectation on both sides, it follows from the linearity of expectation, kX +Yk p 6 2p 1(kXk p + kYk p).