The useful Paley-Zygmund inequality
This is post #3 in the series about the “Useful Inequalities” cheat-sheet. Today’s inequality: The Paley-Zygmund inequality. A large portion of probability theory involves showing that random variables behave “nicely”, which often means “show that a random variable is not too far away from its mean”, or at least “show that is not too large”. … More The useful Paley-Zygmund inequality