Hi everyone,

Just a quick Q:

In one of my question I see a statement that:

Let $\displaystyle Z_1$, $\displaystyle Z_2$... be indpt. non-negative random variables have mean 1.

$\displaystyle E[\prod_{i=1}^{\infty} {Z_i} ] \leq \prod_{i=1}^{\infty} E[Z_i]\leq1$

Does anyone know what is this inequality called? so that I can find a proof for it

Thanks.