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Math Help - covariance inequality

  1. #1
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    covariance inequality

    Show that Cov(X,Y)^{2} \le Var(X)Var(Y)

    It seems like it should be simple enough but I can't seem to get anywhere. I've expanded it all in terms of expected values but it doesn't seem immediately obvious how to prove the inequality.
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  2. #2
    MHF Contributor
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    Cauchy-Schwartz Inequality
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  3. #3
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    Ah, I had no idea it applied to expectation. Thanks.
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