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