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The Pearson and Cauchy-Schwarz Inequalities

by David Rose

This article originally appeared in:
College Mathematics Journal
January, 2008

Subject classification(s): Analysis | Functional Analysis | Hilbert Spaces | Statistics and Probability | Data Summary and Presentation | Summary Statistics
Applicable Course(s): 4.11 Advanced Calc I, II, & Real Analysis | 4.12 Advanced Math for Engineering & Physics | 6.1 Probability & Statistics | 7.1 Mathematical Statistics

In this note, the Cauchy-Schwarz inequality is derived from Pearson's inequality. It follows that the two are equivalent.

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