Quote:
Originally Posted by alexmahone If  are real numbers such that  ;
prove that  |
Lemma: for any
Proof: after simplifying the inequality becomes:

for a fixed

the quadratic function

is convex. hence it attains its maximum at end
points, i.e.

or

now

because

also:

because
now we may assume that

let

then:
since

by
Chebyshev's inequality we have:

thus:
since

we get:

by the
Lemma. this proves the upper bound.
proving the lower bound is much easier: since

applying the second part of Chebyshev's inequality to

and this fact that

whenever

gives us: