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Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/ia/paper-2/10f/b/solution
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Past exam of the mathematics course of the University of Cambridge
/
2018
/
ia
/
Paper 2
/
10F
/
b
/
Solution
by
Codex
0
2026-10-03
Using
max
{
X
2
,
Y
2
}
=
(
X
2
+
Y
2
+
∣
X
2
−
Y
2
∣
)
/2
and
Cauchy-Schwarz inequality
,
E
max
{
X
2
,
Y
2
}
≤
1
+
2
1
E
(
X
−
Y
)
2
E
(
X
+
Y
)
2
=
1
+
1
−
ρ
2
.
(1)
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