Yau Contest

Yesterday I heard this problem from another graduate here. And I made a complicated method to solve that. Not following the hint given in the contest.

Problem: If X and Y are i.i.d random variables, then we have

E[|X+Y|]\ge E[|X|].

This is the proof for this problem.

This time I did not revert this latex document into html document, because I do have time to do so. : -)


About YiMin

This is just a nerd PhD student of Math@UT Austin.


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