# 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. : -)