My Favorite One-Liners: Part 100

In this series, I’m compiling some of the quips and one-liners that I’ll use with my students to hopefully make my lessons more memorable for them.

Today’s quip is one that I’ll use surprisingly often:

If you ever meet a mathematician at a bar, ask him or her, “What is your favorite application of the Cauchy-Schwartz inequality?”

The point is that the Cauchy-Schwartz inequality arises surprisingly often in the undergraduate mathematics curriculum, and so I make a point to highlight it when I use it. For example, off the top of my head:

1. In trigonometry, the Cauchy-Schwartz inequality states that

|{\bf u} \cdot {\bf v}| \le \; \parallel \!\! {\bf u} \!\! \parallel \cdot \parallel \!\! {\bf v} \!\! \parallel

for all vectors {\bf u} and {\bf v}. Consequently,

-1 \le \displaystyle \frac{ {\bf u} \cdot {\bf v} } {\parallel \!\! {\bf u} \!\! \parallel \cdot \parallel \!\! {\bf v} \!\! \parallel} \le 1,

which means that the angle

\theta = \cos^{-1} \left( \displaystyle \frac{ {\bf u} \cdot {\bf v} } {\parallel \!\! {\bf u} \!\! \parallel \cdot \parallel \!\! {\bf v} \!\! \parallel} \right)

is defined. This is the measure of the angle between the two vectors {\bf u} and {\bf v}.

2. In probability and statistics, the standard deviation of a random variable X is defined as

\hbox{SD}(X) = \sqrt{E(X^2) - [E(X)]^2}.

The Cauchy-Schwartz inequality assures that the quantity under the square root is nonnegative, so that the standard deviation is actually defined. Also, the Cauchy-Schwartz inequality can be used to show that \hbox{SD}(X) = 0 implies that X is a constant almost surely.

3. Also in probability and statistics, the correlation between two random variables X and Y must satisfy

-1 \le \hbox{Corr}(X,Y) \le 1.

Furthermore, if \hbox{Corr}(X,Y)=1, then Y= aX +b for some constants a and b, where a > 0. On the other hand, if \hbox{Corr}(X,Y)=-1, if \hbox{Corr}(X,Y)=1, then Y= aX +b for some constants a and b, where a < 0.

Since I’m a mathematician, I guess my favorite application of the Cauchy-Schwartz inequality appears in my first professional article, where the inequality was used to confirm some new bounds that I derived with my graduate adviser.

2 thoughts on “My Favorite One-Liners: Part 100

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

This site uses Akismet to reduce spam. Learn how your comment data is processed.