Khintchine inequality (or Khintchine’s inequality) is a statistical property formally known as the non-negative skew of variance.
It states that for any two random variables X and Y, the covariance between them is not always positive. This means that, on average, there is more variation in X than in Y. The inequality was first observed by the Russian mathematician Dmitry Khintchine in the early 20th century.
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