There are three convexly decreasing functions $\mathbb{R^+}\rightarrow \mathbb{R^+}$. $f,g $ and $h$. I'm wondering whether it's true that
$E[f(x)^2]E[g(x)h(x)]<E[f(x)g(x)](1+E[f(x)h(x)])$
for an arbitrary probability distribution.
There are three convexly decreasing functions $\mathbb{R^+}\rightarrow \mathbb{R^+}$. $f,g $ and $h$. I'm wondering whether it's true that
$E[f(x)^2]E[g(x)h(x)]<E[f(x)g(x)](1+E[f(x)h(x)])$
for an arbitrary probability distribution.
No, here is a counter-example. Let $X$ be uniform over $[0,1]$. For $x \geq 0$ define:
\begin{align} &f(x) = \frac{1}{x+0.01} \\ &g(x) = h(x) = e^{-x} \end{align}
Then: \begin{align} &E[f(X)^2] = \int_0^1 \left(\frac{1}{x+.01}\right)^2dx \approx 99.0099 \\ &E[f(X)g(X)] = E[f(X)h(X)] = \int_0^1 \frac{e^{-x}}{x+.01} dx \approx 3.8606 \\ &E[g(X)h(X)] = \int_0^1 e^{-2x}dx \approx 0.43233 \end{align}
So: $$ E[f(X)^2]E[g(X)h(X)] \approx 42.8 > 18.76 \approx E[f(X)g(X)](1+E[f(X)h(X)])$$