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I am trying to show that

$$ \left(\sqrt{1-p}-\sqrt{1-q}\right)^2+\left(\sqrt{p}-\sqrt{q}\right)^2\leq \left(\frac{1}{p}+\frac{1}{1-p}\right) (p-q)^2 $$ for $0<p<1, 0<q<1$.

If you check this in Mathematica, it simply says this is True. But I cannot think any well-known inequality to apply here.

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1 Answers1

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$(\sqrt {1-p} -\sqrt {1-q})^{2}=\frac {(p-q)^{2}} {(\sqrt {(1-p)}+\sqrt {1-q})^{2}}\leq \frac {(p-q)^{2}} {1-p}$. Similarly the second term does not exceed $\frac {(p-q)^{2}} p$. Just add these two inequalitities.