√ √ √ √ √ √

√1
Useful Inequalities {x2 > 0} v0.36 · August 10, 2021 square root 2 x+1−2 x < x
< x+1− x−1 < 2 x−2 x−1 for x ≥ 1.

x x2 √ x
 n
2  n
 n
 1− 2
− 2
≤ 1−x≤1− 2
for x ≤ 1.
x2i yi2
P P P
Cauchy-Schwarz xi y i ≤
k (n−k+1)k n
nk en k n
nn
i=1 i=1 i=1 max { n


binomial kk
, k!
} ≤ k
≤ k!
≤ k
; k
≤ kk (n−k)n−k
.
n
1 n
1 n
1 √
nk n n
  
≤ n for n ≥ k ≥ 0; √4πn (1 − 8n 1
) ≤ 2n ≤ √4πn (1 − 9n
1
p p p


Minkowski
P
|xi + yi |p ≤
P
|xi |p +
P
|yi |p for p ≥ 1. 4k! k n
).
i=1 i=1 i=1
n1 n2
≤ nk1 +k
+n2 tn
≥ tk n






k1 k2
; k k
for t ≥ 1.
1/p  1/q 1 2
n n n

√
1 1 nH(α)
|xi |p |yi |q π
P P P
|xi yi | ≤ for p, q > 1, + = 1. n
Hölder ≤ G for G = √ 2 , H(x) = − log2 (xx (1−x)1−x ).


p q 2
G ≤ αn
i=1 i=1 i=1 2πnα(1−α)
n o
Pd n
d en d
, 2n


Bernoulli (1 + x)r ≥ 1 + rx for x ≥ −1, r ∈ R \ (0, 1). Reverse for r ∈ [0, 1]. i=0 i ≤ min n + 1, d
for n ≥ d ≥ 1.
(1 + x)r ≤1+ (2r − 1)x for x ∈ [0, 1], r ∈ R \ (0, 1).

2 o
1
Pαn n
n
1−α n
nH(α) , 2n e−2n 2 −α
i=0 i ≤ min 1−2α αn , 2 for α ∈ (0, 12 ).
1
(1 + x)n ≤ 1−nx
for x ∈ [−1, 0], n ∈ N.
n n

√ n n 1/(12n+1)

√ n n 1/12n

n n


rx 1 e ≤ 2πn e ≤ n! ≤ 2πn e ≤ en
(1 + x)r ≤ 1 + 1−(r−1)x
for x ∈ [−1, r−1
), r > 1. Stirling e e e e

(1 + nx)n+1 ≥ (1 + (n + 1)x)n for x ∈ R, n ∈ N. q P 2

x
n
xi )1/n ≤ 1 1
xi 2 ≤
Q P P
x means min xi ≤ ≤( xi ≤ P i ≤ max xi
xy > x+y
for x > 0, y ∈ (0, 1). P −1
xi n n xi

(a + b)n ≤ an + nb(a + b)n−1 for a, b ≥ 0, n ∈ N.

p 1/p , w ≥ 0,
P
P
power means Mp ≤ Mq for p ≤ q, where Mp = i wi |xi | i i wi = 1.
x n x n x2 In the limit M0 = i |xi |wi , M−∞ = mini {xi }, M∞ = maxi {xi }.
ex ≥ 1 + ≥ ex 1 −



Q
exponential n
≥ 1 + x, 1+ n n
for n ≥ 1, |x| ≤ n.
3
e x ≤ 1 + x + x2 for x < 1.79; xex ≥ x + x2 + x2 for x ∈ R. wi |xi |p q
P P
i wi |xi |
Lehmer P i p−1
≤ P q−1
for p ≤ q, wi ≥ 0.
i wi |xi | i wi |xi |
n
x x n+x/2
e x ≥ xe + 1 ≤ ex ≤ 1 + n


for x ≥ 0; n!
for x, n > 0.
(a−1) √ √ √ √ √ 2
ax ≤ 1 + (a − 1)x; a−x ≤ 1 − 1

x for x ∈ [0, 1], a ≥ 1. x+ y x−y x+ y x+y
a log mean xy ≤ 2
(xy) 4 ≤ ln(x)−ln(y)
≤ 2
≤ 2
for x, y > 0.
1 2
2−x
< xx < x2 − x + 1, for x ∈ (0, 1]; ex + e−x ≤ 2ex /2 , for x ∈ R.
√ x1−α y α +xα y 1−α x+y
x1/r (x − 1) ≤ rx(x1/r − 1) for x, r ≥ 1. Heinz xy ≤ 2
≤ 2
for x, y > 0, α ∈ [0, 1].
xy
x y
xy + y x > 1; ex > 1 +


y
>e x+y for x, y > 0. Maclaurin- Sk 2 ≥ Sk−1 Sk+1 and (Sk )1/k ≥ (Sk+1 )1/(k+1) for 1 ≤ k < n,
2 1
e−x−y ex−y ; ex ex
P
2−y− ≤1+x≤y+ ≤x+ for x, y ∈ R. Newton Sk =  n ai 1 ai 2 · · · aik , and ai ≥ 0.

p k 1≤i1 <···<ik ≤n
x q
1+ x


p
≥ 1 + q
for (i) x > 0, p > q > 0,
P
P P
Jensen ϕ i pi xi ≤ i pi ϕ (xi ) where pi ≥ 0, pi = 1, and ϕ convex.
(ii) − p < −q < x < 0, (iii) − q > −p > x > 0. Reverse for:
Alternatively: ϕ (E [X]) ≤ E [ϕ(X)]. For concave ϕ the reverse holds.
(iv) q < 0 < p , −q > x > 0, (v) q < 0 < p , −p < x < 0.
n
P n
P n

P

logarithm x
≤ ln(1 + x) ≤
x(6+x)
≤x for x > −1. Chebyshev f (xi )g(xi )pi ≥ f (xi )pi g(xi )pi
1+x 6+4x i=1 i=1 i=1
P
2 1 ln(1+x) 2+x for x1 ≤ · · · ≤ xn and f, g nondecreasing, pi ≥ 0, pi = 1.
≤ √ ≤ ≤ √1 ≤ for x > −1.
2+x 1+x+x2 /12 x x+1 2+2x      
Pn Alternatively: E f (X)g(X) ≥ E f (X) E g(X) .
1 1 1
ln(n) + n+1
< ln(n + 1) < ln(n) + n
≤ i=1 i ≤ ln(n) + 1 for n ≥ 1.
n n n
1 P P P
|ln (x)| ≤ 1
|x − x1 |; ln(x + y) ≤ ln(x) + y
; ln(x) ≤ y(x y − 1); x, y ≥ 0. rearrangement ai bi ≥ ai bπ(i) ≥ ai bn−i+1 for a1 ≤ · · · ≤ an ,
2 x i=1 i=1 i=1
x2
ln(1 + x) ≥ x − 2
for x ≥ 0; ln(1 + x) ≥ −x − x2 for x > −0.68. b1 ≤ · · · ≤ bn and π a permutation of [n]. More generally:
n n n
√
P P P
x3 x cos x x fi (bi ) ≥ fi (bπ(i) ) ≥ fi (bn−i+1 )
trigonometric x− 2
≤ x cos x ≤ 1−x2 /3
≤ x 3 cos x ≤ x − x3 /6 ≤ x cos √ ≤ sin x, i=1 i=1 i=1
3


hyperbolic x cos x ≤ ≤ x 3
x cos2 (x/2) ≤ sin x ≤ (x cos x + 2x)/3 ≤ x2
, with fi+1 (x) − fi (x) nondecreasing for all 1 ≤ i < n.
sinh2 x sinh x
n n n
2 π 2 −x2 x2
n o Q Q Q
max π , π2 +x2 ≤ sin x
≤ cos x
≤1≤1+ ≤ tan x

for x ∈ 0, π

. Dually: (ai + bi ) ≤ (ai + bπ(i) ) ≤ (ai + bn−i+1 ) for ai , bi ≥ 0.
x 2 3 x 2 i=1 i=1 i=1

w
1 − xi i ≥ 1 − i wi xi , and
Q P
Pn 
Weierstrass Pn ai bi Pn
Pn

Milne i=1 (ai + bi ) ≤ ai i=1 bi for ai , bi ≥ 0.
i

w
−wi i=1 ai +bi i=1
1 + i w i x i ≤ i 1 + x i i ≤ i 1 − xi
P Q Q
for xi ∈ [0, 1], wi ≥ 1.
Pn Q 1/k
k Pn
P 2

P
 2 P
2 ≤ A

2 Carleman k=1 i=1 |ai | ≤e k=1 |ak |
Kantorovich i xi i yi G i xi yi for xi , yi > 0,
xi √ Q n Qn  Pn
0<m≤ yi
≤ M < ∞, A = (m + M )/2, G = mM . sum & product 
i=1 ai − i=1 bi
≤
i=1|ai − bi | for |ai |, |bi | ≤ 1.
Qn
1)n where n
Q
Nesbitt
Pn ai
≥ n
for ai ≥ 0, S =
Pn
ai . i=1 (t + ai ) ≥ (t + i=1 ai ≥ 1, ai > 0, t > 0.
i S−ai n−1 i=1
p p
( xi )
P
P xi i
Radon i ap−1 ≥ p−1 for xi , ai ≥ 0, p ≥ 1 (rev. if p ∈ [0, 1]).
( i ai )
RU PU R U +1 P
sum & integral L−1 f (x) dx ≤ i=L f (i) ≤ L f (x) dx for f nondecreasing. i

Pn Pn
Karamata i=1 ϕ(ai ) ≥ i=1 ϕ(bi )
for a1 ≥ a2 ≥ · · · ≥ an , b1 ≥ · · · ≥ bn ,
f (b)−f (a)
Cauchy f ′ (a) ≤ b−a
≤ f ′ (b) where a < b, and f convex. and {ai }  {bi } (majorization), i.e. ti=1 ai ≥ ti=1 bi for all 1 ≤ t ≤ n,
P P
Pn Pn
  with i=1 ai = i=1 bi , and ϕ convex (for concave ϕ the reverse holds).
a+b 1
Rb ϕ(a)+ϕ(b)
Hermite ϕ 2
≤ b−a a ϕ(x) dx ≤ 2
for ϕ convex.
xa 1
· · · xa xbπ(1)
1
· · · xbπ(n)
P n
P n
Muirhead π π(1) π(n)
≥ π , sums over permut. π of [n],
P ai a
Gibbs i ai log bi
≥ a log b
for ai , bi ≥ 0, or more generally: where a1 ≥ · · · ≥ an , b 1 ≥ · · · ≥ bn , {ak }  {bk }, xi ≥ 0.
P bi
b

P P
ai ϕ ≤aϕ for ϕ concave, and a = ai , b = bi . P∞ P∞ am bn P∞
1 P∞
1
i ai a Hilbert m=1 n=1 m+n ≤π m=1 a2m 2 2 2
n=1 bn for am , bn ∈ R.
n n n With max{m, n} instead of m + n, we have 4 instead of π.
ai
ai a i ≥ ai aπ(i)
P Q Q
Chong aπ(i)
≥n and for ai > 0.
i=1 i=1 i=1 P∞  a1 +a2 +···+an p  p p P∞ p
Hardy n=1 n
≤ p−1 n=1 an for an ≥ 0, p > 1.
Schur-Vornicu f (x)(x − y)k (x − z)k + f (y)(y − z)k (y − x)k + f (z)(z − x)k (z − y)k ≥ 0
1 P∞ 2n 1
where x, y, z ≥ 0, k ≥ 1 integer, f convex or monotonic, f ≥ 0. Mathieu c2 +1/2
< n=1 (n2 +c2 )2 < c2
for c 6= 0.
p q
Young ( px1p + qy1q )−1 ≤ xy ≤ xp + yq for x, y, p, q > 0, p1 + 1q = 1.
2−c(i) ≤ 1
P
Ra R b −1 Kraft for c(i) depth of leaf i of binary tree, sum over all leaves.
0 f (x) dx + 0 f (x) dx ≥ ab, for f cont., strictly increasing.
n
−1
≤ 1, A ⊂ 2[n] , no set in A is subset of another set in A.
P
n
P xi n
LYM |X|
Shapiro xi+1 +xi+2
≥ 2
where xi > 0, (xn+1 , xn+2 ) := (x1 , x2 ), X∈A
i=1
and n ≤ 12 if even, n ≤ 23 if odd. FKG Pr[x ∈ A ∩ B] ≥ Pr[x ∈ A] · Pr[x ∈ B], for A, B monotone set systems.
n n
(det A)2 ≤ A2ij
Q P
Hadamard where A is an n × n matrix. Shearer |A|t ≤
Q
|traceF (A)| for A, F ⊆ 2[n] , where every i ∈ [n]
i=1 j=1 F ∈F

Pn Pn Pn Pk Pk appears in at least t sets of F , and traceF (A) = {F ∩ A : A ∈ A}.

Schur i=1 λ2i ≤ i=1 j=1 A2ij and i=1 di ≤ i=1 λi for 1 ≤ k ≤ n.
vc(A)
A is an n × n matrix. For the second inequality A is symmetric. n

for A ⊆ 2[n] , and
P
Sauer-Shelah |A| ≤ |str(A)| ≤ i
i=0
λ1 ≥ · · · ≥ λn the eigenvalues, d1 ≥ · · · ≥ dn the diagonal elements.
str(A) = {X ⊆ [n] : X shattered by A}, vc(A) = max{|X| : X ∈ str(A)}.
Qn a Pn
x i a i xi
Qn i=1 i a ≤ Pn i=1 for xi ∈ [0, 12 ], ai ∈ [0, 1],
P
ai = 1.
qP qP
Ky Fan 2
P
 ≥ √1

2
(1 − x ) a (1 − x ) Khintchine i ai ≥ E i ai ri i ai where ai ∈ R, and
i

i=1 i i=1 i i 2
1
Pn
2 Pn Pn ri ∈ {±1} random variables (r.v.) i.i.d. w.pr. 2
.
a21 2 b21 2



Aczél a1 b 1 − i=2ai b i ≥ − i=2 ai − i=2 bi
Pn Pn
given that a21 > a2i or b21 > 2
i=2 bi .
n k
i=2 (−1)j−1 Sj
 W  P
Bonferroni Pr Ai ≤ for 1 ≤ k ≤ n, k odd (rev. for k even),
n
1/n n n i=1 j=1
Q Q 1/n Q 1/n
Mahler xi + yi ≥ xi + yi where xi , yi > 0. Sk =
P 
Pr Ai1 ∧ · · · ∧ Aik

where Ai are events.
i=1 i=1 i=1
1≤i1 <···<ik ≤n
k
P n
P k
P


Abel b1 · min ai ≤ ai bi ≤ b1 · max ai for b1 ≥ · · · ≥ bn ≥ 0. Bhatia-Davis Var[X] ≤ M − E[X] E[X] − m where X ∈ [m, M ].
k i=1 i=1 k i=1
 √ √
Samuelson µ − σ n − 1 ≤ xi ≤ µ + σ n − 1 for i = 1, . . . , n,   Var[X]
Paley-Zygmund Pr X ≥ µ E[X] ≥ 1 − for X ≥ 0,
where µ =
P
xi /n , σ 2 =
P
(xi − µ)2 /n. (1 − µ)2 (E[X])2 + Var[X]
    Var[X] < ∞, and µ ∈ (0, 1).
Markov Pr |X| ≥ a ≤ E |X| /a where X is a r.v., a > 0. q
Pr X − E[X] ≥ λσ ≤ 9λ4 2 8
  
Vysochanskij- if λ ≥ ,
   
Pr X ≤ c ≤ (1 − E[X])/(1 − c) for X ∈ [0, 1] and c ∈ 0, E[X] . 3
2
4τ 2τ
   
Pr X ∈ S] ≤ E[f (X)]/s for f ≥ 0, and f (x) ≥ s > 0 for all x ∈ S. Petunin-Gauss Pr X − m ≥ ε ≤ 9ε2 if ε ≥ √ ,
3
ε 2τ
  
Pr X − E[X] ≥ t ≤ Var[X]/t2 where t > 0. Pr X − m ≥ ε ≤ 1 − √ if ε ≤ √ .
  
Chebyshev
 
3τ 3
Pr X − E[X] ≥ t ≤ Var[X]/(Var[X] + t2 ) where t > 0. Where X is a unimodal r.v. with mode m,
 

σ 2 = Var[X] < ∞, τ 2 = Var[X] + (E[X] − m)2 = E[(X − m)2 ].

2nd moment Pr X > 0 ≥ (E[X])2 /(E[X 2 ]) where E[X] ≥ 0.
 
   

Pr X = 0 ≤ Var[X]/(E[X 2 ]) where E[X 2 ] 6= 0. Etemadi Pr max |Sk | ≥ 3α ≤ 3 max Pr |Sk | ≥ α
 
1≤k≤n 1≤k≤n

where Xi are i.r.v., Sk = ki=1 Xi , α ≥ 0.

P
E (X − µ)k
 
kth moment
  
Pr X − µ ≥ t ≤ and
tk Doob
   
Pr max1≤k≤n |Xk | ≥ ε ≤ E |Xn | /ε for martingale (Xk ) and ε > 0.
 k/2
   nk
Pr X − µ ≥ t ≤ Ck for Xi ∈ [0, 1] k-wise indep. r.v.,
et2 n

nσ 2 Mε


√ Bennett Pr
 P
Xi ≥ ε

≤ exp − 2 θ where Xi i.r.v.,
Xi , i = 1, . . . , n, µ = E[X], Ck = 2 πke1/6k , k even.
P
X= i=1 M nσ 2

1
E[Xi ] = 0, σ 2 = n
P
 
3/2 Var[Xi ], |Xi | ≤ M (w. prob. 1), ε ≥ 0,
E X2
4th moment where 0 < E X 4 < ∞.
   
E |X| ≥
1/2 θ(u) = (1 + u) log(1 + u) − u.
E [X 4 ]
n −ε2
 
 P 
Chernoff Pr[X ≥ t] ≤ F (a)/at for X r.v., Pr[X = k] = pk , Bernstein Pr Xi ≥ ε ≤ exp 2
for Xi i.r.v.,
i=1 2(nσ + M ε/3)
F (z) = k pk z k probability gen. func., and a ≥ 1.
P
1 P
E[Xi ] = 0, |Xi | < M (w. prob. 1) for all i, σ 2 = n Var[Xi ], ε ≥ 0.
µ
eδ −µδ 2
  
−δ 2
   
Pr X ≥ (1 + δ)µ ≤ ≤ exp   
(1 + δ)(1+δ) 3 Azuma Pr Xn − X0  ≥ δ ≤ 2 exp for martingale (Xk ) s.t.
2 n 2
P
P i=1 ci
for Xi i.r.v. from [0,1], X = Xi , µ = E[X], δ ≥ 0 resp. δ ∈ [0, 1).  
Xi − Xi−1  < ci (w. prob. 1), for i = 1, . . . , n, δ ≥ 0.
µ
e−δ −µδ 2
  
 
Pr X ≤ (1 − δ)µ ≤ ≤ exp for δ ∈ [0, 1).  n

(1 − δ)(1−δ)

2
2 Efron-Stein Var[Z] ≤ 1
E
P
Z − Z (i) for Xi , Xi ′ ∈ X i.r.v.,
2
Further from the mean: Pr X ≥ R ≤ 2−R for R ≥ 2eµ (≈ 5.44µ). i=1
 
 
n
f : X n → R, Z = f (X1 , . . . , Xn ), Z (i) = f (X1 , . . . , Xi ′ , . . . , Xn ).
  k
pk P
Pr X ≥ t ≤ for Xi ∈ {0, 1} k-wise i.r.v., E[Xi ] = p, X = Xi .
−2δ 2
 
t
 
for Xi , Xi ′ ∈ X i.r.v.,
  
k McDiarmid Pr Z − E[Z] ≥ δ ≤ 2 exp Pn 2
i=1 ci
  n
k̂ (1+δ)µ

Pr X ≥ (1 + δ)µ ≤ p / for Xi ∈ [0, 1] k-wise i.r.v., Z, Z (i) as before, s.t. Z − Z (i)  ≤ ci for all i, and δ ≥ 0.
 
k̂ k̂
P µ
k ≥ k̂ = ⌈µδ/(1 − p)⌉, E[Xi ] = pi , X = Xi , µ = E[X], p = n , δ > 0. V 

∆

Janson M ≤ Pr B i ≤ M exp where Pr[Bi ] ≤ ε for all i,
  

−2δ 2
 2 − 2ε
Hoeffding Pr X − E[X] ≥ δ ≤ 2 exp Pn 2
for Xi i.r.v., Q
M = (1 − Pr[Bi ]), ∆ =
P
Pr[Bi ∧ Bj ].
i=1 (bi − ai ) i6=j,Bi ∼Bj
P
Xi ∈ [ai , bi ] (w. prob. 1), X = Xi , δ ≥ 0. V  Q Q
Lovász Pr B i ≥ (1 − xi ) > 0 where Pr[Bi ] ≤ xi · (1 − xj ),
A related lemma, assuming E[X] = 0, X ∈ [a, b] (w. prob. 1) and λ ∈ R: (i,j)∈D
 2
λ (b − a)2

E eλX ≤ exp
  for xi ∈ [0, 1) for all i = 1, . . . , n and D the dependency graph.
8 If each Bi mutually indep. of all other events, except at most d,
Pr max |Sk | ≥ ε ≤ ε12 Var[Sn ] = ε12
V 
Pr[Bi ] ≤ p for all i = 1, . . . , n , then if ep(d + 1) ≤ 1 then Pr B i > 0.
  P
Kolmogorov Var[Xi ]
k i
where X1 , . . . , Xn are i.r.v., E[Xi ] = 0,
Var[Xi ] < ∞ for all i, Sk = ki=1 Xi and ε > 0.
P
c b a László Kozma · latest version: http://www.Lkozma.net/inequalities_cheat_sheet