A note on a variance bound for the multinomial and the negative multinomial distribution |
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| Authors: | Giorgos Afendras Vassilis Papathanasiou |
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| Institution: | Section of Statistics and O.R., Department of Mathematics, University of Athens, , Panepistemiopolis, Greece |
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| Abstract: | We prove a Chernoff‐type upper variance bound for the multinomial and the negative multinomial distribution. An application is also given.Copyright © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 179–183, 2014 |
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| Keywords: | Cauchy– Schwartz inequality covariance identity variance bounds |
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