Hostname: page-component-586b7cd67f-t7czq Total loading time: 0 Render date: 2024-11-24T17:32:17.369Z Has data issue: false hasContentIssue false
  • English
  • Français

A Lemma on Proximity of Variances and Expectations

Published online by Cambridge University Press:  15 August 2002

Doron Sonsino
Doron Sonsino*
Affiliation:
Technion, Israel Institute of Technology, Haifa, Israel; [email protected].
Get access

Abstract

We define a notion of delta-variance maximization and show it implies epsilon-proximity in expactations.

Keywords

Varianceexpectation.
Type
Research Article
Information
ESAIM: Probability and Statistics , Volume 4 , 2000 , pp. 229 - 231
Copyright
© EDP Sciences, SMAI, 2000

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

P. Billingsley, Probability and Measure. 2nd edition. John Wiley & Sons, New York (1986).