A Lemma on Proximity of Variances and Expectations
Sonsino, Doron; Sonsino Doron; Technion, Israel Institute of Technology, Haifa, Israel; sonsino@ie.technion.ac.il.
Журнал:
ESAIM: Probability and Statistics
Дата:
2000
Аннотация:
We define a notion of delta-variance maximization and show it implies epsilon-proximity in expactations.
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