A Lemma on Proximity of Variances and Expectations
ESAIM: Probability and Statistics (2010)
- Volume: 4, page 229-231
- ISSN: 1292-8100
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topSonsino, Doron. "A Lemma on Proximity of Variances and Expectations." ESAIM: Probability and Statistics 4 (2010): 229-231. <http://eudml.org/doc/197773>.
@article{Sonsino2010,
abstract = {
We define a notion of delta-variance maximization and show it implies epsilon-proximity in
expactations.
},
author = {Sonsino, Doron},
journal = {ESAIM: Probability and Statistics},
keywords = {Variance; expectation.; variance; expectation},
language = {eng},
month = {3},
pages = {229-231},
publisher = {EDP Sciences},
title = {A Lemma on Proximity of Variances and Expectations},
url = {http://eudml.org/doc/197773},
volume = {4},
year = {2010},
}
TY - JOUR
AU - Sonsino, Doron
TI - A Lemma on Proximity of Variances and Expectations
JO - ESAIM: Probability and Statistics
DA - 2010/3//
PB - EDP Sciences
VL - 4
SP - 229
EP - 231
AB -
We define a notion of delta-variance maximization and show it implies epsilon-proximity in
expactations.
LA - eng
KW - Variance; expectation.; variance; expectation
UR - http://eudml.org/doc/197773
ER -
References
top- P. Billingsley, Probability and Measure. 2nd edition. John Wiley & Sons, New York (1986). Zbl0649.60001
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