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Currently displaying 1 – 2 of 2

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A lemma on proximity of variances and expectations

Doron Sonsino — 2000

ESAIM: Probability and Statistics

A Lemma on Proximity of Variances and Expectations

Doron Sonsino — 2010

ESAIM: Probability and Statistics

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

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