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Variance upper bounds for discrete α-unimodal distributions defined on a finite support are established. These bounds depend on the support and the unimodality index α. They increase as the unimodality index α increases. More information about the underlying distributions yields tighter upper bounds for the variance. A parameter-free Bernstein-type upper bound is derived for the probability that the sum S of n independent and identically distributed discrete α-unimodal random variables exceeds its...
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