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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; sonsino@ie.technion.ac.il.
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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

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References

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