A note on a variance bound for the multinomial and the negative multinomial distribution

descriptionPublicationkeyboard_double_arrow_right Article , Preprint , Other literature type 19 Feb 2014Embargo end date: 01 Oct 2011 Greece English Publisher:WileyJournal:Naval Research Logistics (NRL), volume 61, pages 179-183 (issn: 0894-069X,

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Authors: Afendras, G.; Papathanasiou, V.;

doi: 10.1002/nav.21575 , 10.48550/arxiv.1110.3265

arXiv: 1110.3265

A note on a variance bound for the multinomial and the negative multinomial distribution

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Abstract

We prove a Chernoff-type upper variance bound for the multinomial and the negative multinomial distribution. An application is also given.

8 pages

Country

Greece

Related Organizations

National and Kapodistrian University of Athens
Greece

Keywords

variance bounds, Cauchy-Schwartz inequality, covariance identity, Probability (math.PR), FOS: Mathematics, Primary 60E15, Inequalities; stochastic orderings, Exact distribution theory in statistics, Mathematics - Probability

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