Volume 4, 2000
|Page(s)||229 - 231|
|Published online||15 August 2002|
A Lemma on Proximity of Variances and Expectations
Technion, Israel Institute of Technology, Haifa, Israel;
We define a notion of delta-variance maximization and show it implies epsilon-proximity in expactations.
Mathematics Subject Classification: 60A99
Key words: Variance / expectation.
© EDP Sciences, SMAI, 2000
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