Issue |
ESAIM: PS
Volume 4, 2000
|
|
---|---|---|
Page(s) | 229 - 231 | |
DOI | https://doi.org/10.1051/ps:2000106 | |
Published online | 15 August 2002 |
A Lemma on Proximity of Variances and Expectations
Technion, Israel Institute of Technology, Haifa, Israel;
sonsino@ie.technion.ac.il.
Received:
19
March
2000
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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