A note on a variance bound for the multinomial and the negative multinomial distribution
Giorgos Afendras and
Vassilis Papathanasiou
Naval Research Logistics (NRL), 2014, vol. 61, issue 3, 179-183
Abstract:
We prove a Chernoff‐type upper variance bound for the multinomial and the negative multinomial distribution. An application is also given.Copyright © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 179–183, 2014
Date: 2014
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https://doi.org/10.1002/nav.21575
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Persistent link: https://EconPapers.repec.org/RePEc:wly:navres:v:61:y:2014:i:3:p:179-183
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