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

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  • Giorgos Afendras
  • Vassilis Papathanasiou

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

Suggested Citation

  • Giorgos Afendras & Vassilis Papathanasiou, 2014. "A note on a variance bound for the multinomial and the negative multinomial distribution," Naval Research Logistics (NRL), John Wiley & Sons, vol. 61(3), pages 179-183, April.
    • Handle: RePEc:wly:navres:v:61:y:2014:i:3:p:179-183
    DOI: 10.1002/nav.21575
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    References listed on IDEAS

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    1. Papadatos, N. & Papathanasiou, V., 1998. "Variational Inequalities for Arbitrary Multivariate Distributions," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 154-168, November.
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