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

作者：Afendras Giorgos^*; Papathanasiou Vassilis

来源：Naval Research Logistics, 2014, 61(3): 179-183.

DOI：10.1002/nav.21575

• variance bounds
• Cauchy-Schwartz inequality
• covariance identity

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

• 出版日期2014-4