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

Abstract

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

8 pages

References in corpus (4)

• An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
• Strengthened Chernoff-type variance bounds
• On matrix variance inequalities
• Unified extension of variance bounds for integrated Pearson family

Cited by in corpus (1)

• Moments of the negative multinomial distribution