An Efron-Stein Inequality for Nonsymmetric Statistics

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Efron-Stein inequality
variance bounds
tensor product basis
long common subsequences
Physical Sciences and Mathematics

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Abstract

If S(x1,x2,⋯,xn) is any function of n variables and if Xi,X̂i,1 ≤ i ≤ n are 2n i.i.d. random variables then varS ≤ ½ E ∑i=1n (S - Si)2 where S = S (X1,X2,⋯,Xn) and Si is given by replacing the ith observation with X̂i, so Si=S(X1,X2,⋯,X̂i,⋯,Xn). This is applied to sharpen known variance bounds in the long common subsequence problem.

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1986-03-01

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The Annals of Statistics

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At the time of publication, author J. Michael Steele was affiliated with Princeton University. Currently, he is a faculty member at the Statistics Department at the University of Pennsylvania.

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