Beta sub-Gaussian R code

R code to to evaluate optimal proxy variance of Beta distribution.

Joint work with Olivier Marchal.

Article

arXiv: On the sub-Gaussianity of the Beta and Dirichlet distributions

Run beta_subGaussian.Rmd on R, or just have a look at beta_subGaussian.html

Name		Name	Last commit message	Last commit date
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beta_subGaussian_cache/html		beta_subGaussian_cache/html
beta_subGaussian_files/figure-html		beta_subGaussian_files/figure-html
functions		functions
.DS_Store		.DS_Store
.gitattributes		.gitattributes
README.md		README.md
beta_subGaussian.Rmd		beta_subGaussian.Rmd
beta_subGaussian.html		beta_subGaussian.html