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Discrete total variation under the multinomial, Part 2: variance under the uniform null

Banić, Nikola et al.
arXiv (All) · Papers
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60f0560g50probabilitystatistics-theory
For the counts $(X_1,\dots,X_n)\sim\mathrm{Mult}(N;1/n,\dots,1/n)$ of $N$ observations in $n$ ordered bins we study the variance of the discrete total variation $d=\sum_{i=1}^{n-1}|X_{i+1}-X_i|$. An exact decomposition splits $\mathrm{Var}(d)$ into per-edge, adjacent-pair and disjoint-pair terms and
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