 Mean-estimation minimax lower bound for continuous densities

For estimating the expected value over all continuous probability density functions on $[0,1]$, compare $f=1$ and $g_n(u)=1+(u-1/2)/\sqrt{n}$. Their means differ by $1/(12\sqrt{n})$, and ${\chi }^2(P_{g_n}\Vert P_f)=1/(12n)$. The chi-squared divergence of product measures bounds joint total variation distance by $1/2$. The metric squared-loss two-point bound then gives the displayed uniform minimax risk lower bound.