Exponential bounds for the hypergeometric distribution

DOI10.3150/15-BEJ800MaRDI QIDQ527472zbMATH OpenOpenAlexWikidataFDO

Authors Evan Greene, Jon A. Wellner

Publication date 11 May 2017

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1507.08298

zbMATH Keywords

binomial distributionconvex orderingexponential boundfinite sampling correction factorhypergeometric distributionsampling without replacement

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17)

Abstract: We establish exponential bounds for the hypergeometric distribution which include a finite sampling correction factor, but are otherwise analogous to bounds for the binomial distribution due to Le'on and Perron (2003) and Talagrand (1994). We also establish a convex ordering for sampling without replacement from populations of real numbers between zero and one: a population of all zeros or ones (and hence yielding a hypergeometric distribution in the upper bound) gives the extreme case.

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