Exponential bounds for the hypergeometric distribution
Statistics Theory
2016-03-08 v3 Statistics Theory
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.
Cite
@article{arxiv.1507.08298,
title = {Exponential bounds for the hypergeometric distribution},
author = {Evan Greene and Jon A. Wellner},
journal= {arXiv preprint arXiv:1507.08298},
year = {2016}
}
Comments
38 pages, 5 figures