Stochastic ordering of classical discrete distributions
Abstract
For several pairs of classical distributions on , we show that their stochastic ordering can be characterized by their extreme tail ordering equivalent to , with and denoting the minimum and the supremum of the support of , and with the limit to be read as for finite. This includes in particular all pairs where and are both binomial ( if and only if and , or ), both negative binomial ( if and only if and ), or both hypergeometric with the same sample size parameter. The binomial case is contained in a known result about Bernoulli convolutions, the other two cases appear to be new. The emphasis of this paper is on providing a variety of different methods of proofs: (i) half monotone likelihood ratios, (ii) explicit coupling, (iii) Markov chain comparison, (iv) analytic calculation, and (v) comparison of Levy measures. We give four proofs in the binomial case (methods (i)-(iv)) and three in the negative binomial case (methods (i), (iv) and (v)). The statement for hypergeometric distributions is proved via method (i).
Cite
@article{arxiv.0903.1361,
title = {Stochastic ordering of classical discrete distributions},
author = {Achim Klenke and Lutz Mattner},
journal= {arXiv preprint arXiv:0903.1361},
year = {2010}
}
Comments
typos corrected, two references added