English

On lower bounds for hypergeometric tails

Probability 2026-04-24 v2

Abstract

Let n,kn,k be positive integers such that nkn\geq k, and let HH be a hypergeometric random variable counting the number of black marbles in a sample without replacement of size kk from an urn that contains i{1,,n}i\in \{1,\ldots, n\} black and nin - i white marbles. It is shown that P(HE(H))k/n,whenn8k. \mathbb{P}(H \ge \mathbb{E}(H)) \ge k/n\, , \, \text{when} \,\, n\ge 8k \, . Furthermore, provided that 1E(H)min{i,k}11\le \mathbb{E}(H)\le \min\{i,k\}-1 as well as that (ni)(nk)n>1\frac{(n-i)(n-k)}{n}>1, it is shown that P(HE(H))e1/1242n1nVar(H)1+1+n1nkVar(H). \mathbb{P}(H\ge \mathbb{E}(H)) \,\ge\, \frac{e^{-1/12}}{4\sqrt{2}} \cdot \sqrt{\frac{n-1}{n}} \cdot\frac{ \sqrt{\text{Var}(H)} }{1 + \sqrt{1+ \frac{n-1}{n-k}\cdot\text{Var}(H)}}\, . Auxiliary results which may be of independent interest include an upper bound on the tail conditional expectation and a lower bound on the mean absolute deviation of the hypergeometric distribution.

Keywords

Cite

@article{arxiv.2601.09485,
  title  = {On lower bounds for hypergeometric tails},
  author = {Jianhang Ai and Christos Pelekis},
  journal= {arXiv preprint arXiv:2601.09485},
  year   = {2026}
}

Comments

14 pages

R2 v1 2026-07-01T09:04:20.728Z