Abstract
For several pairs (P, Q) of classical distributions on ℕ0, we show that their stochastic ordering P ≤st Q can be characterized by their extreme tail ordering equivalent to P({k *})/Q({k *}) ≥ 1 ≥ lim k→k * P({k})/Q({k}), with k * and k * denoting the minimum and the supremum of the support of P + Q, and with the limit to be read as P({k *})/Q({k *}) for finite k *. This includes in particular all pairs where P and Q are both binomial (b n 1,p 1 ≤st b n 2,p 2 if and only if n 1 ≤ n 2 and (1 - p 1) n 1 ≥ (1 - p 2) n 2 , or p 1 = 0), both negative binomial (b − r 1,p 1 ≤st b − r 2,p 2 if and only if p 1 ≥ p 2 and p 1 r 1 ≥ p 2 r 2 ), 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 Lévy 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).
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