Folded binomials arise from binomial distributions when the number of successes is considered equivalent to the number of failures or they are indistinguishable. Formally, if Y ∼ B i n (m, π) is a binomial random variable, then the random variable X = min (Y, m - Y) is folded binomial distributed with parameters m and p = min (π, 1 - π). In this work, we present results on the stochastic ordering of folded binomial distributions. Providing an equivalence between their cumulative distribution functions (cdf) and a combination of two Beta random variable cdf's, we prove both that folded binomials are stochastically ordered with respect to their parameter p given the number of trials m, and that they are stochastically ordered with respect to their parameter m given p. Furthermore, the reader is offered two corollaries on strict stochastic dominance. © 2009 Elsevier B.V. All rights reserved.
On the stochastic ordering of folded binomials / Porzio, G. C.; Ragozini, Giancarlo. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - STAMPA. - 79:9(2009), pp. 1299-1304. [10.1016/j.spl.2009.01.021]
On the stochastic ordering of folded binomials
RAGOZINI, GIANCARLO
2009
Abstract
Folded binomials arise from binomial distributions when the number of successes is considered equivalent to the number of failures or they are indistinguishable. Formally, if Y ∼ B i n (m, π) is a binomial random variable, then the random variable X = min (Y, m - Y) is folded binomial distributed with parameters m and p = min (π, 1 - π). In this work, we present results on the stochastic ordering of folded binomial distributions. Providing an equivalence between their cumulative distribution functions (cdf) and a combination of two Beta random variable cdf's, we prove both that folded binomials are stochastically ordered with respect to their parameter p given the number of trials m, and that they are stochastically ordered with respect to their parameter m given p. Furthermore, the reader is offered two corollaries on strict stochastic dominance. © 2009 Elsevier B.V. All rights reserved.File | Dimensione | Formato | |
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