Wassily Hoeffding, in his 1963 paper, introduces a procedure to derive inequalities between distributions. This method relies on finding a martingale coupling between the two random variables. I have developed a construction that establishes such couplings in various urn models. I use this construction to prove the inequality between the hypergeometric and binomial random variables that appears in Hoeffding's paper. I have then used and extended my urn construction to create new inequalities.
| Identifer | oai:union.ndltd.org:CLAREMONT/oai:scholarship.claremont.edu:hmc_theses-1005 |
| Date | 01 May 2011 |
| Creators | Luh, Kyle |
| Publisher | Scholarship @ Claremont |
| Source Sets | Claremont Colleges |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | HMC Senior Theses |
| Rights | © 2011 Kyle Luh |
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