How are two characters from "The Lottery" characterized, and how does their change or lack thereof enrich our understanding of the story's theme?

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The difficulty in doing a comparison/contrast of two characters is that the characters are not very well developed.  You do have a few characters, though, that you could compare and contrast.

A definite choice would be Mrs. Tessie Hutchinson, who is the woman who ultimately loses her life (through the stoning).  She is late to the stoning and is rather nervous about the entire ritual.  It is ironic she is the last to show up and is the one chosen to be stoned.  It is also interesting that she tries to get out of being stoned by claiming her own daughter's family cheated in drawing.  She is a character who changes in the story.  By the end of the story, she is pleading for her life by saying that the process and ritual are not fair.

You could also use Old Man Warner or Mrs. Delacroix (whose name, ironically, means "of the cross"), as well.  Old Man Warner represents the tradition and ritual of the lottery and the fact that people can continue to accept it even though it is a cruel and inhumane practice.  Mrs. Delacriox is one of the villagers who wants to get back to doing her daily chores and who picks up a huge rock to get the stoning over with quickly:

Some critics suggest that Mrs. Delacroix represents the duality of human nature: she is pleasant and friendly on the outside, but underneath she possesses a degree of savagery. (eNotes)

Your thesis statement might focus on how two characters represent conformity, tradition, complacency, etc., depending on which two you choose to use.

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