Short Answer
There is no straightforward answer here. Some factors aided the survival of women, others the survival of men, but it is plausible that those factors favouring women outweighed those favouring men. In short, the relative advantages held by women included:
- initially, only men were targeted for extermination
- in the rounding up of victims, Jewish men were more easily identifiable then Jewish women
- women had better survival strategies in the camps than men.
Relative advantages held by men included:
- Jewish families felt that men were more at risk and thus greater attempts were made to hide them and to help them emigrate
- men with young children were less vulnerable than women with young children; the latter were targeted for immediate extermination, as were pregnant women.
In considering these factors, it is important to note that they are at best only partly quantifiable. Further, as pointed out by Will and Moishe Kohen, the total number of victims has an error margin. This error margin comes at least close to equaling (and at times exceeds) the difference between the number of adult male and adult female victims cited in Wikipedia. Also, significant differences in the estimates of the number children murdered further underline the uncertainty concerning the 2 million women estimate given by Wikipedia.
Details
The picture is somewhat complicated by a number of variables which worked against men in some cases but against women in others. On the one hand,
Biological, psychological, sociological, and other differences left
women at times more vulnerable to beatings, rape, forced abortions,
and exploitation. Women with children were often killed first.
while on the other hand,
women’s differences also gave them certain advantages for survival.
Because circumcision did not reveal their Jewishness, women could pass
as non-Jewish more readily. Women coped with hunger differently and
often provided mutual support to each other in the unsanitary and
overcrowded camps.
The Jewish Women's Archive article Women in the Holocaust also outlines some of these variables which, in the early stages of the war, worked more against men than women.
One difference was the initial targeting of Jewish men for arrest and
incarceration— in both Western and Eastern Europe. In Germany, for
example, in the November 1938 Kristallnacht pogrom, only Jewish men
(some thirty thousand of them) were arrested and only Jewish men were
sent to concentration camps.
Similarly, in the early days of the war in Poland, Jewish men were
much more likely to be harassed, arrested and imprisoned. Men were
also more likely to be executed in the systematic targeting of
community leaders. A typical example was the fate of the first members
of the Lodz Judenrat: all except Mordechai Chaim Rumkowski (1877–1944)
were murdered. In many other cases the Germans targeted the
traditional Jewish leaders—such as rabbis—for humiliation and murder
to terrorize the rest of the population.
Similarly, in Nazi-occupied Soviet Union, the order to liquidate all Jewish men was given some two months before women and children were also targeted. However,
As the war progressed, it became clear that German brutality was not
confined to men.
In particular, in the camps pregnant women and women with young children were targeted for immediate extermination. Other women were used for slave labour so a pregnant woman would either have to abort or somehow hide her pregnancy if she were to survive as a labourer. Perhaps counterbalancing this brutally exploited vulnerability that women had is that men were probably more likely to die doing forced labour, in part because many were doing hard labour.
It has also been argued that, in Eastern Europe, Jewish women were more 'acculturated" and that this gave them an advantage during the war:
Out of economic necessity, more Jewish women in Eastern Europe assumed
responsibility for contributing to the support of their households and
more of them actively participated in the secular and economic sphere.
As Celia Heller and others have shown, in many families, especially
middle-class families, it was the women who were the “engines of
acculturation,” bringing Polish culture into the home and introducing
it to their children.
This greater acculturation of Jewish women in Eastern Europe provided
them with important skills and contacts during the Nazi era. Because
Jewish girls were more likely than Jewish boys to attend regular
Polish schools, learn the Polish language and become involved in
secular activities, they had contacts for securing false papers,
trading clothes and food, locating jobs and finding a place to hide or
live (illegally) outside the ghetto. This was evident among Jews who
passed on the Aryan side.
On the other hand, Jewish families perceived that their menfolk were more likely to be targeted by the Nazis and went to greater efforts to hide them and to help them emigrate. For example,
One vivid example of the extent to which families believed it was only
the men who were in danger—and therefore marshaled their resources to
save them—is provided by the arrest statistics from Paris on “Black
Thursday,” July 16, 1942....Because it was assumed that women and
children were safe, they remained at home and thus turned out to be
the disproportionate victims of the sweeping arrests. On that day
5,802 women and 4,051 children were arrested (compared with 3,031 men)
and they were also disproportionately represented in the subsequent
deportations to Auschwitz.
Once inside camps, though, it appears that women had better coping strategies than men, and this gave them a greater chance of survival. For example,
the formation of “Camp Sister” relationships in which two women
supported and sustained each other like sisters, by sharing food and
other resources, trying to protect each other from threats and
assaults, and taking care of one another when one became sick. This
was especially important during roll call when women were required to
stand for hours on end and those who were sick needed a camp sister to
hold them up.
In short, it's a complicated, but the above is not necessarily inconsistent with the overall statistics cited in Wikipedia. The difference (2.5 mil vs. 2 mil as per justcal's comment) is not so large that it can't be explained by the circumstances favouring women's survival outweighing those of men by a fairly small degree. Note also that the differences in the estimates of total numbers killed further complicates the overall picture. The Wikipedia numbers have to be treated with caution; none of the academic sources cited here (nor any of the others I've looked at) give a gender breakdown. Dalia Ofer, in The Holocaust Encyclopedia (cited in Moishe Kohan's answer) asserts that more than half of the holocaust victims were women, but this seems unlikely unless she is including female children, or not considering children at all (unlikely), or is using 'victims' in a much broader sense than just deaths.
The variable estimates are also evident for children, with from 1 to 1.5 million cited by Zoe Waxman and "more than 1.2 million" cited by Projetaladin, while Wikipedia's Children in the Holocaust gives 1.5 million. Given the uncertainty over the numbers of children murdered, it seems unlikely that those for women can be stated with any more certainty.
However, it seems reasonable to surmise that, initially, the proportion of men murdered far exceeded that of women, but that the gap narrowed as the exterminations came to include all Jews from around mid-August 1941.
Other sources:
SHOAH Resource Center (UN.org)
Jenny Piasecki, 'The Experiences of Jewish Women in the Holocaust' (2001) (link downloads pdf)