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hypergeometric random variable (Definition)

$X$ is a hypergeometric random variable with parameters $M, K, n$ if

$f_X(x) = \frac{ { K \choose x} {M-K \choose n-x} }{ {M \choose n} }$ , $x=\{0,1,...,n\}$

Parameters:

$\star$
$M \in \{1,2,...\}$
$\star$
$K \in \{0,1,...,M\}$
$\star$
$n \in \{1,2,...,M\}$

Syntax:

$X\sim Hypergeo(M,K,n)$

Notes:

  1. $X$ represents the number of ``special'' items (from the $K$ special items) present on a sample of size $n$ from a population with $M$ items.
  2. The expected value of $X$ is noted as $E[X] = n \frac{K}{M}$
  3. The variance of $X$ is noted as $Var[X] = n \frac{K}{M} \frac{M-K}{M} \frac{M-n}{M-1}$

Approximation techniques:

If ${K \choose 2} << n, M-K+1-n$ then $X$ can be approximated as a binomial random variable with parameters $n=K$ and $p=\frac{M-K+1-n}{M-K+1}$ . This approximation simplifies the distribution by looking at a system with replacement for large values of $M$ and $K$ .




"hypergeometric random variable" is owned by alozano. [ full author list (4) | owner history (3) ]
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Other names:  hypergeometric distribution

Attachments:
proof of variance of the hypergeometric distribution (Proof) by mathwizard
proof of expected value of the hypergeometric distribution (Proof) by mathwizard
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Cross-references: distribution, binomial random variable, approximation, variance, expected value, number, represents, syntax, parameters
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This is version 6 of hypergeometric random variable, born on 2001-10-26, modified 2006-10-24.
Object id is 523, canonical name is HypergeometricRandomVariable.
Accessed 9548 times total.

Classification:
AMS MSC62E15 (Statistics :: Distribution theory :: Exact distribution theory)

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