Hypergeometric Distribution

Compact study note.

Summary

The hypergeometric distribution counts successes in fixed-size samples drawn without replacement from finite populations.[1]

Prerequisites

Definition

X∼Hypergeometric(N,K,n) when one population of N items has K successes and n items are sampled without replacement.

Notation and Assumptions

Population size and number of successes are fixed. Sampling is without replacement.

Parameters

N∈{1,2,…} , 0≤K≤N , and 0≤n≤N .

Support

max(0,n−(N−K))≤k≤min(n,K) .

PMF or PDF

P(X=k)=(Kk)(N−Kn−k)(Nn) on the valid support.

CDF

Usually evaluated by summing the PMF over valid integers.

Moments

E[X]=nK/N and Var(X)=n(K/N)(1−K/N)(N−n)/(N−1) for N>1 .

Essential Result

Hypergeometric is the without-replacement analogue of binomial sampling.

Small Example

From 50 items with 20 successes, sample 10. Then P(X=4)=(204)(306)/(5010) .

Common Mistakes

Connections

References


  1. OpenStax, Introductory Statistics 2e, "Chapter 4: Discrete Random Variables", https://openstax.org/books/introductory-statistics-2e/pages/4-introduction ↩︎