Hypergeometric Distribution

Hypergeometric Distribution Discrete Distributions

Hypergeometric pmf
N: number of balls in the urn
k: number of blue balls (so N − k orange balls)
n: number of balls sampled without replacement

N: number of objects
k: number of defective objects (so N − k non-defective objects)
n: number of objects sampled without replacement

N: number of applicants
k: number of female applicants (so N − k male applicants)
n: number of applicants selected without replacement

X ∼ hypergeom(N, k, n)
k N−k



x n−x
pX (x) = P(X = x) = N

(x = 0, 1, . . . , n)
n

Arthur Berg Hypergeometric Distribution 2/ 8

Hypergeometric Distribution Discrete Distributions

Hypergeometric pmf derived

X ∼ hypergeom(N, k, n)
k N−k


 
x n−x a
pX (x) = P(X = x) = N

note: , 0 when b > a
n
b
The support of X (i.e. where p(x) > 0) is
x = 0, 1, . . . , n AND n − (N − k) ≤ x ≤ k

N


n
:
the number of possible samples without replacement
k
x
:
the number of ways to obtain x blue balls
N−k
n−x :
the number of ways to fill out the rest of the sample with orange
balls
Vandermonde’s identity:
  Xn   
N k N−k
=
n x n−x
x=0
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Hypergeometric Distribution Discrete Distributions

Hypergeometric Mean and Variance

The mean and variance computations are somewhat involved – but doable – you
try it!
Some key combinatorial identities:
   
k k−1
x =k
x x−1
   
N N N−1
=
n n n−1
Similar to our computation of the negative binomial expected value, in
computing E(X) you should get
n−1
nk X nk
E(X) = pY (y) =
N N
y=0
| {z }
=1
where pY (y) is the pmf of a hypergeom(N − 1,k − 1,n − 1) random variable.
Arthur Berg Hypergeometric Distribution 4/ 8
Hypergeometric Distribution Discrete Distributions

Hypergeometric Mean and Variance Formulas

If X ∼ hypergeom(N, k, n), then

nk
E(X) =
N
and
   
k k N−n
var(X) = n 1−
N N N−1

Arthur Berg Hypergeometric Distribution 5/ 8

Hypergeometric Distribution Discrete Distributions

Hypergeometric Exercise

Example (hiring)
Suppose three positions are open in a company for which eight men and seven
women have applied for. Assuming each applicant is equally qualified for either
position, what is the probability that three men were selected for the position?

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Hypergeometric Distribution Discrete Distributions

Hypergeometric Exercise

Example (hiring)
Suppose three positions are open in a company for which eight men and seven
women have applied for. Assuming each applicant is equally qualified for either
position, what is the probability that three men were selected for the position?
X ∼ hypergeom(N, k, n) where
N = 15
k=8
n=3
8

7

3
P(X = 3) =
0 = .0087
15
3

Arthur Berg Hypergeometric Distribution 6/ 8

Hypergeometric Distribution Discrete Distributions

Hypergeometric Exercises

Example (Exercise 4.114, p. 186)

A student has a drawer with 20 AA batteries. However, the student recals that
some three of the twenty batteries were already old and lost their charge that had
accidently been placed in the the drawer. She realizes that the batteries on her
calculator are no longer working, and she is in a hurry to get to a test. She grabs
two batteries from the drawer at random to replace the two batteries in her
calculator. What is the probability that she will get two good batteries so that her
calculator will work during the test?

Example (Exercise 4.117, p. 186)

Two assembly lines (I and II) have the same rate of defectives in their
production of voltage regulators. Five regulators are sampled from each line and
tested. Among the total of ten tested regulators, four are defective. Find the
probability that exactly two of the defectives came from line I.

Arthur Berg Hypergeometric Distribution 7/ 8

Hypergeometric Distribution Discrete Distributions

Table of Discrete Distributions

Distribution pmf support mean variance

Bernoulli(p) p
x q1−x x = 0, 1 p pq
n x 1−x
bin(n, p) x p q x = 0, 1, . . . , n np npq
q q
geom(p) pqx x = 0, 1, . . . p p2
1 q
geom2(p) pqx−1 x = 1, 2, . . . p p2
x+r−1 r x

rq rq
negbin(r, p) r−1 pq x = 0, 1, . . . p p2
x−1 r x−r

r rq
negbin2(r, p) r−1 p q x = r, r + 1, . . . p p2
λx e−λ
Pois(λ) x! x = 0, 1, . . . λ λ
(kx)(N−k
n−x ) x=0,1,...,n k
below∗


hypergeom(N, k, n) n
(Nn ) n−(N−k)≤x≤k N
∗ hypergeom variance
   
k k N−n
n 1−
N N N−1

Arthur Berg Hypergeometric Distribution 8/ 8