A.14 Hypergeometric distribution

X has a hypergeometric distribution of population size N, index n and parameter π, denoted

Unnumbered Display Equation

if it has a discrete distribution with density

Unnumbered Display Equation

The mean and variance are

Unnumbered Display Equation

Because

Unnumbered Display Equation

we see that p(X+1)> p(X) if and only if

Unnumbered Display Equation

and hence that if, as is usually the case, N is fairly large, if and only if

Unnumbered Display Equation

Hence, the mode occurs very close to the binomial value

Unnumbered Display Equation

As  this distribution approaches the binomial distribution  .

Tables of it can be found in Lieberman and Owen (1961).

Get Bayesian Statistics: An Introduction, 4th Edition now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.