HyperGeometric distribution
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The hypergeometric distribution describes the number of times an event occurs in a fixed number of trials without replacement -- e.g., the number of red balls in a sample of «Trials» balls drawn without replacement from an urn containing «Size» balls of which «PosEvents» are red.
HyperGeometric( 100, 700, 1000 )
→ Functions
HyperGeometric(trials, posEvents, size)
Use this to describe a variable whose outcome has a hyperGeometric distribution.
ProbHyperGeometric(k, trials, posEvents, size)
Returns the probability of outcome «k». It is given by
- [math]\displaystyle{ p(k) = { {\binom{posEvents}{k} \binom{size-posEvents}{trials-k} } \over \binom{size}{trials} } }[/math]
Suppose 20 out of 30 balls in a basket are red, and you draw 10 balls at random without replacement. Then the probability of drawing exactly 7 red balls is given by:
ProbHyperGeometric(7, 10, 20, 30) → 0.3096
CumHyperGeometric(k, trials, posEvents, size)
The cumulative probability function for the hyperGeometric distribution. Its value is equal to
- [math]\displaystyle{ F(k) = \sum_{i=0}^{k} { {\binom{posEvents}{i} \binom{size-posEvents}{trials-i} } \over \binom{size}{trials} } }[/math]
Use this function when computing the p-Value for a hyperGeometric statistical test.
CumHyperGeometricInv(p, trials, posEvents, size)
The inverse cumulative probability function for the hyperGeometric distribution
Parameters
- «trials»
- The sample size -— e.g., the number of balls drawn from an urn without replacement. Cannot be larger than «Size».
- «posEvents»
- The total number of successful events in the population -- e.g, the number of red balls in the urn.
- «size»
- The population size -- e.g., the total number of balls in the urn, red and non-red.
History
- The analytic functions (ProbHyperGeometric, CumHyperGeometric, and CumHyperGeometricInv) were added as built-in functions in Analytica 5.2.
- In Analytica 5.1 or earlier, the analytic functions require you to add the Distributions Density Library to your model.
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