HyperGeometric distribution

Revision as of 19:19, 7 December 2018 by Lchrisman (talk | contribs) (Merged all functions onto one page. Added equations and image.)


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 )Hypergeometric 100 700 1000.png

Functions

HyperGeometric(trials, posEvents, size)

Use this to describe a variable whose outcome has a hyperGeometric distribution.

Prob_HyperGeometric(k, trials, posEvents, size)

To use, add the Distribution Densities Library to your model. 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]


CumHyperGeometric(k, trials, posEvents, size)

To use, add the Distribution Densities Library to your model. 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)

To use, add the Distribution Densities Library to your model. 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

See Also

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