Hypergeometric Distribution
Notation:
$X \sim Hypergeometric(N, K, n)$
Probability Mass Function:
$P(X=x)=\dfrac{{K \choose x} {N - K \choose n - x}}{ {N \choose n} }$
where:
- $N$ is the population size,
- $K$ is the number of success states in the population,
- $n$ is the number of draws (i.e. quantity drawn in each trial),
- $x$ is the number of observed successes.
- $N \in \{ 0, 1, 2, \ldots \}$
- $K \in \{ 0, 1, 2, \ldots, N\}$
- $n \in \{ 0, 1, 2, \ldots, N\}$
- $x \in \{ max(0, n + K -N), \ldots, min(n, K) \}$
Mean:
$\mathrm{E}[X]=n\dfrac{K}{N}$
Variance:
$\mathrm{Var}[X]=n\dfrac{K}{N}\dfrac{(N-K)}{N}\dfrac{N - n}{N - 1}$
References:
-
Hypergeometric Distribution - Wikipedia
-
Hypergeometric Distribution - Wolfram MathWorld