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Hypergeometric Distribution. Probability density function, cumulative distribution function, mean and variance

This calculator calculates hypergeometric distribution pdf, cdf, mean and variance for given parameters

This page exists due to the efforts of the following people:

Timur

Timur

Created: 2018-02-06 08:49:13, Last updated: 2021-03-05 16:41:42
Creative Commons Attribution/Share-Alike License 3.0 (Unported)

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In probability theory and statistics, the hypergeometric distribution is a discrete probability distribution that describes the probability of k successes (random draws for which the object drawn has a specified feature) in n draws, without replacement, from a finite population of size N that contains exactly K objects with that feature, wherein each draw is either a success or a failure. In contrast, the binomial distribution describes the probability of k successes in n draws with replacement. Wikipedia

Probability density function of the hypergeometric distribution is
f(k)=\frac{C^{K}_{k}C^{N-K}_{n-k}}{C^{N}_{n}},
where
C^{n}_{m}=\frac{n!}{m!(n-m)!} is the number of combinations of m from n or binomial coefficient

Cumulative distribution function of the hypergeometric distribution is
F(k)=1-{{{n \choose {k+1}}{{N-n} \choose {K-k-1}}} \over {N \choose K}}\,_{3}F_{2}\!\!\left[{\begin{array}{c}1,\ k+1-K,\ k+1-n\\k+2,\ N+k+2-K-n\end{array}};1\right],
where
_{p}F_{q} is the generalized hypergeometric function

Mean or expected value for the hypergeometric distribution is
\mu_k=n\frac{K}{N}

Variance is
\sigma^{2}_{k}=n\frac{K}{N}\frac{N-K}{N}\frac{N-n}{N-1}

The calculator below calculates the mean and variance of the negative binomial distribution and plots the probability density function and cumulative distribution function for given parameters n, K, N.

PLANETCALC, Hypergeometric Distribution. Probability density function, cumulative distribution function, mean and variance

Hypergeometric Distribution. Probability density function, cumulative distribution function, mean and variance

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Mean
 
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Hypergeometric distribution
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Cumulative distribution function
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PLANETCALC, Hypergeometric Distribution. Probability density function, cumulative distribution function, mean and variance
Timur2021-03-05 16:41:42

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