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Hypergeometric distribution
(section)
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{{Short description|Discrete probability distribution}} {{CS1 config|mode=cs1}} {{Distinguish|Geometric distribution}} <!-- EDITORS! Please see [[Wikipedia:WikiProject Probability#Standards]] for a discussion of standards used for probability distribution articles such as this one. --> {{Infobox probability distribution | name = Hypergeometric | type = mass | pdf_image = [[File:HypergeometricPDF.png|300px|Hypergeometric PDF plot]] | cdf_image = [[File:HypergeometricCDF.png|300px|Hypergeometric CDF plot]] | parameters = <math>\begin{align}N&\in \left\{0,1,2,\dots\right\} \\ K&\in \left\{0,1,2,\dots,N\right\} \\ n&\in \left\{0,1,2,\dots,N\right\}\end{align}\,</math> | support = <math>\scriptstyle{k\, \in\, \{\max{(0,\, n+K-N)},\, \dots,\, \min{(n,\, K)}\}}\,</math> | pdf = <math>\frac{\binom{K}{k}\binom{N-K}{n-k}}{\binom{N}{n}}</math> | cdf = <math>1-{{{n \choose {k+1}}{{N-n} \choose {K-k-1}}}\over {N \choose K}} \,_3F_2\!\!\left[\begin{array}{c}1,\ k+1-K,\ k+1-n \\ k+2,\ N+k+2-K-n\end{array};1\right],</math> where <math>\,_pF_q</math> is the [[generalized hypergeometric function]] | mean = <math>n {K \over N}</math> | median = | mode = <math>\left \lceil \frac{(n+1)(K+1)}{N+2} \right \rceil-1, \left \lfloor \frac{(n+1)(K+1)}{N+2} \right \rfloor</math> | variance = <math>n{K\over N}{N-K\over N}{N-n\over N-1}</math> | skewness = <math>\frac{(N-2K)(N-1)^\frac{1}{2}(N-2n)}{[nK(N-K)(N-n)]^\frac{1}{2}(N-2)}</math> | kurtosis = <math> \left.\frac{1}{n K(N-K)(N-n)(N-2)(N-3)}\cdot\right.</math><br /> <math>\big[(N-1)N^{2}\big(N(N+1)-6K(N-K)-6n(N-n)\big)</math><br /> <math>{}+6 n K (N-K)(N-n)(5N-6)\big]</math> | entropy = | mgf = <math>\frac{\binom{N-K}{n} \,_2F_1(-n, -K\,;\, N - K - n + 1\,;\, e^{t})}{\binom{N}{n}}</math> | char = <math>\frac{\binom{N-K}{n} \,_2F_1(-n, -K\,;\, N - K - n + 1\,;\, e^{it})} {\binom{N}{n}}</math> }} In [[probability theory]] and [[statistics]], the '''hypergeometric distribution''' is a [[Probability distribution#Discrete probability distribution|discrete probability distribution]] that describes the probability of <math>k</math> successes (random draws for which the object drawn has a specified feature) in <math>n</math> draws, ''without'' replacement, from a finite [[Statistical population|population]] of size <math>N</math> that contains exactly <math>K</math> objects with that feature, wherein each draw is either a success or a failure. In contrast, the [[binomial distribution]] describes the probability of <math>k</math> successes in <math>n</math> draws ''with'' replacement.
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