The Hyper Geometric Distribution

Sampling Without Replacement
Hypergeometric Distribution
Expected Value and Variance
The Hypergeometric Distribution

Bernd Schr der o
Bernd Schr der o The Hypergeometric Distribution
logo1 Louisiana Tech University, College of Engineering and Science
For sampling without replacement from small populations, the binomial distribution cannot be used to model the probabilities.
For sampling without replacement from small populations, the binomial distribution cannot be used to model the probabilities. To gure out how the probabilities work out, lets rst remind ourselves how to count outcomes when sampling without replacement.
For sampling without replacement from small populations, the binomial distribution cannot be used to model the probabilities. To gure out how the probabilities work out, lets rst remind ourselves how to count outcomes when sampling without replacement. Example.
For sampling without replacement from small populations, the binomial distribution cannot be used to model the probabilities. To gure out how the probabilities work out, lets rst remind ourselves how to count outcomes when sampling without replacement. Example. A certain football team has 22 players for offense and 25 players for defense and kicking.
For sampling without replacement from small populations, the binomial distribution cannot be used to model the probabilities. To gure out how the probabilities work out, lets rst remind ourselves how to count outcomes when sampling without replacement. Example. A certain football team has 22 players for offense and 25 players for defense and kicking. If four team captains are chosen randomly, how many ways are there to choose sets of four captains with three of the captains being from the offense?
For sampling without replacement from small populations, the binomial distribution cannot be used to model the probabilities. To gure out how the probabilities work out, lets rst remind ourselves how to count outcomes when sampling without replacement. Example. A certain football team has 22 players for offense and 25 players for defense and kicking. If four team captains are chosen randomly, how many ways are there to choose sets of four captains with three of the captains being from the offense? 22 3
For sampling without replacement from small populations, the binomial distribution cannot be used to model the probabilities. To gure out how the probabilities work out, lets rst remind ourselves how to count outcomes when sampling without replacement. Example. A certain football team has 22 players for offense and 25 players for defense and kicking. If four team captains are chosen randomly, how many ways are there to choose sets of four captains with three of the captains being from the offense? 22 3 25 1
For sampling without replacement from small populations, the binomial distribution cannot be used to model the probabilities. To gure out how the probabilities work out, lets rst remind ourselves how to count outcomes when sampling without replacement. Example. A certain football team has 22 players for offense and 25 players for defense and kicking. If four team captains are chosen randomly, how many ways are there to choose sets of four captains with three of the captains being from the offense? 22 3 25 1 = 22 21 20 321
For sampling without replacement from small populations, the binomial distribution cannot be used to model the probabilities. To gure out how the probabilities work out, lets rst remind ourselves how to count outcomes when sampling without replacement. Example. A certain football team has 22 players for offense and 25 players for defense and kicking. If four team captains are chosen randomly, how many ways are there to choose sets of four captains with three of the captains being from the offense? 22 3 25 1 = 22 21 20 25 321 1
For sampling without replacement from small populations, the binomial distribution cannot be used to model the probabilities. To gure out how the probabilities work out, lets rst remind ourselves how to count outcomes when sampling without replacement. Example. A certain football team has 22 players for offense and 25 players for defense and kicking. If four team captains are chosen randomly, how many ways are there to choose sets of four captains with three of the captains being from the offense? 22 3 25 1 = 22 21 20 25 = 22 7 10 25 321 1
For sampling without replacement from small populations, the binomial distribution cannot be used to model the probabilities. To gure out how the probabilities work out, lets rst remind ourselves how to count outcomes when sampling without replacement. Example. A certain football team has 22 players for offense and 25 players for defense and kicking. If four team captains are chosen randomly, how many ways are there to choose sets of four captains with three of the captains being from the offense? 22 3 25 1 = 22 21 20 25 = 22 7 10 25 = 38, 500 321 1
For sampling without replacement from small populations, the binomial distribution cannot be used to model the probabilities. To gure out how the probabilities work out, lets rst remind ourselves how to count outcomes when sampling without replacement. Example. A certain football team has 22 players for offense and 25 players for defense and kicking. If four team captains are chosen randomly, how many ways are there to choose sets of four captains with three of the captains being from the offense? 22 21 20 25 22 25 = = 22 7 10 25 = 38, 500 3 1 321 1 To get the probability of three of the four captains being from 45 the offense, divide by . 4
Bernd Schr der o The Hypergeometric Distribution logo1 Louisiana Tech University, College of Engineering and Science
Denition.
Denition. Consider the following stochastic experiment.
Denition. Consider the following stochastic experiment. 1. We have a population with N individuals.
Denition. Consider the following stochastic experiment. 1. We have a population with N individuals. 2. Each individual can be characterized as a success S or a failure F.
Denition. Consider the following stochastic experiment. 1. We have a population with N individuals. 2. Each individual can be characterized as a success S or a failure F. (This is jargon, not a value judgment.)
Denition. Consider the following stochastic experiment. 1. We have a population with N individuals. 2. Each individual can be characterized as a success S or a failure F. (This is jargon, not a value judgment.) There are M successes in the population.
Denition. Consider the following stochastic experiment. 1. We have a population with N individuals. 2. Each individual can be characterized as a success S or a failure F. (This is jargon, not a value judgment.) There are M successes in the population. 3. A sample of n individuals is chosen without replacement.
Denition. Consider the following stochastic experiment. 1. We have a population with N individuals. 2. Each individual can be characterized as a success S or a failure F. (This is jargon, not a value judgment.) There are M successes in the population. 3. A sample of n individuals is chosen without replacement. Each subset of size n is equally likely to be chosen.
Denition. Consider the following stochastic experiment. 1. We have a population with N individuals. 2. Each individual can be characterized as a success S or a failure F. (This is jargon, not a value judgment.) There are M successes in the population. 3. A sample of n individuals is chosen without replacement. Each subset of size n is equally likely to be chosen. Let X be the number of successes in the sample of size n.
Denition. Consider the following stochastic experiment. 1. We have a population with N individuals. 2. Each individual can be characterized as a success S or a failure F. (This is jargon, not a value judgment.) There are M successes in the population. 3. A sample of n individuals is chosen without replacement. Each subset of size n is equally likely to be chosen. Let X be the number of successes in the sample of size n. The hypergeometric distribution h(x; n, M, N) gives the probability that there are x successes in a sample of size n.
Denition. Consider the following stochastic experiment. 1. We have a population with N individuals. 2. Each individual can be characterized as a success S or a failure F. (This is jargon, not a value judgment.) There are M successes in the population. 3. A sample of n individuals is chosen without replacement. Each subset of size n is equally likely to be chosen. Let X be the number of successes in the sample of size n. The hypergeometric distribution h(x; n, M, N) gives the probability that there are x successes in a sample of size n. That is, P(X = x) = h(x; n, M, N).
Theorem.
Theorem. h(x; n, M, N) =
M x
N M nx N n
N M nx Theorem. h(x; n, M, N) = N n max(0, n N + M) x min(n, M). M x
as long as
N M nx Theorem. h(x; n, M, N) = N n max(0, n N + M) x min(n, M). M x
as long as
Example.
Example. A certain football team has 22 players for offense and 25 players for defense and kicking.
Example. A certain football team has 22 players for offense and 25 players for defense and kicking. If four team captains are chosen randomly, what is the probability that three of the captains will be from the offense?
h(3
h(3; 4
h(3; 4, 22
h(3; 4, 22, 47)
Example. A certain football team has 22 players for offense and 25 players for defense and kicking. If four team captains are chosen randomly, what is the probability that three of the captains will be from the offense? 22 3 47 4 25 1
h(3; 4, 22, 47) =
h(3; 4, 22, 47) =
38, 500 178, 365
h(3; 4, 22, 47) =
38, 500 0.2158 178, 365
h(3; 4, 22, 47) =
38, 500 0.2158 = 21.58% 178, 365
Example. A certain football team has 22 players for offense and 25 players for defense and kicking. If four team captains are chosen randomly, what is the probability that three of the captains will be from the offense? 22 3 25 1
47 4 Using the binomial distribution would have given
h(3; 4, 22, 47) =
38, 500 0.2158 = 21.58% 178, 365
47 4 Using the binomial distribution would have given 4 3
h(3; 4, 22, 47) =
38, 500 0.2158 = 21.58% 178, 365
47 4 Using the binomial distribution would have given 22 3 4 3 47
h(3; 4, 22, 47) =
38, 500 0.2158 = 21.58% 178, 365
47 4 Using the binomial distribution would have given 22 3 25 1 4 3 47 47
h(3; 4, 22, 47) =
38, 500 0.2158 = 21.58% 178, 365
47 4 Using the binomial distribution would have given 22 3 25 1 4 0.2182 3 47 47
h(3; 4, 22, 47) =
38, 500 0.2158 = 21.58% 178, 365
47 4 Using the binomial distribution would have given 22 3 25 1 4 0.2182 = 21.82% 3 47 47
h(3; 4, 22, 47) =
38, 500 0.2158 = 21.58% 178, 365
47 4 Using the binomial distribution would have given 22 3 25 1 4 0.2182 = 21.82% 3 47 47
h(3; 4, 22, 47) =
38, 500 0.2158 = 21.58% 178, 365
The sample size is still close to 5%, so the probabilities should not differ much.
Theorem.
Theorem. Let X be a hypergeometric random variable with population size N, M successes and n trials.
Theorem. Let X be a hypergeometric random variable with population size N, M successes and n trials. Then E(X) = n M N
Theorem. Let X be a hypergeometric random variable with population size N, M successes and n trials. Then E(X) = n V(X) = N n M M n 1 . N 1 N N M , N
For a corresponding binomially distributed random variable Y
For a corresponding binomially distributed random variable Y: n trials
For a corresponding binomially distributed random variable Y: M n trials, p = . N
For a corresponding binomially distributed random variable Y: M n trials, p = . N E(Y)
For a corresponding binomially distributed random variable Y: M n trials, p = . N E(Y) = np
For a corresponding binomially distributed random variable Y: M n trials, p = . N M E(Y) = np = n N
For a corresponding binomially distributed random variable Y: M n trials, p = . N M E(Y) = np = n = E(X). N
For a corresponding binomially distributed random variable Y: M n trials, p = . N M E(Y) = np = n = E(X). N V(Y)
For a corresponding binomially distributed random variable Y: M n trials, p = . N M E(Y) = np = n = E(X). N V(Y) = np(1 p)
For a corresponding binomially distributed random variable Y: M n trials, p = . N M E(Y) = np = n = E(X). N M M V(Y) = np(1 p) = n 1 N N
For a corresponding binomially distributed random variable Y: M n trials, p = . N M E(Y) = np = n = E(X). N M M V(Y) = np(1 p) = n 1 V(X). N N
For a corresponding binomially distributed random variable Y: M n trials, p = . N M E(Y) = np = n = E(X). N M M V(Y) = np(1 p) = n 1 V(X). N N The expected value is the same
For a corresponding binomially distributed random variable Y: M n trials, p = . N M E(Y) = np = n = E(X). N M M V(Y) = np(1 p) = n 1 V(X). N N The expected value is the same: The effect of not replacing evens out.
For a corresponding binomially distributed random variable Y: M n trials, p = . N M E(Y) = np = n = E(X). N M M V(Y) = np(1 p) = n 1 V(X). N N The expected value is the same: The effect of not replacing evens out. The variance of the hypergeometric distribution is smaller
For a corresponding binomially distributed random variable Y: M n trials, p = . N M E(Y) = np = n = E(X). N M M V(Y) = np(1 p) = n 1 V(X). N N The expected value is the same: The effect of not replacing evens out. The variance of the hypergeometric distribution is smaller: Without replacement, the pool shrinks during the experiment
For a corresponding binomially distributed random variable Y: M n trials, p = . N M E(Y) = np = n = E(X). N M M V(Y) = np(1 p) = n 1 V(X). N N The expected value is the same: The effect of not replacing evens out. The variance of the hypergeometric distribution is smaller: Without replacement, the pool shrinks during the experiment, which means that the variability shrinks, too.
Example.
Example. A certain football team has 22 players for offense and 25 players for defense and kicking.
Example. A certain football team has 22 players for offense and 25 players for defense and kicking. Four team captains are chosen randomly.
Example. A certain football team has 22 players for offense and 25 players for defense and kicking. Four team captains are chosen randomly. Compute the expected value and the variance for the number X of captains who will be from the offense.
E(X)
E(X) = n
M N
E(X) = n
M 22 = 4 N 47
E(X) = n
M 22 88 = 4 = N 47 47
E(X) = n
M 22 88 = 4 = 1.87 N 47 47
E(X) = n V(X)
M 22 88 = 4 = 1.87 N 47 47
E(X) = n V(X) =
M 22 88 = 4 = 1.87 N 47 47 N n M M n 1 N 1 N N
E(X) = n V(X) =
M 22 88 = 4 = 1.87 N 47 47 N n M M n 1 = N 1 N N
47 4 22 22 4 1 47 1 47 47
M 22 88 = 4 = 1.87 N 47 47 N n M M V(X) = n 1 = N 1 N N 0.93 E(X) = n
47 4 22 22 4 1 47 1 47 47

The Hyper Geometric Distribution

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The Hyper Geometric Distribution

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Sampling Without Replacement

Expected Value and Variance