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hypergeometric

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Distribution

37.4

Introduction

The hypergeometric distribution enables us to deal with situations arising when we sample from

batches with a known number of defective items. In essence, the number of defective items in a

batch is not a random variable - it is a known, fixed, number.

Prerequisites

Before starting this Section you should . . .

Learning Outcomes

understand the notation n Cr used in

probability calculations

simple examples

HELM (2008):

Section 37.4: The Hypergeometric Distribution

53

Suppose we are sampling without replacement from a batch of items containing a variable number of

defectives. We are essentially assuming that we know the probability p that a given item is defective

but not the actual number of defective items contained in the batch. The number of defective items

in the batch is a random variable in this case.

When we sample from the batch, we are left with:

1. a smaller batch;

2. a (possibly) smaller (but still variable) number of defective items. The number of defective

items is still a random variable.

While the probability of finding a given number of defectives in a sample drawn from the second

batch will (in general) be different from the probability of finding a given number of defectives in a

sample drawn from the first batch, sampling from both batches may be described by the binomial

distribution for which:

P(X = r) =

Cr (1 p)nr pr

Sampling in this case varies the values of n and p in general but not the underlying distribution

describing the sampling process.

Example 18

A batch of 100 piston rings is known to contain 10 defective rings. If two piston

rings are drawn from the batch, write down the probabilities that:

(a) the first ring is defective;

(b) the second ring is defective given that the first one is defective.

Solution

10

1

= .

100

10

(b) Assuming that the first ring selected is defective and we do not replace it, the probability

9

1

that the second ring is defective is equally clearly

= .

99

11

(a) The probability that the first ring is defective is clearly

The hypergeometric distribution may be thought of as arising from sampling from a batch of items

where the number of defective items contained in the batch is known.

Essentially the number of defectives contained in the batch is not a random variable, it is fixed.

54

HELM (2008):

Workbook 37: Discrete Probability Distributions

The calculations involved when using the hypergeometric distribution are usually more complex than

their binomial counterparts.

If we sample without replacement we may proceed in general as follows:

we may select r defective items from M defective items in M Cr ways;

we may select n r non-defective items from N M non-defective items in N M Cnr ways;

hence we may select n items containing r defectives in M Cr N M Cnr ways.

hence the probability that we select a sample of size n containing r defective items from a

population of N items known to contain M defective items is

M

Cr

N M

Cnr

NC

n

Key Point 10

Hypergeometric Distribution

The distribution given by

M

P(X = r) =

Cr

N M

Cnr

NC

n

which describes the probability of obtaining a sample of size n containing r defective items from

a population of size N known to contain M defective items is known as the hypergeometric

distribution.

Example 19

A batch of 10 rocker cover gaskets contains 4 defective gaskets. If we draw samples

of size 3 without replacement, from the batch of 10, find the probability that a

sample contains 2 defective gaskets.

Solution

M

Using

P(X = r) =

Hence

P(X = 2) =

Cr

N M

NC

n

4

Cnr

C2 6 C1

66

=

= 0.3

10 C

120

3

HELM (2008):

Section 37.4: The Hypergeometric Distribution

55

It is possible to derive formulae for the mean and variance of the hypergeometric distribution. However, the calculations are more difficult than their binomial counterparts, so we will simple state the

results.

Key Point 11

Expectation and Variance of the Hypergeometric Distribution

The expectation (mean) and variance of the hypergeometric random variable

M

P(X = r) =

Cr

N M

Cnr

NC

n

are given by

E(X) = = np

V(X) = np(1 p)

and

N M

N 1

where p =

M

N

Example 20

For the previous Example, concerning rocker cover gaskets, find the expectation

and variance of samples containing 2 defective gaskets.

Solution

M

Using

P(X = r) =

Cr

N M

NC

n

Cnr

Hence

E(X) = np = 3

4

= 1.2

10

V(X) = np(1 p)

N M

4

6

10 4

=3

= 0.48

N 1

10 10 10 1

and

56

HELM (2008):

Workbook 37: Discrete Probability Distributions

Task

In the manufacture of car tyres, a particular production process is know to yield 10

tyres with defective walls in every batch of 100 tyres produced. From a production

batch of 100 tyres, a sample of 4 is selected for testing to destruction. Find:

(a) the probability that the sample contains 1 defective tyre

(b) the expectation of the number of defectives in samples of size 4

(c) the variance of the number of defectives in samples of size 4.

Your solution

Answer

Sampling is clearly without replacement and we use the hypergeometric distribution with

N = 100, M = 10, n = 4, r = 1 and p = 0.1. Hence:

M

(a) P(X = r) =

N M

Cnr

NC

n

10

P(X = 1) =

Cr

C1

10010

100 C

4

C41

gives

=

10 117480

0.3

3921225

N M

90

(c) The variance is V(X) = np(1 p)

= 0.4 0.9

0.33

N 1

99

HELM (2008):

Section 37.4: The Hypergeometric Distribution

57

Task

A company (the producer) supplies microprocessors to a manufacturer (the consumer) of electronic equipment. The microprocessors are supplied in batches of

50. The consumer regards a batch as acceptable provided that there are not

more than 5 defective microprocessors in the batch. Rather than test all of the

microprocessors in the batch, 10 are selected at random and tested.

(a) Find the probability that out of a sample of 10, d = 0, 1, 2, 3, 4, 5 are defective when there are actually 5 defective microprocessors in the batch.

(b) Suppose that the consumer will accept the batch provided that not more

than m defectives are found in the sample of 10.

(i) Find the probability that the batch is accepted when there are 5 defectives in the batch.

(ii) Find the probability that the batch is rejected when there are 3 defectives in the batch.

Your solution

58

HELM (2008):

Workbook 37: Discrete Probability Distributions

Answer

(a) Let X = the numbers of defectives in a sample. Then

45

C10d 5 Cd

50 C

10

45

C10 5 C0

= 0.311

50 C

10

P(X = 1) =

C8 5 C2

= 0.210

50 C

10

P(X = 3) =

P(X = d) =

Hence

P(X = 0) =

45

P(X = 2) =

45

P(X = 4) =

C6 5 C4

= 0.004

50 C

10

45

C9 5 C1

= 0.431

50 C

10

45

C7 5 C3

= 0.044

50 C

10

45

P(X = 5) =

C5 5 C5

= 0.0001

50 C

10

P(Accept batch with 5 defectives) is

m 45

X

C10d 5 Cd

P(X = d) =

50 C

10

d=0

d=0

m

X

m5

P(Reject batch with 3 defectives) is

m 47

X

C10d 3 Cd

P(X = d) = 1

1

50 C

10

d=0

d=0

m

X

m3

Exercise

A company buys batches of n components. Before a batch is accepted, m of the components are

selected at random from the batch and tested. The batch is rejected if more than d components in

the sample are found to be below standard.

(a) Find the probability that a batch which actually contains six below-standard components

is rejected when n = 20, m = 5 and d = 1.

(b) Find the probability that a batch which actually contains nine below-standard components

is rejected when n = 30, m = 10 and d = 1.

HELM (2008):

Section 37.4: The Hypergeometric Distribution

59

Answer

(a) Let the number of below-standard components in the sample be X. The probability of

acceptance is

14

6

14

6

4

1

5

0

+

P(X = 0) + P(X = 1) =

20

20

5

5

=

14

5

13

4

12

3

11

10

+ 14

13

12

2

1

4

3

2

20

19

18

17

16

5

4

3

2

1

12

2

11

1

6

1

2002 + 6006

15504

= 0.5165

=

(b) Let the number of below-standard components in the sample be X. The probability of

acceptance is

P(X = 0) + P(X = 1) =

21

10

30

10

9

0

+

21

9

30

10

9

1

Now

21

10

21

9

9

0

9

1

30

10

21 20 19 18 17 16 15 14 13 12

10

9

8

7

6

5

4

3

2

1

= 352716

=

21 20 19 18 17 16 15 14 13 9

9

8

7

6

5

4

3

2

1

1

= 2645370

30 29 28 27 26 25 24 23 22 21

10

9

8

7

6

5

4

3

2

1

= 30045015

=

352716 + 2645370

= 0.0998

30045015

Hence the probability of rejection is 1 0.0998 = 0.9002

60

HELM (2008):

Workbook 37: Discrete Probability Distributions

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