Fisher's noncentral hypergeometric

distribution
In probability theory and statistics, Fisher's
noncentral hypergeometric distribution is a
generalization of the hypergeometric distribution where
sampling probabilities are modified by weight factors.
It can also be defined as the conditional distribution of
two or more binomially distributed variables dependent
upon their fixed sum.

The distribution may be illustrated by the following urn

model. Assume, for example, that an urn contains m1
red balls and m2 white balls, totalling N = m1 + m2
balls. Each red ball has the weight ω1 and each white
ball has the weight ω2 . We will say that the odds ratio
is ω = ω1 / ω 2 . Now we are taking balls randomly in Probability mass function for Fisher's noncentral
such a way that the probability of taking a particular hypergeometric distribution for different values of
ball is proportional to its weight, but independent of the odds ratio ω.
what happens to the other balls. The number of balls m1 = 80, m2 = 60, n = 100, ω = 0.01, ..., 1000
taken of a particular color follows the binomial
distribution. If the total number n of balls taken is
known then the conditional distribution of the number of taken red
balls for given n is Fisher's noncentral hypergeometric distribution. To
generate this distribution experimentally, we have to repeat the
experiment until it happens to give n balls.

If we want to fix the value of n prior to the experiment then we have to

take the balls one by one until we have n balls. The balls are therefore
no longer independent. This gives a slightly different distribution
known as Wallenius' noncentral hypergeometric distribution. It is far
from obvious why these two distributions are different. See the entry
for noncentral hypergeometric distributions for an explanation of the
difference between these two distributions and a discussion of which
distribution to use in various situations.

The two distributions are both equal to the (central) hypergeometric

distribution when the odds ratio is 1. Biologist and statistician Ronald
Fisher
Unfortunately, both distributions are known in the literature as "the"
noncentral hypergeometric distribution. It is important to be specific
about which distribution is meant when using this name.
Fisher's noncentral hypergeometric distribution was first given the name extended hypergeometric
distribution (Harkness, 1965), and some authors still use this name today.

Univariate distribution
The probability function, mean and variance are Univariate Fisher's noncentral
given in the adjacent table. hypergeometric distribution
An alternative expression of the distribution has both Parameters
the number of balls taken of each color and the
number of balls not taken as random variables,
whereby the expression for the probability becomes
symmetric.
Support
The calculation time for the probability function can
be high when the sum in P0 has many terms. The
calculation time can be reduced by calculating the PMF
terms in the sum recursively relative to the term for y
= x and ignoring negligible terms in the tails (Liao where
and Rosen, 2001).

The mean can be approximated by:

Mean , where
,

where ,
, . Mode
, where

The variance can be approximated by: ,

, .
Variance
, where Pk is given

above.

Better approximations to the mean and variance are given by Levin (1984, 1990), McCullagh and Nelder
(1989), Liao (1992), and Eisinga and Pelzer (2011). The saddlepoint methods to approximate the mean and
the variance suggested Eisinga and Pelzer (2011) offer extremely accurate results.

Properties

The following symmetry relations apply:

Recurrence relation:

The distribution is affectionately called "finchy-pig," based on the abbreviation convention above.

Derivation

The univariate noncentral hypergeometric distribution may be derived alternatively as a conditional

distribution in the context of two binomially distributed random variables, for example when considering
the response to a particular treatment in two different groups of patients participating in a clinical trial. An
important application of the noncentral hypergeometric distribution in this context is the computation of
exact confidence intervals for the odds ratio comparing treatment response between the two groups.

Suppose X and Y are binomially distributed random variables counting the number of responders in two
corresponding groups of size mX and mY respectively,

Their odds ratio is given as

The responder prevalence is fully defined in terms of the odds , , which correspond to the
sampling bias in the urn scheme above, i.e.

The trial can be summarized and analyzed in terms of the following contingency table.

      Treatment
responder non-responder Total
  Group
X x . mX

Y y . mY

Total n . N

In the table, corresponds to the total number of responders across groups, and N to the total
number of patients recruited into the trial. The dots denote corresponding frequency counts of no further
relevance.

The sampling distribution of responders in group X conditional upon the trial outcome and prevalences,
, is noncentral hypergeometric:
Note that the denominator is essentially just the numerator, summed over all events of the joint sample
space for which it holds that . Terms independent of X can be factored out of the sum
and cancel out with the numerator.

Multivariate distribution
The distribution can be expanded to any number of colors Multivariate Fisher's Noncentral
c of balls in the urn. The multivariate distribution is used Hypergeometric Distribution
when there are more than two colors.
Parameters
The probability function and a simple approximation to the
mean are given to the right. Better approximations to the
mean and variance are given by McCullagh and Nelder
(1989).

Properties Support

The order of the colors is arbitrary so that any colors can be

swapped. PMF

The weights can be arbitrarily scaled: where

Mean The mean μi of xi can be

approximated by
where r is the

unique positive solution to

.
 for all

Colors with zero number (mi = 0) or zero weight (ωi = 0) can be omitted from the equations.

Colors with the same weight can be joined:

where is the (univariate, central) hypergeometric distribution probability.

Applications
Fisher's noncentral hypergeometric distribution is useful for models of biased sampling or biased selection
where the individual items are sampled independently of each other with no competition. The bias or odds
can be estimated from an experimental value of the mean. Use Wallenius' noncentral hypergeometric
distribution instead if items are sampled one by one with competition.

Fisher's noncentral hypergeometric distribution is used mostly for tests in contingency tables where a
conditional distribution for fixed margins is desired. This can be useful, for example, for testing or
measuring the effect of a medicine. See McCullagh and Nelder (1989).

Software available
FisherHypergeometricDistribution (http://reference.wolfram.com/mathematica/ref/FisherHype
rgeometricDistribution.html) in Mathematica.
An implementation for the R programming language is available as the package named
BiasedUrn (https://cran.r-project.org/web/packages/BiasedUrn/index.html). Includes
univariate and multivariate probability mass functions, distribution functions, quantiles,
random variable generating functions, mean and variance.
The R package MCMCpack (https://web.archive.org/web/20051224230956/http://mcmcpack.
wustl.edu/) includes the univariate probability mass function and random variable generating
function.
SAS System includes univariate probability mass function and distribution function.
Implementation in C++ is available from www.agner.org (http://www.agner.org/random/).
Calculation methods are described by Liao and Rosen (2001) and Fog (2008).

See also
Noncentral hypergeometric distributions
Wallenius' noncentral hypergeometric distribution
Hypergeometric distribution
Urn models
Biased sample
Bias
Contingency table
 Fisher's exact test

References
Breslow, N. E.; Day, N. E. (1980), Statistical Methods in Cancer Research, Lyon: International Agency for
Research on Cancer.

Eisinga, R.; Pelzer, B. (2011), "Saddlepoint approximations to the mean and variance of the extended
hypergeometric distribution" (https://pure.rug.nl/ws/files/14664895/2010-EisingaR-Saddlepoint.pdf) (PDF),
Statistica Neerlandica, vol. 65, no. 1, pp. 22–31, doi:10.1111/j.1467-9574.2010.00468.x (https://doi.org/10.
1111%2Fj.1467-9574.2010.00468.x).

Fog, A. (2007), Random number theory (http://www.agner.org/random/theory/).

Fog, A. (2008), "Sampling Methods for Wallenius' and Fisher's Noncentral Hypergeometric Distributions",
Communications in Statictics, Simulation and Computation, vol.  37, no.  2, pp.  241–257,
doi:10.1080/03610910701790236 (https://doi.org/10.1080%2F03610910701790236), S2CID 14904723 (h
ttps://api.semanticscholar.org/CorpusID:14904723).

Johnson, N. L.; Kemp, A. W.; Kotz, S. (2005), Univariate Discrete Distributions, Hoboken, New Jersey:
Wiley and Sons.

Levin, B. (1984), "Simple Improvements on Cornfield's approximation to the mean of a noncentral

Hypergeometric random variable", Biometrika, vol. 71, no. 3, pp. 630–632, doi:10.1093/biomet/71.3.630
(https://doi.org/10.1093%2Fbiomet%2F71.3.630).

Levin, B. (1990), "The saddlepoint correction in conditional logistic likelihood analysis", Biometrika,
[Oxford University Press, Biometrika Trust], vol. 77, no. 2, pp. 275–285, doi:10.1093/biomet/77.2.275 (htt
ps://doi.org/10.1093%2Fbiomet%2F77.2.275), JSTOR 2336805 (https://www.jstor.org/stable/2336805).

Liao, J. (1992), "An Algorithm for the Mean and Variance of the Noncentral Hypergeometric Distribution",
Biometrics, [Wiley, International Biometric Society], vol. 48, no. 3, pp. 889–892, doi:10.2307/2532354 (htt
ps://doi.org/10.2307%2F2532354), JSTOR 2532354 (https://www.jstor.org/stable/2532354).

Liao, J. G.; Rosen, O. (2001), "Fast and Stable Algorithms for Computing and Sampling from the
Noncentral Hypergeometric Distribution", The American Statistician, vol.  55, no.  4, pp.  366–369,
doi:10.1198/000313001753272547 (https://doi.org/10.1198%2F000313001753272547),
S2CID 121279235 (https://api.semanticscholar.org/CorpusID:121279235).

McCullagh, P.; Nelder, J. A. (1989), Generalized Linear Models, 2. ed., London: Chapman and Hall.

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