Negative hypergeometric distribution

In probability theory and statistics, the negative

hypergeometric distribution describes
Negative hypergeometric
probabilities for when sampling from a finite Probability mass function
population without replacement in which each
sample can be classified into two mutually
exclusive categories like Pass/Fail or
Employed/Unemployed. As random selections are
made from the population, each subsequent draw
decreases the population causing the probability of
success to change with each draw. Unlike the
standard hypergeometric distribution, which
describes the number of successes in a fixed sample
size, in the negative hypergeometric distribution,
samples are drawn until failures have been found,
and the distribution describes the probability of Cumulative distribution function
finding successes in such a sample. In other
words, the negative hypergeometric distribution
describes the likelihood of successes in a sample
with exactly failures.

Definition
There are elements, of which are defined as
"successes" and the rest are "failures".

Elements are drawn one after the other, without

replacements, until failures are encountered. Parameters
Then, the drawing stops and the number of - total number of
successes is counted. The negative hypergeometric elements
distribution, is the discrete - total number of
distribution of this . 'success' elements
[1] - number of failures
when experiment is stopped
The negative hypergeometric distribution is a
Support - number of successes when
special case of the beta-binomial distribution[2] with
experiment is stopped.
parameters and both
being integers (and ). PMF

The outcome requires that we observe successes

in draws and the bit must Mean
be a failure. The probability of the former can be
found by the direct application of the Variance
hypergeometric distribution
and the probability of the latter is simply the
number of failures remaining divided by the size of the remaining population
. The probability of having exactly successes up to the failure (i.e. the drawing stops
as soon as the sample includes the predefined number of failures) is then the product of these two probabilities:
Therefore, a random variable follows the negative hypergeometric distribution if its probability mass function
(pmf) is given by

where

is the population size,

is the number of success states in the population,
is the number of failures,
is the number of observed successes,

is a binomial coefficient

By design the probabilities sum up to 1. However, in case we want show it explicitly we have:

where we have used that,

which can be derived using the binomial identity, , and the Chu–Vandermonde

identity, , which holds for any complex-values and and any non-negative

integer .

Expectation

When counting the number of successes before failures, the expected number of successes is and
can be derived as follows.
where we have used the relationship , that we derived above to show

that the negative hypergeometric distribution was properly normalized.

Variance
The variance can be derived by the following calculation.

Then the variance is

Related distributions
If the drawing stops after a constant number of draws (regardless of the number of failures), then the number of
successes has the hypergeometric distribution, . The two functions are related in the following way:[1]

Negative-hypergeometric distribution (like the hypergeometric distribution) deals with draws without replacement,
so that the probability of success is different in each draw. In contrast, negative-binomial distribution (like the
binomial distribution) deals with draws with replacement, so that the probability of success is the same and the trials
are independent. The following table summarizes the four distributions related to drawing items:

With replacements No replacements

# of successes in constant # of draws binomial distribution hypergeometric distribution

# of successes in constant # of failures negative binomial distribution negative hypergeometric distribution

Some authors[3][4] define the negative hypergeometric distribution to be the number of draws required to get the th
failure. If we let denote this number then it is clear that where is as defined above. Hence the

PMF . If we let the number of failures be denoted by means that

we have . The support of is the set . It is clear

that and that .

References
1. Negative hypergeometric distribution (https://www.encyclopediaofmath.org/index.php/Negative_hyp
ergeometric_distribution) in Encyclopedia of Math.
2. Johnson, Norman L.; Kemp, Adrienne W.; Kotz, Samuel (2005). Univariate Discrete Distributions.
Wiley. ISBN 0-471-27246-9. §6.2.2 (p.253–254)
3. Rohatgi, Vijay K., and AK Md Ehsanes Saleh. An introduction to probability and statistics. John
Wiley & Sons, 2015.
4. Khan, RA (1994). A note on the generating function of a negative hypergeometric distribution.
Sankhya: The Indian Journal of Statistics B, 56(3), 309-313.

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