Hypergeometric Distribution

BY DR. GARGI TYAGI

Lecture Highlights

• Concept and Definition

• Examples
• Mean and Variance
• Factorial Moments
• Approximation to Binomial Distribution
• An Application

BY DR. GARGI TYAGI

Sampling WITH replacement

• Consider an urn with 𝑁 balls, 𝑀 of which are blue and

𝑁 − 𝑀 are red.
• Draw a sample of 𝑛 balls at random (with replacement)
from the urn.
• Then, probability of getting 𝑥 blue balls out of 𝑛, (𝑥 ≤
𝑛) is:
𝑛 𝑥 𝑛−𝑥 , 𝑥
𝑝 𝑥 = 𝑝 1−𝑝 = 0,1,2 … , 𝑛
𝑥
𝑀
Where 𝑝 = .
𝑁

• 𝑿 follows binomial distribution.

BY DR. GARGI TYAGI

Sampling WITHOUT replacement

• Consider an urn with 𝑁 balls, 𝑀 of which are blue and

𝑁 − 𝑀 are red.
• Draw a sample of 𝑛 balls at random (without
replacement) from the urn.
• Then, probability of getting 𝑘 blue balls out of 𝑛, (𝑘 ≤
𝑛) is:
𝑀𝑁−𝑀
𝑘 𝑛−𝑘
𝑁
𝑛
• X follows Hypergeometric Distribution.

BY DR. GARGI TYAGI

 Hypergeometric Distribution

A discrete random variable 𝑋 is said to follow the hypergeometric distribution with

parameters 𝑁, 𝑀, and 𝑛 if it assumes only non-negative values and its probability
mass function is given by:
𝑀 𝑁−𝑀
𝑃 𝑋 = 𝑘 = 𝑝 𝑘; 𝑁, 𝑀, 𝑛 = 𝑘 𝑛 − 𝑘 ; 𝑘 = 0,1,2, … min 𝑛, 𝑀 .
𝑁
𝑛
Where 𝑁, M and 𝑛 are positive integers, such that 𝑀 ≤ 𝑁, 𝑛 ≤ 𝑁.

BY DR. GARGI TYAGI

 Hypergeometric Distribution

Find the probability that the income-tax official will catch 3 income-tax returns with illegitimate
deductions, if he randomly selects 5 returns from among 12 returns of which 6 contain illegitimate
deductions.
Example

BY DR. GARGI TYAGI

 Hypergeometric Distribution
Mean
𝑀 𝑁−𝑀 𝑚
𝑀 𝑁−𝑀 𝑁
𝑃 𝑋 = 𝑘 = 𝑝 𝑘; 𝑁, 𝑀, 𝑛 = 𝑘 𝑛 − 𝑘 ; 𝑘 = 0,1,2, … 𝑚 = min 𝑛, 𝑀 . ෍ =
𝑁 𝑘 𝑛−𝑘 𝑛
𝑘=0
𝑛

BY DR. GARGI TYAGI

 Hypergeometric Distribution
Mean
𝑀 𝑁−𝑀 𝑚
𝑀 𝑁−𝑀 𝑁
𝑃 𝑋 = 𝑘 = 𝑝 𝑘; 𝑁, 𝑀, 𝑛 = 𝑘 𝑛 − 𝑘 ; 𝑘 = 0,1,2, … 𝑚 = min 𝑛, 𝑀 . ෍ =
𝑁 𝑘 𝑛−𝑘 𝑛
𝑘=0
𝑛

BY DR. GARGI TYAGI

 Hypergeometric Distribution
Variance
𝑀 𝑁−𝑀 𝑚
𝑃 𝑋 = 𝑘 = 𝑝 𝑘; 𝑁, 𝑀, 𝑛 = 𝑘 𝑛−𝑘
; 𝑘 = 0,1,2, … 𝑚 = min 𝑛, 𝑀 . 𝑀 𝑁−𝑀 𝑁
𝑁 ෍ =
𝑛 𝑘 𝑛−𝑘 𝑛
𝑘=0
𝑛𝑀
𝐸𝑋 =
𝑁

𝑀 𝑀−1 𝑛 𝑛−1
𝐸 𝑋 𝑋−1 =
𝑁 𝑁−1

BY DR. GARGI TYAGI

 Hypergeometric Distribution
Factorial Moments
𝑀 𝑁−𝑀 𝑚
𝑃 𝑋 = 𝑘 = 𝑝 𝑘; 𝑁, 𝑀, 𝑛 = 𝑘 𝑛−𝑘
; 𝑘 = 0,1,2, … 𝑚 = min 𝑛, 𝑀 . 𝑀 𝑁−𝑀 𝑁
𝑁 ෍ =
𝑛 𝑘 𝑛−𝑘 𝑛
𝑘=0
𝑛𝑀
𝐸𝑋 =
𝑁

𝑀 𝑀−1 𝑛 𝑛−1
𝐸 𝑋 𝑋−1 =
𝑁 𝑁−1

𝑴 𝒓 𝒏 𝒓
𝑬𝑿 𝒓 = , 𝑤ℎ𝑒𝑟𝑒 𝑋 𝑟 = 𝑋 𝑋 − 1 … (𝑋 − 𝑟 + 1)
𝑵 𝒓

BY DR. GARGI TYAGI

 Hypergeometric Distribution
Approximation to Binomial Distribution

𝑀
Hypergeometric distribution tends to binomial distribution as 𝑁 → ∞ and → 𝑝.
𝑁

BY DR. GARGI TYAGI

 Hypergeometric Distribution
Approximation to Binomial Distribution

𝑀
Hypergeometric distribution tends to binomial distribution as 𝑁 → ∞ and → 𝑝.
𝑁

BY DR. GARGI TYAGI

 Estimation of Number of Fishes in a Lake:
An Application of Hypergeometric Distribution

BY DR. GARGI TYAGI

Estimation of Number of Fishes in a Lake

• Suppose there are 𝑁 fishes in the lake (𝑁 is unknown)

• A catch of 𝑀 fishes is made (all at the same time)
• Mark these fishes and return alive into the lake
• Give some time so that fishes distribute themselves randomly in the lake
• Make an another catch of 𝑛 fishes (again, at the same time)
• Among these 𝑛 fishes, there will be 𝑋 marked fishes (a random number)
• 𝑋 will assume the hypergeometric distribution
𝑀 𝑁−𝑀
𝑝 𝑋 = 𝑥|𝑁 = 𝑥 𝑛 − 𝑥 = 𝑝(𝑁)
𝑁
𝑛
Where 𝑘 is an integer such that max 0, 𝑛 − 𝑁 + 𝑀 ≤ 𝑥 ≤ min 𝑀, 𝑛

BY DR. GARGI TYAGI

Estimation of Number of Fishes in a Lake
• The value of 𝑁 is estimated by the principle of maximum likelihood
෡ = 𝑁(𝑥)
• Find 𝑁 ෡ which maximizes 𝑝 𝑁
• Proceed as follows:
𝑝 𝑁 𝑁−𝑀 𝑁−𝑛
• 𝜆 𝑁 = =
𝑝(𝑁−1) 𝑁 𝑁−𝑀−𝑛+𝑥

𝑛𝑀
• 𝜆 𝑁 >1 𝑝 𝑁 >𝑝 𝑁−1 iff 𝑁>
𝑥
𝑛𝑀
• 𝜆 𝑁 <1 𝑝 𝑁 <𝑝 𝑁−1 iff 𝑁<
𝑥
𝑛𝑀
• 𝑝 𝑁 reaches the maximum value when 𝑁 is approximately equal to .
𝑥

𝒏𝑴
• Estimated number of fishes in the lake = .
𝒙

BY DR. GARGI TYAGI

Summary

• Concept and Definition

• Examples
• Mean and Variance
• Factorial Moments
• An application in estimating number of fishes in a lake

BY DR. GARGI TYAGI

Thank You
BY DR. GARGI TYAGI