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hypergeometric distribution : ウィキペディア英語版
hypergeometric distribution

\,
| pdf =
| cdf = 1-}\over } \,_3F_2\!\!\left(k+1-K,\ k+1-n \\ k+2,\ N+k+2-K-n\end;1\right )
| mean = n
| median =
| mode = \left \lfloor \frac \right \rfloor
| variance = n
| skewness = \frac(N-2n)}(N-2)}
| kurtosis = \left.\frac\cdot\right.
\Big(n K (N-K)(N-n)(5N-6)\Big )
| entropy =
| mgf = \frac
In probability theory and statistics, the hypergeometric distribution is a discrete probability distribution that describes the probability of k successes in n draws, ''without'' replacement, from a finite population of size N that contains exactly K successes, wherein each draw is either a success or a failure. In contrast, the binomial distribution describes the probability of k successes in n draws ''with'' replacement.
In statistics, the hypergeometric test uses the hypergeometric distribution to calculate the statistical significance of having drawn a specific k successes (out of n total draws) from the aforementioned population. The test is often used to identify which sub-populations are over- or under-represented in a sample. This test has a wide range of applications. For example, a marketing group could use the test to understand their customer base by testing a set of known customers for over-representation of various demographic subgroups (e.g., women, people under 30).
==Definition==
The following conditions characterize the hypergeometric distribution:
* The result of each draw (the elements of the population being sampled) can be classified into one of two mutually exclusive categories (e.g. Pass/Fail or Female/Male or Employed/Unemployed).
* The probability of a success changes on each draw, as each draw decreases the population (''sampling without replacement'' from a finite population).
A random variable X follows the hypergeometric distribution if its probability mass function (pmf) is given by
: P(X = k) = \frac \binom}},
where
*N is the population size,
*K is the number of success states in the population,
*n is the number of draws,
*k is the number of observed successes,
*\textstyle is a binomial coefficient.
The pmf is positive when \max(0, n+K-N) \leq k \leq \min(K,n).
The pmf satisfies the recurrence relation
: (k + 1) (N - K - (n - k - 1)) P(X = k + 1) = (K - k) (n - k) P(X = k)
with
: P(X = 0) = \frac}}.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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