Hypergeometric distribution

In probability theory and

statistics, the hypergeometric Hypergeometric
distribution is a discrete Probability mass function
probability distribution that
describes the probability of
successes (random draws for
which the object drawn has a
specified feature) in draws,
without replacement, from a
finite population of size that
contains exactly objects with
that feature, wherein each draw
is either a success or a failure. In
contrast, the binomial
distribution describes the
probability of successes in
draws with replacement.
Cumulative distribution function

Definitions

Probability mass
function

The following conditions

characterize the hypergeometric
distribution:

The result of each draw

(the elements of the
population being
sampled) can be Parameters
classified into one of two
mutually exclusive
categories (e.g. Pass/Fail Support
or
Employed/Unemployed). PMF
The probability of a
success changes on
each draw, as each draw CDF
where
decreases the population
(sampling without
is the generalized hypergeometric function
replacement from a finite
population). Mean

A random variable follows Mode

the hypergeometric distribution if
its probability mass function
Variance
(pmf) is given by[1]
 Skewness

Ex.
kurtosis

MGF

CF

where

is the population size,

is the number of success states in the population,
is the number of draws (i.e. quantity drawn in each trial),
is the number of observed successes,
is a binomial coefficient.

The pmf is positive when .

A random variable distributed hypergeometrically with parameters , and is written

and has probability mass function above.

Combinatorial identities

As required, we have

which essentially follows from Vandermonde's identity from combinatorics.

Also note that

This identity can be shown by expressing the binomial coefficients in terms of factorials and rearranging the latter,
but it also follows from the symmetry of the problem. Indeed, consider two rounds of drawing without replacement.
In the first round, out of neutral marbles are drawn from an urn without replacement and coloured green. Then
the colored marbles are put back. In the second round, marbles are drawn without replacement and colored red.
Then, the number of marbles with both colors on them (that is, the number of marbles that have been drawn twice)
has the hypergeometric distribution. The symmetry in and stems from the fact that the two rounds are
independent, and one could have started by drawing balls and colouring them red first.

Properties

Working example

The classical application of the hypergeometric distribution is sampling without replacement. Think of an urn with
two colors of marbles, red and green. Define drawing a green marble as a success and drawing a red marble as a
failure (analogous to the binomial distribution). If the variable N describes the number of all marbles in the urn (see
contingency table below) and K describes the number of green marbles, then N − K corresponds to the number of
red marbles. In this example, X is the random variable whose outcome is k, the number of green marbles actually
drawn in the experiment. This situation is illustrated by the following contingency table:

drawn not drawn total

green marbles k K−k K

red marbles n−k N+k−n−K N−K

total n N−n N

Now, assume (for example) that there are 5 green and 45 red marbles in the urn. Standing next to the urn, you close
your eyes and draw 10 marbles without replacement. What is the probability that exactly 4 of the 10 are green? Note
that although we are looking at success/failure, the data are not accurately modeled by the binomial distribution,
because the probability of success on each trial is not the same, as the size of the remaining population changes as
we remove each marble.

This problem is summarized by the following contingency table:

drawn not drawn total

green marbles k=4 K−k=1 K=5

red marbles n−k=6 N + k − n − K = 39 N − K = 45

total n = 10 N − n = 40 N = 50

The probability of drawing exactly k green marbles can be calculated by the formula

Hence, in this example calculate

Intuitively we would expect it to be even more unlikely that all 5 green marbles will be among the 10 drawn.
As expected, the probability of drawing 5 green marbles is roughly 35 times less likely than that of drawing 4.

Symmetries

Swapping the roles of green and red marbles:

Swapping the roles of drawn and not drawn marbles:

Swapping the roles of green and drawn marbles:

These symmetries generate the dihedral group .

Order of draws

The probability of drawing any set of green and red marbles (the hypergeometric distribution) depends only on the
numbers of green and red marbles, not on the order in which they appear; i.e., it is an exchangeable distribution. As
a result, the probability of drawing a green marble in the draw is[2]

This is an ex ante probability—that is, it is based on not knowing the results of the previous draws.

Tail bounds

Let and . Then for we can derive the following

bounds:[3]

where

is the Kullback-Leibler divergence and it is used that .[4]

If n is larger than N/2, it can be useful to apply symmetry to "invert" the bounds, which give you the following: [4]
[5]
Statistical Inference

Hypergeometric test

The hypergeometric test uses the hypergeometric distribution to measure the statistical significance of having
drawn a sample consisting of a specific number of successes (out of total draws) from a population of size
containing successes. In a test for over-representation of successes in the sample, the hypergeometric p-value is
calculated as the probability of randomly drawing or more successes from the population in total draws. In a test
for under-representation, the p-value is the probability of randomly drawing or fewer successes.

The test based on the hypergeometric distribution (hypergeometric test) is

identical to the corresponding one-tailed version of Fisher's exact test.[6]
Reciprocally, the p-value of a two-sided Fisher's exact test can be calculated as
the sum of two appropriate hypergeometric tests (for more information see[7]).

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).

Related distributions
Let and .
Biologist and statistician Ronald
If then has a Bernoulli distribution with parameter .
Fisher
Let have a binomial distribution with parameters and ; this
models the number of successes in the analogous sampling
problem with replacement. If and are large compared to , and is not close to 0 or 1, then
and have similar distributions, i.e., .
If is large, and are large compared to , and is not close to 0 or 1, then

where is the standard normal distribution function

If the probabilities of drawing a green or red marble are not equal (e.g. because green marbles are
bigger/easier to grasp than red marbles) then has a noncentral hypergeometric distribution
The beta-binomial distribution is a conjugate prior for the hypergeometric distribution.

The following table describes four distributions related to the number of successes in a sequence of draws:
 With replacements No replacements

Given number of draws binomial distribution hypergeometric distribution

Given number of failures negative binomial distribution negative hypergeometric distribution

Multivariate hypergeometric distribution

The model of an urn with green and red marbles can be Multivariate hypergeometric distribution
extended to the case where there are more than two Parameters
colors of marbles. If there are ki marbles of color i in the
urn and you take N marbles at random without
replacement, then the number of marbles of each color
in the sample (K1 , K2 ,..., Kc) has the multivariate
hypergeometric distribution. This has the same
relationship to the multinomial distribution that the Support
hypergeometric distribution has to the binomial
distribution—the multinomial distribution is the "with-
PMF
replacement" distribution and the multivariate
hypergeometric is the "without-replacement"
distribution.
Mean
The properties of this distribution are given in the
adjacent table,[8] where c is the number of different Variance
colors and is the total number of marbles in

the urn.

Example

Suppose there are 5 black, 10 white, and 15 red marbles in an urn. If six marbles are chosen without replacement,
the probability that exactly two of each color are chosen is

Occurrence and applications

Application to auditing elections

Election audits typically test a sample of machine-counted precincts to see if

recounts by hand or machine match the original counts. Mismatches result in
either a report or a larger recount. The sampling rates are usually defined by
law, not statistical design, so for a legally defined sample size n, what is the
probability of missing a problem which is present in K precincts, such as a
hack or bug? This is the probability that k = 0. Bugs are often obscure, and a
hacker can minimize detection by affecting only a few precincts, which will
still affect close elections, so a plausible scenario is for K to be on the order
of 5% of N. Audits typically cover 1% to 10% of precincts (often Samples used for election audits
3%),[9][10][11] so they have a high chance of missing a problem. For and resulting chance of missing a
problem
example, if a problem is present in 5 of 100 precincts, a 3% sample has 86% probability that k = 0 so the problem
would not be noticed, and only 14% probability of the problem appearing in the sample (positive k):

The sample would need 45 precincts in order to have probability under 5% that k = 0 in the sample, and thus have
probability over 95% of finding the problem:

Application to Texas hold'em poker

In hold'em poker players make the best hand they can combining the two cards in their hand with the 5 cards
(community cards) eventually turned up on the table. The deck has 52 and there are 13 of each suit. For this example
assume a player has 2 clubs in the hand and there are 3 cards showing on the table, 2 of which are also clubs. The
player would like to know the probability of one of the next 2 cards to be shown being a club to complete the flush.
(Note that the probability calculated in this example assumes no information is known about the cards in the other
players' hands; however, experienced poker players may consider how the other players place their bets (check, call,
raise, or fold) in considering the probability for each scenario. Strictly speaking, the approach to calculating success
probabilities outlined here is accurate in a scenario where there is just one player at the table; in a multiplayer game
this probability might be adjusted somewhat based on the betting play of the opponents.)

There are 4 clubs showing so there are 9 clubs still unseen. There are 5 cards showing (2 in the hand and 3 on the
table) so there are still unseen.

The probability that one of the next two cards turned is a club can be calculated using hypergeometric with
and . (about 31.64%)

The probability that both of the next two cards turned are clubs can be calculated using hypergeometric with
and . (about 3.33%)

The probability that neither of the next two cards turned are clubs can be calculated using hypergeometric with
and . (about 65.03%)

Application to Keno

The hypergeometric distribution is indispensable for calculating Keno odds. In Keno, 20 balls are randomly drawn
from a collection of 80 numbered balls in a container, rather like American Bingo. Prior to each draw, a player
selects a certain number of spots by marking a paper form supplied for this purpose. For example, a player might
play a 6-spot by marking 6 numbers, each from a range of 1 through 80 inclusive. Then (after all players have taken
their forms to a cashier and been given a duplicate of their marked form, and paid their wager) 20 balls are drawn.
Some of the balls drawn may match some or all of the balls selected by the player. Generally speaking, the more hits
(balls drawn that match player numbers selected) the greater the payoff.
For example, if a customer bets ("plays") $1 for a 6-spot (not an uncommon example) and hits 4 out of the 6, the
casino would pay out $4. Payouts can vary from one casino to the next, but $4 is a typical value here. The
probability of this event is:

Similarly, the chance for hitting 5 spots out of 6 selected is while a typical payout might

be $88. The payout for hitting all 6 would be around $1500 (probability ≈ 0.000128985 or 7752-to-1). The only
other nonzero payout might be $1 for hitting 3 numbers (i.e., you get your bet back), which has a probability near
0.129819548.

Taking the sum of products of payouts times corresponding probabilities we get an expected return of 0.70986492 or
roughly 71% for a 6-spot, for a house advantage of 29%. Other spots-played have a similar expected return. This
very poor return (for the player) is usually explained by the large overhead (floor space, equipment, personnel)
required for the game.

See also
Noncentral hypergeometric distributions
Negative hypergeometric distribution
Multinomial distribution
Sampling (statistics)
Generalized hypergeometric function
Coupon collector's problem
Geometric distribution
Keno
Lady tasting tea

References

Citations
1. Rice, John A. (2007). Mathematical Statistics and Data Analysis (Third ed.). Duxbury Press. p. 42.
2. http://www.stat.yale.edu/~pollard/Courses/600.spring2010/Handouts/Symmetry%5BPolyaUrn%5D.pdf
3. Hoeffding, Wassily (1963), "Probability inequalities for sums of bounded random variables" (http://re
pository.lib.ncsu.edu/bitstream/1840.4/2170/1/ISMS_1962_326.pdf) (PDF), Journal of the American
Statistical Association, 58 (301): 13–30, doi:10.2307/2282952 (https://doi.org/10.2307%2F2282952),
JSTOR 2282952 (https://www.jstor.org/stable/2282952).
4. "Another Tail of the Hypergeometric Distribution" (https://ahlenotes.wordpress.com/2015/12/08/hyper
geometric_tail/). wordpress.com. 8 December 2015. Retrieved 19 March 2018.
5. Serfling, Robert (1974), "Probability inequalities for the sum in sampling without replacement", The
Annals of Statistics, 2 (1): 39–48, doi:10.1214/aos/1176342611 (https://doi.org/10.1214%2Faos%2F
1176342611).
6. Rivals, I.; Personnaz, L.; Taing, L.; Potier, M.-C (2007). "Enrichment or depletion of a GO category
within a class of genes: which test?" (https://hal-espci.archives-ouvertes.fr/hal-00801557/document).
Bioinformatics. 23 (4): 401–407. doi:10.1093/bioinformatics/btl633 (https://doi.org/10.1093%2Fbioinf
ormatics%2Fbtl633). PMID 17182697 (https://pubmed.ncbi.nlm.nih.gov/17182697).
7. K. Preacher and N. Briggs. "Calculation for Fisher's Exact Test: An interactive calculation tool for
Fisher's exact probability test for 2 x 2 tables (interactive page)" (http://quantpsy.org/fisher/fisher.htm).
 8. Duan, X. G. "Better understanding of the multivariate hypergeometric distribution with implications in
design-based survey sampling." arXiv preprint arXiv:2101.00548 (2021). (pdf) (https://arxiv.org/pdf/2
101.00548.pdf)
9. Amanda Glazer and Jacob Spertus (2020-02-10). "Start Spreading the News: New York's Post-
Election Audit has Major Flaws". SSRN 3536011 (https://papers.ssrn.com/sol3/papers.cfm?abstract_
id=3536011).
10. "State Audit Laws" (https://www.verifiedvoting.org/state-audit-laws/). Verified Voting. 2017-02-10.
Retrieved 2018-04-02.
11. National Conference of State Legislatures. "Post-Election Audits" (http://www.ncsl.org/research/elect
ions-and-campaigns/post-election-audits635926066.aspx#state). www.ncsl.org. Retrieved
2018-04-02.

Sources
Berkopec, Aleš (2007). "HyperQuick algorithm for discrete hypergeometric distribution" (https://doi.or
g/10.1016%2Fj.jda.2006.01.001). Journal of Discrete Algorithms. 5 (2): 341–347.
doi:10.1016/j.jda.2006.01.001 (https://doi.org/10.1016%2Fj.jda.2006.01.001).
Skala, M. (2011). "Hypergeometric tail inequalities: ending the insanity". arXiv:1311.5939 (https://arxi
v.org/abs/1311.5939) [math.PR (https://arxiv.org/archive/math.PR)]. unpublished note

External links
The Hypergeometric Distribution (http://demonstrations.wolfram.com/TheHypergeometricDistributio
n/) and Binomial Approximation to a Hypergeometric Random Variable (http://demonstrations.wolfra
m.com/BinomialApproximationToAHypergeometricRandomVariable/) by Chris Boucher, Wolfram
Demonstrations Project.
Weisstein, Eric W. "Hypergeometric Distribution" (https://mathworld.wolfram.com/HypergeometricDis
tribution.html). MathWorld.

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