In probability theory and statistics, the hypergeometric distribution is a discrete probability distribution that describes the probability of k {\displaystyle k} successes (random draws for which the object drawn has a specified feature) in n {\displaystyle n} draws, without replacement, from a finite population of size N {\displaystyle N} that contains exactly K {\displaystyle K} objects with that feature, where in each draw is either a success or a failure. In contrast, the binomial distribution describes the probability of k {\displaystyle k} successes in n {\displaystyle n} draws with replacement.
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 classified into one of two mutually exclusive categories (e.g. Pass/Fail 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 {\displaystyle X} follows the hypergeometric distribution if its probability mass function (pmf) is given by
p X ( k ) = Pr ( X = k ) = ( K k ) ( N − K n − k ) ( N n ) , {\displaystyle p_{X}(k)=\Pr(X=k)={\frac {{\binom {K}{k}}{\binom {N-K}{n-k}}}{\binom {N}{n}}},}
where
N {\displaystyle N} is the population size,
K {\displaystyle K} is the number of success states in the population,
n {\displaystyle n} is the number of draws (i.e. quantity drawn in each trial),
k {\displaystyle k} is the number of observed successes,
( a b ) {\textstyle \textstyle {a \choose b}} is a binomial coefficient. The pmf is positive when max ( 0 , n + K − N ) ≤ k ≤ min ( K , n ) {\displaystyle \max(0,n+K-N)\leq k\leq \min(K,n)} . A random variable distributed hypergeometrically with parameters N {\displaystyle N} , K {\displaystyle K} and n {\displaystyle n} is written X ∼ Hypergeometric ( N , K , n ) {\textstyle X\sim \operatorname {Hypergeometric} (N,K,n)} and has probability mass function p X ( k ) {\textstyle p_{X}(k)} above.
Combinatorial identities As required, we have
∑ 0 ≤ k ≤ min ( n , K ) ( K k ) ( N − K n − k ) ( N n ) = 1 , {\displaystyle \sum _{0\leq k\leq {\textrm {min}}(n,K)}{{K \choose k}{N-K \choose n-k} \over {N \choose n}}=1,}
which essentially follows from Vandermonde's identity from combinatorics. Also note that
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