Hypergeometric Distribution

Hypergeometric distribution is the probability distribution of a

hypergeometric random variable. Hypergeometric distribution can be defined as
discrete probability distribution describing the probability of getting k successes in n
draws without replacement where the sample population is N. Each draw is either
success or failure and the population consists of exactly k successes.

Properties of hypergeometric:

1. A random sample of size 𝑛 is selected without replacement from 𝑁 items.

2. 𝑘 of the 𝑁 items may be classified as successes and 𝑁 — 𝑘 are classified
as failures.
3. Hypergeometric experiment is the probability of selecting 𝑥 successes
from the 𝑘 items labeled successes and 𝑛 — 𝑥 failures from the 𝑁 — 𝑘
items labeled failures when a random sample of size 𝑛 is selected from 𝑁
items.
4. Hypergeometric Random Variable. The number X of successes of a
hypergeometric experiment.

Hypergeometric Distribution

The probability distribution of the hypergeometric random variable X, the

number of successes in a random sample of size n selected from 𝑁 items of which
k are labeled success and N — k labeled failure, is

𝑘 𝑁−𝑘
( )( )
ℎ(𝑥; 𝑁, 𝑛, 𝑘) = 𝑥 𝑛 − 𝑥 𝑚𝑎𝑥 {0, 𝑛 − (𝑁 − 𝑘)} < 𝑥 < 𝑚𝑖𝑛{𝑛, 𝑘}.
𝑁
( )
𝑛
Where: k= the number of successes
𝑁 − 𝑘 = the number of failures
n = sample size

The range of x can be determined by the three binomial coefficients in the

definition, where x and n — x are no more than k and N — k respectively; and both
of them cannot be less than 0. Usually, when both k (the number of successes) and
𝑁 − 𝑘 (the number of failures) are larger than the sample size n, the range of a
hypergeometric random variable will be 𝑥 = 0 , 1 , . . . , 𝑛.

BUENAFLOR, MADONNA C. | Hypergeometric Distribution

TAMONAN, JHONMAR
Example 1:

Lots of 40 components each are called unacceptable if they contain as many as

3 defectives or more. The procedure for sampling the lot is to select 5 components at
random and to reject the lot if a defective is found. What is the probability that exactly
1 defective is found in the sample if there are 3 defectives in the entire lot?

Solution:

Using the hypergeometric distribution with n = 5, N = 40, k — 3, and x = 1, we

find the probability of obtaining one defective to be:
𝑘 𝑁−𝑘
( )( )
ℎ(𝑥; 𝑁, 𝑛, 𝑘) = 𝑥 𝑛 − 𝑥
𝑁
( )
𝑛
3 40 − 3
( )( )
ℎ(1; 40, 5, 3) = 1 5 − 1
40
( )
5
3 37
( )( )
ℎ(1; 40, 5, 3) = 1 4
40
( )
5
= 0.3011
*This plan is likely not desirable since it detects a bad lot (3 defectives) only
about 30% of the time.

Example 2:

Suppose we have a lot of 100 items of which 12 are defective. What is the
probability that in a sample of 10, 3 are defective?

Solution:

Using the hypergeometric probability function, we have

Where: 𝑁 = 100
𝑘= 12
𝑛= 10
𝑥= 3

BUENAFLOR, MADONNA C. | Hypergeometric Distribution

TAMONAN, JHONMAR
 𝑘 𝑁−𝑘
( )( )
ℎ(𝑥; 𝑁, 𝑛, 𝑘) = 𝑥 𝑛 − 𝑥
𝑁
( )
𝑛
12 100 − 12
( )( )
ℎ(3; 100, 10, 12) = 3 10 − 3
100
( )
10
12 88
( )( )
ℎ(3; 100, 10, 12) = 3 7
100
( )
10
= 0.08

BUENAFLOR, MADONNA C. | Hypergeometric Distribution

TAMONAN, JHONMAR
Hypergeometric Distribution: Mean or Expected Value

Proof:

𝑛𝑘
𝜇=
𝑁
𝑘 𝑘 𝑁−𝑘
( )( )
𝐸(𝑋) = ∑ 𝑥 𝑥 𝑛 − 𝑥
𝑁
𝑥=1 ( )
𝑛

𝑘 𝑘! 𝑁−𝑘
⋅ ( )
𝑥! (𝑘 − 𝑥)! 𝑛−𝑥
= ∑𝑥
𝑁
𝑥=1 ( )
𝑛

𝑘 𝑘! 𝑁−𝑘
⋅ ( )
(𝑥 − 1)! (𝑘 − 𝑥)! 𝑛−𝑥
=∑
𝑁
𝑥=1 ( )
𝑛

𝑘
𝑘(𝑘 − 1)! (𝑁 − 1) − (𝑘 − 1)
⋅ ( )
(𝑥 − 1)! [(𝑘 − 1) − (𝑥 − 1)]! (𝑛 − 1) − (𝑥 − 1)
=∑
𝑁!
𝑥=1
𝑛! (𝑁 − 𝑛)!

𝑘
𝑘(𝑘 − 1)! (𝑁 − 1) − (𝑘 − 1)
⋅ ( )
(𝑥 − 1)! [(𝑘 − 1) − (𝑥 − 1)]! (𝑛 − 1) − (𝑥 − 1)
=∑
𝑁(𝑁 − 1)!
𝑥=1
𝑛(𝑛 − 1)! [(𝑁 − 1) − (𝑛 − 1)]!

𝑘 − 1 (𝑁 − 1) − (𝑘 − 1)
𝑘
𝑘 (
)( )
𝑥 − 1 (𝑛 − 1) − (𝑥 − 1)
= ∑
𝑁 (𝑁 − 1)!
𝑛 𝑥=1 (𝑛 − 1)! [(𝑁 − 1) − (𝑛 − 1)]!

𝑘 (𝑘 − 1 ) (
(𝑁 − 1) − (𝑘 − 1)
𝑛𝑘 )
𝑥 − 1 (𝑛 − 1) − (𝑥 − 1)
= ∑
𝑁 𝑁−1
𝑥=1 ( )
𝑛−1

𝑘 (𝑘 − 1 ) (
(𝑁 − 1) − (𝑘 − 1)
𝑛𝑘 )
𝑥 − 1 (𝑛 − 1) − (𝑥 − 1)
= ∑
𝑁 𝑁−1
𝑥=1 ( )
𝑛−1

BUENAFLOR, MADONNA C. | Hypergeometric Distribution

TAMONAN, JHONMAR
Let 𝑁−1=𝑀
𝑛−1 =𝑚
𝑘−1 =𝑟
𝑥−1 =𝑦
𝑘 (𝑘 − 1) (
(𝑁 − 1) − (𝑘 − 1)
𝑛𝑘 )
𝑥 − 1 (𝑛 − 1) − (𝑥 − 1)
= ∑
𝑁 𝑁−1
𝑥=1 ( )
𝑛−1

=1
𝑟
𝑘 ( ) (𝑀 − 𝑟 )
𝑛𝑘 𝑦 𝑚−𝑦
= ∑
𝑁 𝑀
𝑦=0 ( )
𝑚

𝒏𝒌
𝑬(𝑿) =
𝑵

Hypergeometric Distribution: Variance

Proof

Variance = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2

𝑘 𝑘 𝑁−𝑘
( )( )
𝐸(𝑋 2)
= ∑𝑥 𝑥 𝑛 − 𝑥
𝑁
𝑥=1 ( )
𝑛

𝑘 𝑘! 𝑁−𝑘
( )
(𝑥 − 1)! (𝑘 − 1)! 𝑛 − 𝑥
= ∑𝑥
𝑁
𝑥=1 ( )
𝑛

𝑘 𝑘(𝑘 − 1)! 𝑁−𝑘

( )
(𝑥 − 1)! (𝑘 − 1)! 𝑛 − 𝑥
= ∑𝑥
𝑁
𝑥=1 ( )
𝑛
𝑘
𝑘 (𝑘 − 1)! 𝑁−𝑘
= ∑𝑥 ( )
𝑁
( ) 𝑥=1 (𝑥 − 1)! [(𝑘 − 1) − (𝑥 − 1)]! 𝑛 − 𝑥
𝑛

BUENAFLOR, MADONNA C. | Hypergeometric Distribution

TAMONAN, JHONMAR
 𝑘
(𝑘 − 1)! (𝑁 − 1) − (𝑘 − 1)
( )
(𝑥 − 1)! (𝑘 − 1)! (𝑛 − 1) − (𝑥 − 1)
= 𝑘∑𝑥
𝑁
𝑥=1 ( )
𝑛
𝑘
𝑘 (𝑘 − 1)! (𝑁 − 1) − (𝑘 − 1)
= ∑𝑥 ( )
𝑁 (𝑥 − 1)! [(𝑘 − 1) − (𝑥 − 1)]! (𝑛 − 1) − (𝑥 − 1)
( ) 𝑥=1
𝑛
Let,
𝑟 = 𝑘−1
𝑦 =𝑥−1
𝑀 =𝑁−1
𝑚 =𝑛−1
𝑘−1 𝑟! 𝑀−𝑟
( )
𝑦! (𝑟 − 𝑦)! 𝑚 − 𝑦
= 𝑘 ∑(𝑦 + 1)
𝑁
𝑦=0 ( )
𝑛

𝑘−1 𝑟! 𝑀−𝑟
( )
𝑦! (𝑟 − 𝑦)! 𝑚 − 𝑦
= 𝑘 ∑(𝑦 + 1)
𝑁!
𝑦=0 ( )
𝑛! (𝑁 − 𝑛)!

𝑘−1 𝑟! 𝑀−𝑟
( )
𝑦! (𝑟 − 𝑦)! 𝑚 − 𝑦
= 𝑘 ∑(𝑦 + 1)
𝑁(𝑁 − 1)!
𝑦=0 ( )
𝑛(𝑛 − 1)! [(𝑁 − 1) − (𝑛 − 1)]!

𝑘
𝑟 𝑀−𝑟
𝑘 ( 𝑦 ) (𝑚 − 𝑦 )
= ∑(𝑦 + 1)
𝑁 𝑁−1
( )
𝑛 𝑦=0 𝑛−1

𝑟
𝑘−1 ( ) ( 𝑀 − 𝑟 )
𝑟
𝑘−1 ( ) ( 𝑀 − 𝑟 )
𝑛𝑘 𝑦 𝑚−𝑦 𝑦 𝑚−𝑦
= [∑ 𝑦 + ∑ ]
𝑁 𝑁−1 𝑁−1
𝑦=0 ( ) 𝑦=0 ( )
𝑛−1 𝑛−1

𝑛𝑘 𝑚𝑟
= [ + 1]
𝑁 𝑀

𝒏𝒌 (𝒏 − 𝟏)(𝒌 − 𝟏)
𝑬(𝑿𝟐 ) = [ + 𝟏]
𝑵 (𝑵 − 𝟏)
BUENAFLOR, MADONNA C. | Hypergeometric Distribution
TAMONAN, JHONMAR
𝐕𝐚𝐫 (𝑿) = 𝑬(𝑿𝟐 ) − [𝑬(𝑿)]𝟐

𝑛𝑘 (𝑛 − 1)(𝑘 − 1) 𝑛𝑘 2
= [ + 1] − ( )
𝑁 (𝑁 − 1) 𝑁

𝑛𝑘 (𝑛 − 1)(𝑘 − 1) 𝑛𝑘
= [ +1− ]
𝑁 (𝑁 − 1) 𝑁

𝑛𝑘 𝑛𝑘 − 𝑛 − 𝑘 + 1 𝑛𝑘
= [ +1− ]
𝑁 (𝑁 − 1) 𝑁

𝑛𝑘 𝑛𝑘𝑁 − 𝑛𝑁 − 𝑘𝑁 + 𝑁 + 𝑁(𝑁 − 1) − 𝑛𝑘(𝑁 − 1)

= [ ]
𝑁 𝑁(𝑁 − 1)

𝑛𝑘 𝑛𝑘𝑁 − 𝑛𝑁 − 𝑘𝑁 + 𝑁 + 𝑁 2 − 𝑁 − 𝑛𝑘𝑁 + 𝑛𝑘)

= [ ]
𝑁 𝑁(𝑁 − 1)

𝑛𝑘 −𝑛𝑁 − 𝑘𝑁 + 𝑁 2 + 𝑛𝑘)
= [ ]
𝑁 𝑁(𝑁 − 1)

𝑛𝑘 𝑁 2 − 𝑛𝑁 − 𝑘𝑁 + 𝑛𝑘)
= [ ]
𝑁 𝑁(𝑁 − 1)

𝑛𝑘 (𝑁 2 − 𝑛𝑁) − (𝑘𝑁 + 𝑛𝑘)

= [ ]
𝑁 𝑁(𝑁 − 1)

𝑛𝑘 𝑁(𝑁 − 𝑛) − 𝑘(𝑁 − 𝑛)
= [ ]
𝑁 𝑁(𝑁 − 1)

𝒏𝒌 𝑵−𝒌
𝐕𝐚𝐫 (𝑿) = (𝑵 − 𝒏) ⋅
𝑵 𝑵(𝑵 − 𝟏)

BUENAFLOR, MADONNA C. | Hypergeometric Distribution

TAMONAN, JHONMAR
Exercises:

1. If 7 cards are dealt from an ordinary deck of 52 playing cards, what is the
probability that
a. exactly 2 of them will be face cards?
b. at least 1 of them will be a queen?

2. From a lot of 10 missiles, 4 are selected at random and fired. If the lot contains
3 defective missiles that will not fire, what is the probability that
a. all 4 will fire?
b. at most 2 will not. fire?

BUENAFLOR, MADONNA C. | Hypergeometric Distribution

TAMONAN, JHONMAR