Central hypergeometric distribution

(i) Univariate hypergeometric distribution There are several way to derive the hypergeometric distribution. Source 1
A
A m1 Y
m2 s1 + Y = m2 X s2

Total
m1 m2 m = s

Sampled Non-sampled

Y s1 Y = X s1

Denote

m = (m 1 , m 2

and

s = (s 1 , s 2 ) . Thus,

m1 m 2 y s y 1 = P (Y = y | m , s ) = m s 1 s1 s 2 y m y 1 = = s m 1
where

m1 m 2 y s y 1 m1 + m 2 s 1 s1 s 2 y m y 1 s1 + s 2 m 1

a = max

(0 , s 1

m 2 ) y min

(m 1 , s 1 ) =

b .

The univariate hypergeometric distribution is denoted by

Y ~ H (m , s ) or Y ~ H (s , m ) .
Source 2

Let

Y ~ B (m 1 , ), X ~ B (m

Then,

the

conditional distribution of Y given X + Y = s 1 is

m1 m 2 y s y 1 P (Y = y | X + Y = s 1 ) = m1 + m 2 s 1
The conditional expectation and variance of Y are

E (Y

)=

m1 s s1 = 1 m 1 m s s1 s 2 m m 1 2 m (m 1 ) m

Var (Y

)=

(ii) Multivariate hypergeometric distribution There are several ways to derive the multivariate hypergeometric distribution. Source 1
G1 Y1 Sampled Not-sampled s1 Y1 = X 1 s1 G2 Y2 s 2 Y2 = X 2 s2

Gk Yk s k Yk = X k sk

Total
m1 m2 m = s

Denote

Y = (Y1 , Y 2 , K , Y k ), m = (m 1 , m 2 ), s = (s 1 , s 2 , K , s k ) .
Thus,

 m1 m 2 s y y P (Y = y | m , s ) = m s m1! m 2! y ! y !L y k ! (s1 y 1 )! (s 2 y 2 )!L (s k y k )! = 1 2 m! s1 ! s 2 !L s k !

Also,

s1 s 2 s k y L y y k 1 2 P (Y = y | m , s ) = s m 1
Source 2 Let

Y = (Y1 , Y2 ,K , Yk ) ~ M (m1 , ), X = ( X 1 , X 2 ,K , X k ) ~ M (m 2 , ) ,
where

= ( 1 ,

,K ,

Then, is

the

conditional

distribution of Y given X + Y = s

m1 m 2 y s y P (Y = y | X + Y = s ) = m s
Source 3 Let
3

Y1 ~ B (s1 , ), Y2 ~ B (s 2 , ), K ., Yk ~ B (s k , ) /
Then, the conditional distribution of Y = (Y 1 , Y 2 , K , Y k

given

Y = Y 1 + Y 2 + L + Y k = m 1 is

s1 s 2 L y y P (Y = y | m , s ) = 1 2 s m 1

sk y k
.

The expectation and variance of the multivariate hypergeometric distribution Y = (Y 1 , Y 2 , K , Y k

are given by

E (Y ) =
j

sj s

m1 =

m1 sj m

sj sj 1 m1m 2 s s Var (Y j ) = (m 1 ) si s j s m1m 2 s cov (Y i , Y j ) = (m 1 )