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Bayesian Statistics: An Introduction, 4th Edition
book

Bayesian Statistics: An Introduction, 4th Edition

by Peter M. Lee
September 2012
Intermediate to advanced
486 pages
10h 41m
English
Wiley
Content preview from Bayesian Statistics: An Introduction, 4th Edition

A.14 Hypergeometric distribution

X has a hypergeometric distribution of population size N, index n and parameter π, denoted

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if it has a discrete distribution with density

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The mean and variance are

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Because

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we see that p(X+1)> p(X) if and only if

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and hence that if, as is usually the case, N is fairly large, if and only if

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Hence, the mode occurs very close to the binomial value

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As  this distribution approaches the binomial distribution  .

Tables of it can be found in Lieberman and Owen (1961).

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Publisher Resources

ISBN: 9781118359778Purchase book