Explanation
The hypergeometric distribution models the number of successes in a sample drawn without replacement from a finite population. Unlike the binomial, which assumes sampling with replacement (constant probability on each trial), the hypergeometric accounts for the fact that each draw changes the composition of the remaining group, which makes the trials dependent. When the population is much larger than the sample (N ≫ n), the hypergeometric is well approximated by the binomial with p = K/N. Its mean is n·K/N and its variance is n·(K/N)·(1 − K/N)·(N − n)/(N − 1), where the factor (N − n)/(N − 1) is the finite population correction that reduces the variance relative to the binomial.
Formula
\( P(X=x)=\frac{\binom{K}{x}\binom{N-K}{n-x}}{\binom{N}{n}} \)
Parameters
- N: total size of the population (positive integer).
- K: number of elements of interest (successes) in the population. Must satisfy 0 ≤ K ≤ N.
- n: size of the sample drawn without replacement. Must satisfy 0 ≤ n ≤ N.
Worked example
Situation: A quality inspector audits a batch of \(N = 50\) units, of which \(K = 10\) are defective. A sample of \(n = 8\) units is drawn without replacement. Let \(X\) be the number of defective units in the sample; \(X \sim \text{Hypergeometric}(50, 10, 8)\).
Question 1: What is the probability of finding exactly 2 defective units in the sample, \(P(X = 2)\)?
Solution: We apply the hypergeometric probability mass function: \[ P(X = 2) = \frac{\binom{K}{k}\binom{N-K}{n-k}}{\binom{N}{n}} = \frac{\binom{10}{2}\binom{40}{6}}{\binom{50}{8}} \] Computing each factor: \(\binom{10}{2} = 45\), \(\binom{40}{6} = 3,838,380\), \(\binom{50}{8} = 536,878,650\): \[ P(X = 2) = \frac{45 \times 3,838,380}{536,878,650} \approx \frac{172,727,100}{536,878,650} \approx 0.3217 \] There is approximately a 32.17% probability of finding exactly 2 defective units.
Question 2: What is the expected number of defective units in the sample, \(E[X]\)?
Solution: The mean of the hypergeometric distribution is: \[ E[X] = n \cdot \frac{K}{N} = 8 \times \frac{10}{50} = 8 \times 0.2 = 1.6 \text{ units} \] On average, 1.6 defective units are expected in each sample of 8.
Interpretation: Unlike the binomial (sampling with replacement), the hypergeometric reflects that each draw changes the remaining proportions. With only 20% defective units in the batch (\(K/N = 0.2\)), the most likely value in the sample is 1 or 2 defective units, and the probability of finding 4 or more is very low, which makes it possible to design efficient acceptance sampling plans.