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Mean, Variance and Asymptotic Property for General Hypergeometric Distribution

Probability 2022-09-01 v1 Statistics Theory Statistics Theory

Abstract

General hypergeometric distribution (GHGD) definition: from a finite space NN containing nn elements, randomly select totally TT subsets MiM_i (each contains mim_i elements, 1iT1 \geq i \geq T), what is the probability that exactly xx elements are overlapped exactly tt times or at least tt times (xtx_t or xtx_{\geq t})? The GHGD described the distribution of random variables xtx_t and xtx_{\geq t}. In our previous results, we obtained the formulas of mathematical expectation and variance for special situations (T7T \leq 7), and not provided proofs. Here, we completed the exact formulas of mean and variance for xtx_t and xtx_{\geq t} for any situation, and provided strict mathematical proofs. In addition, we give the asymptotic property of the variables. When the mean approaches to 0, the variance fast approaches to the value of mean, and actually, their difference is a higher order infinitesimal of mean. Therefore, when the mean is small enough (<1<1), it can be used as a fairly accurate approximation of variance.

Keywords

Cite

@article{arxiv.2208.14939,
  title  = {Mean, Variance and Asymptotic Property for General Hypergeometric Distribution},
  author = {Xing-gang Mao and Xiao-yan Xue},
  journal= {arXiv preprint arXiv:2208.14939},
  year   = {2022}
}

Comments

14 pages

R2 v1 2026-06-28T00:29:50.450Z