Mean, Variance and Asymptotic Property for General Hypergeometric Distribution
Abstract
General hypergeometric distribution (GHGD) definition: from a finite space containing elements, randomly select totally subsets (each contains elements, ), what is the probability that exactly elements are overlapped exactly times or at least times ( or )? The GHGD described the distribution of random variables and . In our previous results, we obtained the formulas of mathematical expectation and variance for special situations (), and not provided proofs. Here, we completed the exact formulas of mean and variance for and 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 (), it can be used as a fairly accurate approximation of variance.
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}
}
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14 pages