A hypergeometric discrete random variable.
The hypergeometric distribution models drawing objects from a bin. M is the total number of objects, n is total number of Type I objects. The random variate represents the number of Type I objects in N drawn without replacement from the total population.
Discrete random variables are defined from a standard form and may require some shape parameters to complete its specification. Any optional keyword parameters can be passed to the methods of the RV object as given below:
Parameters : | x : array_like
q : array_like
M, n, N : array_like
loc : array_like, optional
scale : array_like, optional
size : int or tuple of ints, optional
moments : str, optional
Alternatively, the object may be called (as a function) to fix the shape and : location parameters returning a “frozen” discrete RV object: : rv = hypergeom(M, n, N, loc=0) :
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Notes
The probability mass function is defined as:
pmf(k, M, n, N) = choose(n, k) * choose(M - n, N - k) / choose(M, N),
for N - (M-n) <= k <= min(m,N)
Examples
>>> from scipy.stats import hypergeom
Suppose we have a collection of 20 animals, of which 7 are dogs. Then if we want to know the probability of finding a given number of dogs if we choose at random 12 of the 20 animals, we can initialize a frozen distribution and plot the probability mass function:
>>> [M, n, N] = [20, 7, 12]
>>> rv = hypergeom(M, n, N)
>>> x = np.arange(0, n+1)
>>> pmf_dogs = rv.pmf(x)
>>> fig = plt.figure()
>>> ax = fig.add_subplot(111)
>>> ax.plot(x, pmf_dogs, 'bo')
>>> ax.vlines(x, 0, pmf_dogs, lw=2)
>>> ax.set_xlabel('# of dogs in our group of chosen animals')
>>> ax.set_ylabel('hypergeom PMF')
>>> plt.show()
Instead of using a frozen distribution we can also use hypergeom methods directly. To for example obtain the cumulative distribution function, use:
>>> prb = hypergeom.cdf(x, M, n, N)
And to generate random numbers:
>>> R = hypergeom.rvs(M, n, N, size=10)
Methods
rvs(M, n, N, loc=0, size=1) | Random variates. |
pmf(x, M, n, N, loc=0) | Probability mass function. |
logpmf(x, M, n, N, loc=0) | Log of the probability mass function. |
cdf(x, M, n, N, loc=0) | Cumulative density function. |
logcdf(x, M, n, N, loc=0) | Log of the cumulative density function. |
sf(x, M, n, N, loc=0) | Survival function (1-cdf — sometimes more accurate). |
logsf(x, M, n, N, loc=0) | Log of the survival function. |
ppf(q, M, n, N, loc=0) | Percent point function (inverse of cdf — percentiles). |
isf(q, M, n, N, loc=0) | Inverse survival function (inverse of sf). |
stats(M, n, N, loc=0, moments=’mv’) | Mean(‘m’), variance(‘v’), skew(‘s’), and/or kurtosis(‘k’). |
entropy(M, n, N, loc=0) | (Differential) entropy of the RV. |
expect(func, M, n, N, loc=0, lb=None, ub=None, conditional=False) | Expected value of a function (of one argument) with respect to the distribution. |
median(M, n, N, loc=0) | Median of the distribution. |
mean(M, n, N, loc=0) | Mean of the distribution. |
var(M, n, N, loc=0) | Variance of the distribution. |
std(M, n, N, loc=0) | Standard deviation of the distribution. |
interval(alpha, M, n, N, loc=0) | Endpoints of the range that contains alpha percent of the distribution |