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arXiv · 1610.07554

Some Relationships and Properties of the Hypergeometric Distribution

Peter Peskun
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Abstract

The binomial and Poisson distributions have interesting relationships with the beta and gamma distributions, respectively, which involve their cumulative distribution functions and the use of conjugate priors in Bayesian statistics. We briefly discuss these relationships and some properties resulting from them which play an important role in the construction of exact nested two-sided confidence intervals and the computation of two-tailed P-values. The purpose of this article is to show that such relationships also exist between the hypergeometric distribution and a special case of the Polya (or beta-binomial) distribution, and to derive some properties of the hypergeometric distribution resulting from these relationships. KEY WORDS: Beta, binomial, gamma, Poisson, and Polya (or beta-binomial) distributions; Conjugate prior distribution; Cumulative distribution function; Posterior distribution.

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Peter Peskun. 2016-10-24. Some Relationships and Properties of the Hypergeometric Distribution. https://arxiv.org/abs/1610.07554

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