Hypergeometric distribution of the number of draws from an urn with two types of items before one of the counts reaches a threshold

Hypergeometric distribution of the number of draws from an urn with two types of items before one of the counts reaches a threshold

We consider an urn with R elements of one type and B elements of other type. We calculate the probability distribution P R,B nR,nB (s) wherein the random variable s is the number of draws from the urn until we reach nR elements of type R or nB elements of type B . We calculate the mean value ⟨s⟩ and the standard deviation σ of P R,B nR,nB (s) in terms of hypergeometric functions. For nR = nB and B = R, we reduce ⟨s⟩ and σ in terms of elementary functions. Also, the normalization condition leads to a new hypergeometric summation formula involving 3F2 terminating series with unity argument. For nR = nB , we provide an alternative proof of this summation formula using q -hypergeometric functions. As a consistency test, computer simulations have been performed to confirm the analytical results obtained.

___

  • [1] Feller W. An Introduction to Probability Theory and Its Applications, Vol. 1. 3rd ed. New York, NY, USA: Wiley, 1968.
  • [2] Udias A, Rice J. Statistical analysis of microearthquake activity near San Andreas geophysical observatory, Hollister, California. Bulletin of the Seismological Society of America 1975; 65: 809-827.
  • [3] Andrews GE, Askey R, Roy R. Encyclopedia of Mathematics and its Applications, Vol. 71. Special Functions. New York, NY, USA: Cambridge University Press, 2004.
  • [4] Oldham K, Myland J, Spanier J. An Atlas of functions: with Equator, the Atlas Function Calculator. 2nd ed. New York, NY, USA: Springer, 2008.
  • [5] Gasper G, Rahman GM. Basic Hypergeometric Series. Cambridge, UK: Cambridge University Press, 1990.
  • [6] Olver FWJ, Lozier DW, Boisvert RF, Clark CW (editors). NIST Handbook of Mathematical Functions. New York, NY, USA: Cambridge University Press, 2010.
  • [7] Prudnikov AP, Brychov YA, Marichev OI. Integrals and Series, Vol. 3. More Special Functions. New York, NY, USA: Gordon and Breach Science Publishers, 1986.
  • [8] Rainville ED. Special Functions. New York, NY, USA: The Macmillan Co., 1960.