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Does anyone know a closed form or a good approximation of the cumulative distribution function of hypergeometric distribution?

flag	asked Feb 26 2011 at 15:48 Fan Zhang 63●6

	Is there a particular range of parameters or arguments that you're interested in? Different results apply in different ranges. – John D. Cook Feb 27 2011 at 1:47
	@John Let A is an event that follow hyper-geometric distribution, I want to calculate P(\|A-E(A)\|>d) for some d. If I use the notion in en.wikipedia.org/wiki/Hypergeometric_distribution Another parameters is that N is very large, and d<<N. – Fan Zhang Feb 27 2011 at 5:25

Igor Rivin · Accepted Answer · 2011-02-27 04:06:43Z UTC

5

Look at:

An accurate computation of the hypergeometric distribution function

By Trong Wu (ACM TOMS, 1993).

answered Feb 27 2011 at 4:06

Igor Rivin
31.2k●3●37●71

Cumulative distribution function of hypergeometric distribution