Take the 2-minute tour ×
MathOverflow is a question and answer site for professional mathematicians. It's 100% free, no registration required.

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

share|improve this question
    
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 '11 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 '11 at 5:25

1 Answer 1

up vote 5 down vote accepted

Look at:

An accurate computation of the hypergeometric distribution function

By Trong Wu (ACM TOMS, 1993).

share|improve this answer

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.