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

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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 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).

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