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Consider drawing $n$ balls from an urn containing $N$ balls, of which $m$ are red. If i know $N$, $m$ and $n$ i can use the hypergeometric distribution to calculate the probability that my sample contains exactly $k$ red balls, and using the cumulative distribution i can get the probability to get at most $k$ red balls.

Can i calculate the probability that a total $m$ of all balls are red if i know the number of reds $k$ in my sample? I'm mainly interested in bounding $m$:

$\Pr(m>m_{max}|k=k_{sample})<\epsilon$

My first idea was to use the hypergeometric distribution with $m$ as random variable and norm it so the sum over all $m$ is 1. Is that a valid approach to calculate probabilites and bounds on $m$?

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    $\begingroup$ You have to define a probability space before asking for a probability. If your purpose is to estimate $m$, you can ask for a confidence interval. $\endgroup$ Commented Dec 5, 2012 at 23:38
  • $\begingroup$ This is a job for Bayes' theorem. $\endgroup$ Commented Dec 6, 2012 at 20:04

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