proof of expected value of the hypergeometric distribution
We will first prove a useful property of binomial coefficients. We know
This can be transformed to
(1) |
Now we can start with the definition of the expected value:
Since for we add a in this we can say
Applying equation (1) we get:
Setting we get:
The sum in this equation is as it is the sum over all probabilities of a hypergeometric distribution. Therefore we have