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单词 ProofOfExpectedValueOfTheHypergeometricDistribution
释义

proof of expected value of the hypergeometric distribution


We will first prove a useful property of binomial coefficientsMathworldPlanetmath. We know

(nk)=n!k!(n-k)!.

This can be transformed to

(nk)=nk(n-1)!(k-1)!(n-1-(k-1))!=nk(n-1k-1).(1)

Now we can start with the definition of the expected valueMathworldPlanetmath:

E[X]=x=0nx(Kx)(M-Kn-x)(Mn).

Since for x=0 we add a 0 in this we can say

E[X]=x=1nx(Kx)(M-Kn-x)(Mn).

Applying equation (1) we get:

E[X]=nKMx=1n(K-1x-1)(M-1-(K-1)n-1-(x-1))(M-1n-1).

Setting l:=x-1 we get:

E[X]=nKMl=0n-1(K-1l)(M-1-(K-1)n-1-l)(M-1n-1).

The sum in this equation is 1 as it is the sum over all probabilities of a hypergeometric distributionMathworldPlanetmath. Therefore we have

E[X]=nKM.
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更新时间:2025/5/4 3:57:44