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IMSL_HYPERGEOCDF

IMSL_HYPERGEOCDF

IMSL_HYPERGEOCDF

The IMSL_HYPERGEOCDF function evaluates the hypergeometric distribution function.

The IMSL_HYPERGEOCDF function evaluates the distribution function of a hypergeometric random variable with parameters n, l, and m. The hypergeometric random variable X can be thought of as the number of items of a given type in a random sample of size n that is drawn without replacement from a population of size l containing m items of this type.

The probability function is:

where i = max(0, n – l + m).

If k is greater than or equal to i and less than or equal to min(n, m), IMSL_BINOMIALCDF sums the terms in this expression for j going from i up to k; otherwise, 0 or 1 is returned, as appropriate. To avoid rounding in the accumulation, IMSL_BINOMIALCDF performs the summation differently, depending on whether or not k is greater than the mode of the distribution, which is the greatest integer in (m + 1) (n + 1)/(l + 2).



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