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The Hypergeometric Distribution
[CBP WP 58-17]



The Hypergeometric Distribution
This paper presents the hypergeometric distribution, an important (but often neglected) discrete probability distribution found in a wide variety of contexts. The paper develops the mathematics for the distribution and provides several numerical examples. The paper also presents the statistics for the distribution and then explains how to construct a one-tailed confidence interval and determine the sample size needed to achieve a user-defined confidence interval. Finally, the paper discusses the relationships between the hypergeometric and other distributions. The appendices explain the mathematics for implementing the hypergeometric distribution and the computer code for implementing the distribution in VBA for Excel.

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