www.downloadslide.com 3.7 The Hypergeometric Probability Distribution 127 of best engineers among the ten selected. Then p(5) = ( 5 )( 15 ) 5 5 ( 20 ) = 10 ( 15! 5!10! )( ) 10!10! 20! = 21 1292 = .0162. Suppose that a population of size N consists of r units with the attribute and N − r without. If a sample of size n it taken, without replacement, and Y is the number of items with the attribute in the sample, P(Y = y 0 ) = p(y 0 ) can be found by using the R (or S-Plus) command dhyper(y 0 ,r,N-r,n). The command dhyper(5,5,15,10) yields the value for p(5) in Example 3.16. Alternatively, P(Y ≤ y 0 ) is found by using the R (or S-Plus) command phyper(y 0 ,r,N-r,n). The mean and variance of a random variable with a hypergeometric distribution can be derived directly from Definitions 3.4 and 3.5. However, deriving closed form expressions for the resulting summations is somewhat tedious. In Chapter 5 we will develop methods that permit a much simpler derivation of the results presented in the following theorem. THEOREM 3.10 If Y is a random variable with a hypergeometric distribution, µ = E(Y ) = nr ( r ) ( N and σ 2 N − r = V (Y ) = n N N )( N − n N − 1 ) . Although the mean and the variance of the hypergeometric random variable seem to be rather complicated, they bear a striking resemblance to the mean and variance of a binomial random variable. Indeed, if we define p = r N−r and q = 1 − p = N N ,we can re-express the mean and variance of the hypergeometric as µ = np and ( ) N − n σ 2 = npq . N − 1 You can view the factor N − n N − 1 in V (Y ) as an adjustment that is appropriate when n is large relative to N. For fixed n,asN →∞, N − n N − 1 → 1. EXAMPLE 3.17 An industrial product is shipped in lots of 20. Testing to determine whether an item is defective is costly, and hence the manufacturer samples his production rather than using a 100% inspection plan. A sampling plan, constructed to minimize the number of defectives shipped to customers, calls for sampling five items from each lot and rejecting the lot if more than one defective is observed. (If the lot is rejected, each item in it is later tested.) If a lot contains four defectives, what is the probability that
www.downloadslide.com 128 Chapter 3 Discrete Random Variables and Their Probability Distributions it will be rejected? What is the expected number of defectives in the sample of size 5? What is the variance of the number of defectives in the sample of size 5? Solution Let Y equal the number of defectives in the sample. Then N = 20, r = 4, and n = 5. The lot will be rejected if Y = 2, 3, or 4. Then P(rejecting the lot) = P(Y ≥ 2) = p(2) + p(3) + p(4) = 1 − p(0) − p(1) ( 4 16 ) ( 4 16 ) = 1 − 0)( 5 ( 20 ) − 1)( 4 ( 20 ) 5 5 = 1 − .2817 − .4696 = .2487. The mean and variance of the number of defectives in the sample of size 5 are µ = (5)(4) ( )( )( ) 4 20 − 4 20 − 5 = 1 and σ 2 = 5 = .632. 20 20 20 20 − 1 Example 3.17 involves sampling a lot of N industrial products, of which r are defective. The random variable of interest is Y , the number of defectives in a sample of size n. As noted in the beginning of this section, Y possesses an approximately binomial distribution when N is large and n is relatively small. Consequently, we would expect the probabilities assigned to values of Y by the hypergeometric distribution to approach those assigned by the binomial distribution as N becomes large and r/N, the fraction defective in the population, is held constant and equal to p. You can verify this expectation by using limit theorems encountered in your calculus courses to show that lim N→∞ ( r N−r ) y)( n−y ( N ) = n ( n y) p y (1 − p) n−y , where r N = p. (The proof of this result is omitted.) Hence, for a fixed fraction defective p = r/N, the hypergeometric probability function converges to the binomial probability function as N becomes large. Exercises 3.102 An urn contains ten marbles, of which five are green, two are blue, and three are red. Three marbles are to be drawn from the urn, one at a time without replacement. What is the probability that all three marbles drawn will be green? 3.103 A warehouse contains ten printing machines, four of which are defective. A company selects five of the machines at random, thinking all are in working condition. What is the probability that all five of the machines are nondefective?