Multivariate Inverse Hypergeometric distribution type 2 | Vose Software

Multivariate Inverse Hypergeometric distribution type 2


Format: InvMultiHypergeo2({s}, {d})

The 2nd Inverse Multivariate Hypergeometric distribution answers the question: how many extra (wasted) random multivariate hypergeometric samples be drawn from each sub-population before the required numbers of successes {s} are selected from each sub-population {D}.

For example, imagine that our population is split up into four sub-groups {A,B,C,D} of sizes {20,30,50,10} and that we are going to randomly sample from this population until we have {4,5,2,1} of each sub-group respectively. The number of extra samples we will have to make for each sub-population A to D is modeled as the array function:

{=VoseInvMultiHypergeo2({4,5,2,1},{20,30,50,10})}

The InvMultiHypergeo2 responds to the same question as the MultiHypergeo distribution but breaks down the number of extra samples into their sub-groups, whereas the Multihypergeo simply returns the total number of extra samples.

ModelRisk functions added to Microsoft Excel for the Inverse Hypergeometric Type 2 distribution

VoseInvMultiHypergeo2 generates random values from this distribution for Monte Carlo simulation

 

 

ModelRisk

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