time-to-botec/squiggle/node_modules/@stdlib/stats/base/dists/hypergeometric/cdf

Cumulative Distribution Function

Hypergeometric distribution cumulative distribution function.

Imagine a scenario with a population of size N, of which a subpopulation of size K can be considered successes. We draw n observations from the total population. Defining the random variable X as the number of successes in the n draws, X is said to follow a hypergeometric distribution. The cumulative distribution function for a hypergeometric random variable is

Usage

var cdf = require( '@stdlib/stats/base/dists/hypergeometric/cdf' );

cdf( x, N, K, n )

Evaluates the cumulative distribution function for a hypergeometric distribution with parameters N (population size), K (subpopulation size), and n (number of draws).

var y = cdf( 1.0, 8, 4, 2 );
// returns ~0.786

y = cdf( 1.5, 8, 4, 2 );
// returns ~0.786

y = cdf( 2.0, 8, 4, 2 );
// returns 1.0

y = cdf( 0.0, 8, 4, 2);
// returns ~0.214

If provided NaN as any argument, the function returns NaN.

var y = cdf( NaN, 10, 5, 2 );
// returns NaN

y = cdf( 0.0, NaN, 5, 2 );
// returns NaN

y = cdf( 0.0, 10, NaN, 2 );
// returns NaN

y = cdf( 0.0, 10, 5, NaN );
// returns NaN

If provided a population size N, subpopulation size K or draws n which is not a nonnegative integer, the function returns NaN.

var y = cdf( 2.0, 10.5, 5, 2 );
// returns NaN

y = cdf( 2.0, 10, 1.5, 2 );
// returns NaN

y = cdf( 2.0, 10, 5, -2.0 );
// returns NaN

If the number of draws n or subpopulation size K exceed the population size N, the function returns NaN.

var y = cdf( 2.0, 10, 5, 12 );
// returns NaN

y = cdf( 2.0, 8, 3, 9 );
// returns NaN

cdf.factory( N, K, n )

Returns a function for evaluating the cumulative distribution function of a hypergeometric distribution with parameters N (population size), K (subpopulation size), and n (number of draws).

var mycdf = cdf.factory( 30, 20, 5 );
var y = mycdf( 4.0 );
// returns ~0.891

y = mycdf( 1.0 );
// returns ~0.031

Examples

var randu = require( '@stdlib/random/base/randu' );
var round = require( '@stdlib/math/base/special/round' );
var cdf = require( '@stdlib/stats/base/dists/hypergeometric/cdf' );

var i;
var N;
var K;
var n;
var x;
var y;

for ( i = 0; i < 10; i++ ) {
    N = round( randu() * 20 );
    K = round( randu() * N );
    n = round( randu() * K );
    x = round( randu() * K );
    y = cdf( x, N, K, n );
    console.log( 'x: %d, N: %d, K: %d, n: %d, F(x;N,K,n): %d', x.toFixed( 4 ), N, K, n, y.toFixed( 4 ) );
}