Re: [boost] [Math Statistical Distributions] Hypergeometric distribution

From: Paul A Bristow (pbristow_at_[hidden])
Date: 2008-05-05 06:19:10

>-----Original Message-----
>From: boost-bounces_at_[hidden] 
>[mailto:boost-bounces_at_[hidden]] On Behalf Of Johan Råde
>Sent: 05 May 2008 07:43
>To: boost_at_[hidden]
>Subject: [boost] [Math Statistical Distributions] 
>Hypergeometric distribution
>
>Hi John,
>
>Do you have any plans to add support for the hypergeometric 
>distribution?
>That distribution is important for the Fisher exact test for
>independence in a 2x2 table.

A brief glance shows that Wikipedia lacks a formula for the cdf

but http://portal.acm.org/citation.cfm?id=151271.151274 looks promising

An accurate computation of the hypergeometric distribution function
Full text 	pdf formatPdf (676 KB)
Source 	ACM Transactions on Mathematical Software (TOMS) archive
Volume 19 ,  Issue 1  (March 1993) table of contents
Pages: 33 - 43  
Year of Publication: 1993
ISSN:0098-3500
Author 	
Trong Wu 	 Southern Illinois Univ., Edwardsville

but I don't have immediate access to the full article pdf.

Suggestions?

MathCAD appears to offer the density, cumulative and inverse, so this could provide some independent test values.

So I might be persuaded to tackle this (rather tedious - the formulae look a bit messy) task.

Paul

---
Paul A Bristow
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