Re: [boost] [Math Statistical Distributions] Hypergeometricdistribution

From: Johan Råde (rade_at_[hidden])
Date: 2008-05-06 05:56:13

John Maddock wrote:

> This is true of all asymmetric distributions of course, you need to add the 
> two tails calculated separately:
> 
> cdf(hypergeometric(), n) + cdf(hypergeometric(), total - n)
> 
> Ah... wait, because it's discrete, that misses out one value from the right 
> tail? So should be:
> 
> 
> cdf(hypergeometric(), n) + cdf(hypergeometric(), total - n - 1) ???

If the distribution is asymmetric you may want neither total - n nor total - n - 1.
What you want is

sum/integral of pdf(dist,y) over all y such that pdf(dist,y) <= pdf(dist,x).

You actually have to do a bit of work to find out what the right cut-off is for the other tail.

--Johan