A general noncentral hypergeometric distribution
S Loertscher, EV Muir, PG Taylor
Communications in Statistics - Theory and Methods | Marcel Dekker Inc. | Published : 2017
We construct a general non-central hypergeometric distribution, which models biased sampling without replacement. Our distribution is constructed from the combined order statistics of two samples: one of independent and identically distributed random variables with absolutely continuous distribution F and the other of independent and identically distributed random variables with absolutely continuous distribution G. The distribution depends on F and G only through F○G( − 1) (F composed with the quantile function of G), and the standard hypergeometric distribution and Wallenius’ non-central hypergeometric distribution arise as special cases. We show in efficient economic markets the quantity ..View full abstract
Awarded by Australian Research Council through the Laureate Fellowship
Peter Taylor and Ellen Muir would like to thank the Australian Research Council for supporting this work through the Laureate Fellowship FL130100039 and through the ARC Centre of Excellence for Mathematical and Statistical Frontiers. Ellen Muir would also like to thank the Elizabeth and Vernon Puzey Foundation for support provided through the Elizabeth and Vernon Puzey Scholarship.