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Hypergeometric distribution with heterogeneous sampling probabilities


Designing an efficient sampling strategyProblems sampling from a $pdf$ over $SOleft(3right)$Number of draws needed to get a positive element using a *weighted* sampling without replacementIs there a known simple mental approximation to a hypergeometric distribution?hypergeometric distribution and random samplingSampling with independent probabilitiesSampling without Replacement…Hypergeometric distributionShow that estimating the median of a finite population is better done by sampling without replacementWhat is the asymptotic distribution of the right singular vectors of a matrix with multivariate gaussian sampled rows?Sampling from probability distribution via multiplying probabilities by a uniform random number













0












$begingroup$


I have been trying to find a proper framework for finding the corresponding generalization of the hypergeometric distribution when the sampling probability from the total items $N$ is not uniform.



That is, let's assume we have a categorical distribution $p_i$ that gives the drawing probability of item $i$. Now, if we take two samples of sizes $K$ and $n$, I am interested in the distributions of the overlap $k$ between these samples. Also, the form of $p_i$ is known, but I expect that the final distribution could be written in a closed form with some well-defined sum of powers of $p_i$ (based on my very preliminary calculations on $n$ and $K$ values less than 3...).



So far what I know is that the generalizations of the hypergeometric distribution commonly known in the literature don't really correspond to this problem (multivariate hypergeometric or Wallenius / Fisher noncentral hypergeometric).



Any suggestion would be highly appreciated.










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  • $begingroup$
    Welcome to Mathematics Stack Exchange! A quick tour will enhance your experience. Here are helpful tips to write a good question and write a good answer. For equations, please use MathJax.
    $endgroup$
    – dantopa
    Mar 12 at 21:41















0












$begingroup$


I have been trying to find a proper framework for finding the corresponding generalization of the hypergeometric distribution when the sampling probability from the total items $N$ is not uniform.



That is, let's assume we have a categorical distribution $p_i$ that gives the drawing probability of item $i$. Now, if we take two samples of sizes $K$ and $n$, I am interested in the distributions of the overlap $k$ between these samples. Also, the form of $p_i$ is known, but I expect that the final distribution could be written in a closed form with some well-defined sum of powers of $p_i$ (based on my very preliminary calculations on $n$ and $K$ values less than 3...).



So far what I know is that the generalizations of the hypergeometric distribution commonly known in the literature don't really correspond to this problem (multivariate hypergeometric or Wallenius / Fisher noncentral hypergeometric).



Any suggestion would be highly appreciated.










share|cite|improve this question









New contributor




enys is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







$endgroup$











  • $begingroup$
    Welcome to Mathematics Stack Exchange! A quick tour will enhance your experience. Here are helpful tips to write a good question and write a good answer. For equations, please use MathJax.
    $endgroup$
    – dantopa
    Mar 12 at 21:41













0












0








0





$begingroup$


I have been trying to find a proper framework for finding the corresponding generalization of the hypergeometric distribution when the sampling probability from the total items $N$ is not uniform.



That is, let's assume we have a categorical distribution $p_i$ that gives the drawing probability of item $i$. Now, if we take two samples of sizes $K$ and $n$, I am interested in the distributions of the overlap $k$ between these samples. Also, the form of $p_i$ is known, but I expect that the final distribution could be written in a closed form with some well-defined sum of powers of $p_i$ (based on my very preliminary calculations on $n$ and $K$ values less than 3...).



So far what I know is that the generalizations of the hypergeometric distribution commonly known in the literature don't really correspond to this problem (multivariate hypergeometric or Wallenius / Fisher noncentral hypergeometric).



Any suggestion would be highly appreciated.










share|cite|improve this question









New contributor




enys is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







$endgroup$




I have been trying to find a proper framework for finding the corresponding generalization of the hypergeometric distribution when the sampling probability from the total items $N$ is not uniform.



That is, let's assume we have a categorical distribution $p_i$ that gives the drawing probability of item $i$. Now, if we take two samples of sizes $K$ and $n$, I am interested in the distributions of the overlap $k$ between these samples. Also, the form of $p_i$ is known, but I expect that the final distribution could be written in a closed form with some well-defined sum of powers of $p_i$ (based on my very preliminary calculations on $n$ and $K$ values less than 3...).



So far what I know is that the generalizations of the hypergeometric distribution commonly known in the literature don't really correspond to this problem (multivariate hypergeometric or Wallenius / Fisher noncentral hypergeometric).



Any suggestion would be highly appreciated.







probability-distributions sampling






share|cite|improve this question









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enys is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.











share|cite|improve this question









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enys is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.









share|cite|improve this question




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edited Mar 13 at 9:44









Cettt

1,888622




1,888622






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asked Mar 12 at 21:26









enysenys

1012




1012




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enys is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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New contributor





enys is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.






enys is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.











  • $begingroup$
    Welcome to Mathematics Stack Exchange! A quick tour will enhance your experience. Here are helpful tips to write a good question and write a good answer. For equations, please use MathJax.
    $endgroup$
    – dantopa
    Mar 12 at 21:41
















  • $begingroup$
    Welcome to Mathematics Stack Exchange! A quick tour will enhance your experience. Here are helpful tips to write a good question and write a good answer. For equations, please use MathJax.
    $endgroup$
    – dantopa
    Mar 12 at 21:41















$begingroup$
Welcome to Mathematics Stack Exchange! A quick tour will enhance your experience. Here are helpful tips to write a good question and write a good answer. For equations, please use MathJax.
$endgroup$
– dantopa
Mar 12 at 21:41




$begingroup$
Welcome to Mathematics Stack Exchange! A quick tour will enhance your experience. Here are helpful tips to write a good question and write a good answer. For equations, please use MathJax.
$endgroup$
– dantopa
Mar 12 at 21:41










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