Approximating the negative hypergeometric distribution
by Dongping Hu; Aihua Yin
International Journal of Wireless and Mobile Computing (IJWMC), Vol. 7, No. 6, 2014

Abstract: An improvement to a suggested negative binomial approximation to the Negative Hypergeometric Distribution (NHGD) is advanced and the accuracy of this approximation is also quantified in terms of variation distance. The method to obtain the improved approximation is to expand the probability function of NHGD. Some numerical examples are presented to compare with the established negative binomial approximation. The result shows our approximation is more accurate almost everywhere than the negative binomial. A gamma approximation to the cumulative distribution of the negative hypergeometric is initiated. Our gamma approximation is attractive in practice because of its arithmetic simplicity and accuracy over a wide range of parameter values. Some numerical examples are presented to illustrate the result obtained.

Online publication date: Thu, 30-Oct-2014

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