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RE: st: RE: Hypergeometric Distribution


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Hypergeometric Distribution
Date   Wed, 22 Aug 2007 16:06:20 +0100

Roger's posting includes what I presume is an allusion to 
an -egen- function _ghyper.ado that I wrote in 1999. 

I withdrew this program as redundant some years ago, 
given that you can use something like 

comb(K, k) * comb(N - K, n - k) / comb(N, n)

wherever you want. In context N, K, n, k may be 
variables, scalars or placeholders for numeric
constants, or any mixture thereof. 

This might need a wrapper to yield zeros where 
appropriate, or it might need care whenever 
individual terms get very large, but otherwise
does it raise any problems? 

Nick 
n.j.cox@durham.ac.uk 

Marcello Pagano
 
> I looked at --ssizebi-- but it seems to be focused on power 
> and sample 
> sizes.
 
Newson, Roger B wrote:

> > Thanks to Marcello for telling us all about this recently-published
> > algorithm, which looks very useful. A search on
> >
> > findit hypergeometric
> >
> > in Stata finds a single reference (to a SSC package), which was
> > distributed as long ago as 1999. This suggests that the new 
> algorithm
> > might be a good candidate for implementation in Mata by 
> Marcello, or by
> > anybody else with the time and inclination to do so.

Marcello Pagano

> Does anyone have or know of Stata code to calculate the Hypergeometric 
> Distribution accurately?
>
> See Journal of Discrete Algorithms ,  Volume 5 ,  Issue 2  (June 2007) 
> Pages: 341-347 for an article by Berkopec, HyperQuick algorithm for 
> discrete hypergeometric distribution 
> <http://portal.acm.org/citation.cfm?id=1240586&coll=GUIDE&dl=GUIDE&CFID=
> 27443384&CFTOKEN=80678482>.

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