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Re: st: RE: Hypergeometric Distribution


From   Marcello Pagano <pagano@hsph.harvard.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Hypergeometric Distribution
Date   Wed, 22 Aug 2007 12:01:29 -0400

Just concerned with the accuracy.

m.p.

Nick Cox wrote:
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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