Representations, bounds and approximations for tail probabilites of multivariate non-central hypergeometric and negative hypergeometric distributions

Abstract

This paper presents representations, bounds and approximations for tail probabilities of the multivariate non-central hypergeometric distribution in terms of the corresponding generating functions and the convolution of truncated binomial random variables. The similar results are given for the multivariate non-central negative hypergeometric distribution. Numerical examples illustrate the great accuracy of the approximations.

Keywords:

• Approximation
• Generating Function
• Multivariate Nnon-Central Hypergeometric Distribution
• multivariate Non-Nentral Negative Hypergeometric Distribution

^∗Supported in part by a NSERC Canada grant.

^∗Supported in part by a NSERC Canada grant.

Notes

^∗Supported in part by a NSERC Canada grant.