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Re: st: RE: Hypergeometric Distribution
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
[email protected]
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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