# scipy.stats.multivariate_hypergeom

scipy.stats.multivariate_hypergeom = <scipy.stats._multivariate.multivariate_hypergeom_gen object>

  A multivariate hypergeometric random variable.

  Parameters
    m array_like

      The number of each type of object in the population. That is, \(m[i]\) is the number of objects of type \(i\).

    n array_like

      The number of samples taken from the population.

    random_state{None, int, `numpy.random.Generator`,

      > `numpy.random.RandomState`}, optional

      If seed is None (or np.random), the `numpy.random.RandomState` singleton is used. If seed is an int, a new `RandomState` instance is used, seeded with seed. If seed is already a `Generator` or `RandomState` instance then that instance is used.

  See also

  `scipy.stats.hypergeom`

    The hypergeometric distribution.

  `scipy.stats.multinomial`

    The multinomial distribution.

  Notes

  m must be an array of positive integers. If the quantile \(i\) contains values out of the range \([0, m_i]\) where \(m_i\) is the number of objects of type \(i\) in the population or if the parameters are inconsistent with one another (e.g. `x.sum() != n`), methods return the appropriate value (e.g. `0` for `pmf`). If m or n contain negative values, the result will contain `nan` there.

  The probability mass function for `multivariate_hypergeom` is

  \[\begin{split}P(X_1 = x_1, X_2 = x_2, \ldots, X_k = x_k) = \frac{\binom{m_1}{x_1} \binom{m_2}{x_2} \cdots \binom{m_k}{x_k}}{\binom{M}{n}}, \\ \quad (x_1, x_2, \ldots, x_k) \in \mathbb{N}^k \text{ with } \sum_{i=1}^k x_i = n\end{split}\]

  where \(m_i\) are the number of objects of type \(i\), \(M\) is the total number of objects in the population (sum of all the \(m_i\)), and \(n\) is the size of the sample to be taken from the population.

  New in version 1.6.0.

  References

  1

    The Multivariate Hypergeometric Distribution, http://www.randomservices.org/random/urn/MultiHypergeometric.html

  2

    Thomas J. Sargent and John Stachurski, 2020, Multivariate Hypergeometric Distribution https://python.quantecon.org/_downloads/pdf/multi_hyper.pdf

  Examples

  To evaluate the probability mass function of the multivariate hypergeometric distribution, with a dichotomous population of size \(10\) and \(20\), at a sample of size \(12\) with \(8\) objects of the first type and \(4\) objects of the second type, use:

      >>> from scipy.stats import multivariate_hypergeom
      >>> multivariate_hypergeom.pmf(x=[8, 4], m=[10, 20], n=12)
      0.0025207176631464523

  The `multivariate_hypergeom` distribution is identical to the corresponding `hypergeom` distribution (tiny numerical differences notwithstanding) when only two types (good and bad) of objects are present in the population as in the example above. Consider another example for a comparison with the hypergeometric distribution:

      >>> from scipy.stats import hypergeom
      >>> multivariate_hypergeom.pmf(x=[3, 1], m=[10, 5], n=4)
      0.4395604395604395
      >>> hypergeom.pmf(k=3, M=15, n=4, N=10)
      0.43956043956044005

  The functions `pmf`, `logpmf`, `mean`, `var`, `cov`, and `rvs` support broadcasting, under the convention that the vector parameters (`x`, `m`, and `n`) are interpreted as if each row along the last axis is a single object. For instance, we can combine the previous two calls to `multivariate_hypergeom` as

      >>> multivariate_hypergeom.pmf(x=[[8, 4], [3, 1]], m=[[10, 20], [10, 5]],
      ...                            n=[12, 4])
      array([0.00252072, 0.43956044])

  This broadcasting also works for `cov`, where the output objects are square matrices of size `m.shape[-1]`. For example:

      >>> multivariate_hypergeom.cov(m=[[7, 9], [10, 15]], n=[8, 12])
      array([[[ 1.05, -1.05],
              [-1.05,  1.05]],
             [[ 1.56, -1.56],
              [-1.56,  1.56]]])

  That is, `result[0]` is equal to `multivariate_hypergeom.cov(m=[7, 9], n=8)` and `result[1]` is equal to `multivariate_hypergeom.cov(m=[10, 15], n=12)`.

  Alternatively, the object may be called (as a function) to fix the m and n parameters, returning a “frozen” multivariate hypergeometric random variable.

      >>> rv = multivariate_hypergeom(m=[10, 20], n=12)
      >>> rv.pmf(x=[8, 4])
      0.0025207176631464523

  Methods

  ``pmf(x, m, n)`` | Probability mass function.
  ``logpmf(x, m, n)`` | Log of the probability mass function.
  ``rvs(m, n, size=1, random_state=None)`` | Draw random samples from a multivariate hypergeometric distribution.
  ``mean(m, n)`` | Mean of the multivariate hypergeometric distribution.
  ``var(m, n)`` | Variance of the multivariate hypergeometric distribution.
  ``cov(m, n)`` | Compute the covariance matrix of the multivariate hypergeometric distribution.

scipy.stats.multivariate_t scipy.stats.bernoulli