SECTION 6.1 Discrete Random Variables 335
E(X) =
max∑{n,k}
m=0mÄn
mäÄN−n
k−mä
ÄN
kä.We can calculate the above using simple differential calculus. We
note first that
[ddx(x+ 1)n]
(x+ 1)N−n=n(x+ 1)N−^1 =n
Nd
dx(x+ 1)N.Now watch this:
∑N
k=0
(∑nm=0m(
k
m)(
N−n
k−m))
xk =∑n
m=0m(
n
m)
xm·N∑−n
p=0(
N−n
p)
xpÇ
this takes
some thought!å=ñ
xdxd(x+ 1)nô
(x+ 1)N−n= xn
Nd
dx
(x+ 1)N= Nn∑N
k=0k(
N
k)
xk;equating the coefficients ofxkyields∑n
m=0mÑ
n
méÑ
N−n
k−mé
=
nk
NÑ
N
ké
.This immediately implies that the mean of the hypergeometric distri-
bution is given by
E(X) =
nk
N.
Turning to the variance, we haveE(X^2 ) =
∑n
m=0m^2Än
mäÄN−n
k−mä
ÄN
kä.Next, we observe that