SECTION 6.1 Discrete Random Variables 335
E(X) =
max∑{n,k}
m=0
m
Än
m
äÄN−n
k−m
ä
ÄN
k
ä.
We can calculate the above using simple differential calculus. We
note first that
[d
dx
(x+ 1)n
]
(x+ 1)N−n=n(x+ 1)N−^1 =
n
N
d
dx
(x+ 1)N.
Now watch this:
∑N
k=0
(∑n
m=0
m
(
k
m
)(
N−n
k−m
))
xk =
∑n
m=0
m
(
n
m
)
xm·
N∑−n
p=0
(
N−n
p
)
xp
Ç
this takes
some thought!
å
=
ñ
xdxd(x+ 1)n
ô
(x+ 1)N−n
= xn
N
d
dx
(x+ 1)N
= Nn
∑N
k=0
k
(
N
k
)
xk;
equating the coefficients ofxkyields
∑n
m=0
m
Ñ
n
m
éÑ
N−n
k−m
é
=
nk
N
Ñ
N
k
é
.
This immediately implies that the mean of the hypergeometric distri-
bution is given by
E(X) =
nk
N
.
Turning to the variance, we have
E(X^2 ) =
∑n
m=0
m^2
Än
m
äÄN−n
k−m
ä
ÄN
k
ä.
Next, we observe that