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I know that for binomial and negative binomial RVs there is an additive property where

if $X_1\sim bin(a, p)$ and $X_2\sim bin(b, p)$ then $X_1+X2 \sim bin(a+b, p)$

if $Y_1\sim NB(c, p)$ and $Y_1\sim NB(d, p)$ then $X_1+X2 \sim NB(c+d, p)$

Is there a similar additive property for hypergeometric RVs?

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  • $\begingroup$ What exactly do you suppose this property would look like? How do you propose to parameterize the hypergeometric family of distributions? $\endgroup$ Commented May 16, 2024 at 20:21
  • $\begingroup$ You might get some benefit by considering the application of the hypergeometric to sampling without replacement just as the binomial is used for sampling with replacement, wherein the "adding" result you give for the binomial is immediately obvious because of independence (I first sample a times, then I sample b times, and add the successes is plainly the same as sampling a+b times and counting the total successes). What situation would you propose for such sampling without replacement that would correspond to a sum of two such sampling without replacements? $\endgroup$ Commented May 17, 2024 at 1:27

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In the binomial and negative binomial examples, you missed the important condition of the independence of $X_1$ and $X_2$.

Anyway, the hypergeometric would not possess this property in any obvious way, because if you had two sets of $N_1$ and $N_2$ objects among which respectively $M_1$ and $M_2$ are of one type (and hence respectively $N_1-M_1$ and $N_2-M_2$ are of another), and you independently drew SRSWOR samples of sizes $n_1$ and $n_2$ from the two sets respectively, the total number of objects of the first type would not have a $\mathrm{HG}(N_1+N_2,M_1+M_2,n_1+n_2)$ distribution: the latter distribution would arise if the two sets were combined, and from the combined set a WOR sample of size $n_1+n_2$ were drawn.

For a simple example, suppose $N_1=N_2=3$, $M_1=M_2=2$ and $n_1=n_2=1$: $X_1$ and $X_2$ represent the numbers of white balls, say, when one ball each is drawn from two urns each containing two white and one black balls. Then the probability that $\{X_1+X_2=2\}$ is $P(X_1=1,X_2=1)=\left(\frac 23\right)^2$ whereas the probability that a $\mathrm{HG}(6,4,2)$ variable takes the value 2 is $\frac{{4\choose 2}}{{6\choose 2}}$, a different value.

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    $\begingroup$ Thank you for a clear answer (+1). Welcome to CV! $\endgroup$ Commented Dec 3, 2024 at 15:12

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