[Math] At least K successes in n tries without replacement

probability

A bit surprisingly I can't find the answer to exactly my question. I am looking for the formula to calculate at least k successes with n tries without replacement.

For example take the bag/balls problems. Let's say 250000 balls in the bag 250 white 249750 blue. If you draw 8500 balls what is the probability of drawing at least 1 white ball.

Best Answer

The count of favoured items in a sample selected from a population without replacement has a hypergeometric distribution.

When the population is size $N$ with $K$ favoured items, and the sample is of size $n$, then the count $W$ of favoured items in the sample having size $k$ has probability:

$$\mathsf P(W=k) = \dfrac{\dbinom{K}{k}~\dbinom{N-K}{n-k}}{\dbinom{N}{n}} \qquad \Big[0\leq k\leq \min(K, n) \leq \max(K, n) \leq N\Big]$$

$$\mathsf P(W\geqslant k) = \sum_{x=k}^{\min(K, n)} \dfrac{\dbinom{K}{x}~\dbinom{N-K}{n-x}}{\dbinom{N}{n}} \qquad \Big[0\leq k\leq \min(K, n) \leq \max(K, n) \leq N\Big]$$

For particular values it might be more appropriate to use an approximation, or work with the complement, to ease the computation load.

For example take the bag/balls problems. Let's say 250000 balls in the bag 250 white 249750 blue. If you draw 8500 balls what is the probability of drawing at least 1 white ball.

This is easiest calculated using the complement.   It is the probability of not drawing zero white balls.

$$\mathsf P(W\geqslant 1) = 1-\mathsf P(W=0) = 1-\dfrac{\binom{250}{0}\binom{249750}{8500}}{\binom{250000}{8500}}\\ \approx 0.999{\small 825266071400062267418017708833099206480271885565627713\ldots}$$