# Tagged Questions

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### Probability of drawing some number when randomly selecting subsets of size L

I am trying to find a way to solve the following problem : I have some set A, which contains a set of N numbers, X, where Xi is a number within X. The numbers in X are unique and they are in ...
47 views

### Probability and Sampling distribution

Would you please explain me the difference between Probability distribution and Sampling distribution easily ? Is that the difference : in probability distribution we have probability for every ...
129 views

### When is the median more affected by sampling error than the mean?

I'm writing a paper on making probability estimates, and it's been asserted to me that I should take the median of the estimates given by my participants, rather than the mean. I've been told I should ...
92 views

### Probability of pairwise difference of samples from distribution with finite support

I'd appreciate any help on the following problem: Let $X_1, X_2, \dots, X_N$ be i.i.d. continuous random variables with support $[0, 1]$. What is a reasonable bound on the probability that some pair ...
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### Multivariate densities for whose we know the marginal HPD intervals

I am investigating the performance of a pipeline to compute marginal HPD intervals of multivariate densities (typically posterior densities). In this context, I am looking for some densities for whose ...
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### How to sample from the product of a Gaussian and an inverse-Wishart distribution?

How do I sample from a distribution that is the product of a gaussian and an inverse-wishart distribution? I was going to use inverse transform sampling but a friend said that he thinks there is a ...
102 views

### Finding the probability of getting a complete set from N classes of objects in M draws [duplicate]

Possible Duplicate: What is the probability of n people from a list of m people being in a random selection of x people from a list of y people? Let's say we have 5 kinds of marbles, 1000 ...
330 views

### Something like Central Limit Theorem for variance and maybe even for covariance?

CLT states in short, that sum/mean of random iid variables from almost any distribution approaches normal distribution. I failed to find information about asymptotic behavior of sample variance when ...
1k views

### How can I calculate cut-off points from a normal distribution?

I'm trying to calculate the upper percentage points for the 0.99 percentile for samples drawn from a normal distribution, with a sample size of 500. How can I calculate the expected values for ...
244 views

### How to sample natural numbers, such that the sum is equal to a constant?

Say I have $N$ items that are partitioned / clustered and I want to randomly repartition these items, such that the distribution of sizes of the clusters is 'similar' to those that I already have. I'm ...
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### How to calculate the “unfairness” for repeated random selection?

Assume there are 16 people in a group, and each day 11 people are randomly selected from the group. Over a year, some people will be selected more times than other people. The question is, assume the ...
120 views

### Combining expert estimates

I am trying to work on a process to improve how how well my team estimates. I want to look at using some statistics to help out and embrace the uncertainty in how we estimate tasks. If I have a group ...
209 views

### Prior of multivariate Polya distribution?

Anyone knows a prior (preferably conjugate) to the multivariate Polya distribution? I need it for Gibbs sampling. So if anyone has another idea, I am interested.
287 views

### Learning to create samples from an unknown distribution

I am interested in new generating samples to approximate some unknown distribution X, where each new sample is a real-valued vector. The purpose it to be able to create a new (arbitrary large) ...
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### Distribution of the size of overlap between two random samples with duplicates?

Similar to this question, I want to know if the overlap between two samples is significant. However, my items are not unique; I have c distinct colors of items, there are mi items of color i (1 < ...
276 views

### How can I simulate census microdata for small areas using a 1% microdata sample at a large scale and aggregate statistics at the small area scale?

I would like to perform an individual-level multivariate analysis at small levels of geographic aggregation (Australian census collection districts). Clearly, the census isn't available at these ...
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### Quantifying the error of an approximate probability distribution

I will approximate a given probability distribution $P$ over $\mathbb{R}^n$ with a distribution $\tilde{P}$ which is simpler to represent. I would like to keep track of the error that I'm making ...
262 views

### Lower bound for tail of hypergeometric distribution

There are several simple and widely used upper bounds on the tail of the hypergeometric distribution, including $P(X > E[X]+tn) <= e^{-2t^{2}n}$, where X is hypergeometric with parameters N, M, ...
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### What is the most computationally efficient way to sample from an unnormalized density?

EDIT: After doing some more research, it seems slice sampling could be the way to go. I've seen it mentioned a lot in the context of how to sample the univariate distributions required for Gibbs ...
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### How to determine the sample distribution based on a survey involving six variables?

This question might be too naive, but I need to understand this point. Suppose I ran a survey for a product for 1000 individuals & collected the data for various aspects of it. Let's say the ...
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### How to sample from $c^a d^{a-1} / \Gamma(a)$?

I want to sample according to a density $$f(a) \propto \frac{c^a d^{a-1}}{\Gamma(a)} 1_{(1,\infty)}(a)$$ where $c$ and $d$ are strictly positive. (Motivation: This could be useful for Gibbs ...
223 views

### How do I determine how well a dataset approximates a distribution?

Quite simple, I have some probability distribution p(x), how can I measure whether one empirical density (set of delta masses) is a better approximation than another. I know that KL-divergence is a ...
151 views

### Who first developed the idea of “sampling distributions”?

Who created sampling distributions? I have looked everywhere and I'm writing a paper, but, so far, all I've been able to come up with is the theory and the definition. Please help me find the who, ...
1k views

### How to use/interpret empirical distribution?

First of all I'd like to apologize for the vague title, I couldn't really formulate a better one just now, please feel free to change, or advice me to change, the title to make it better fit the core ...
138 views

### Checking the distribution of classes in a sample of a dataset

I am new here, so I might have missed a similar question. I am trying to do things good in my research and using proper statistical approaches, but in computer science, we had quite a weak training ...