Creating samples from a well-specified population using a probabilistic method and/or producing random numbers from a specified distribution.

learn more… | top users | synonyms

0
votes
0answers
17 views

PDF of the largest observation in a sample [duplicate]

Intro Let $P(X=x)$ be a Probability Density Function (PDF). Assume we were to perform $n$ observations from a population that is distributed according to $P(X=x)$ (sample size = $n$). I would expect ...
0
votes
0answers
12 views

Multivariate sampling of $F(x_1,…,x_n)$? [on hold]

Let $$(X_1,...,X_n)\sim F(x_1,...,x_n)$$ (not independent). How can I sample from this distribution? In the univariate case, on can use $F^{-1}(u),u\sim U(0,1)$. However, in the multivariate case ...
2
votes
0answers
32 views

Does Hoeffding's inequality apply to sampling from finite populations?

Based on Hoeffding's theorem, one could easily find the minimum number of samples required for the inequality $\Pr \left(|\bar{X} - \mathrm{E} [\bar{X}]| \geq t \right) \leq \delta$ to hold as ...
0
votes
0answers
20 views

Sampling from conditional copula under R

this is a follow-up thread dealing with sampling from conditional copulas: Original question (with nice answer by whuber): Sampling from conditional copula Trying to sample from a conditional copula ...
0
votes
1answer
40 views

General questions on MCMC

This is a continuation of the following question. The previous link was related to rejection sampling. This is related to MCMC. General questions on rejection sampling 1a. As far as I understand, ...
1
vote
1answer
28 views

General questions on rejection sampling

I am new to Bayesian methods. I was going through a chapter on sampling. I have a few questions related to it. Please help me get these clarified. As far as I understand, rejection sampling will not ...
0
votes
0answers
25 views

How to determine the sample size, if standard deviation, population mean, sample mean and precision is given?

Determine the sample size if sample standard deviation is 6, population mean : 25, sample mean = 23 and the degree of precision is 99%
0
votes
2answers
39 views

Why do we estimate population parameters using statistic?

I had been studying statistics, I have a doubt that I couldn't find the answer of. Its related to estimating population parameters using statistic. Suppose we have a population size of 10000, we want ...
1
vote
0answers
20 views

Sampling from a portion of the normal distribution?

I have a a conditional distribution $p(X_1 | \theta) \propto MVN(\mu, \Omega) \pi(X_1)$ where $X_1=[x_1, x_2, \dots, x_n]'$ and $\pi(X_1)=1$ when all $x_i \in [0,a)$ and $0$ otherwise. Is there any ...
4
votes
1answer
67 views

Justifying the use of finite population correction

Given the fact the finite population correction effectively reduces the standard error of the sampling distribution, which (compared with the lack of a finite population correction) will increase the ...
0
votes
0answers
10 views

Finding n and c in single sampling plan

I am learning a quality control course and in Single sampling scheme for attribute type inspection I don't understand the method used for calculating the values of $n$ and $c$. The method is as ...
0
votes
2answers
25 views

Choosing samples of different sizes - considerations?

Let's say I have four populations with the sizes 2451, 2117, 7577, and 1545. Each of these are sets of activity sequences on which I do sequence analysis. Based on this I want to do clustering based ...
2
votes
1answer
31 views

Sampling according to a difference of two normal distributions

Assuming that I have two normal distributions $p_1(x)$ and $p_2(x)$ and I can draw samples efficiently from them. Now, I can easily draw samples from $p(x) = 0.5 p_1(x) + 0.5 p_2(x)$ by with ...
4
votes
1answer
64 views

Sampling from conditional copula

I am having trouble finding anything on sampling from conditional copulas. I am only interested in the bivariate case. So, if $C(u,v)$ is my copula, I want to sample from it given a specific ...
2
votes
1answer
41 views

What sampling method will be suitable when there is no published list is available?

As there is no published list of population (employees), how can I select my sample? Even if I want I can not go for judgmental sampling as the academicians in my University strongly disagree for ...
0
votes
0answers
25 views
+50

Can I get to an approximation of the population with knowledge of the expansion factor?

Say, I have a set of variables for different villages and for each village I have an expansion factor so I would get a sample representative of each village -- the expansion factor does not change ...
0
votes
0answers
27 views

Correct formula for this example

Population size is $N =10000$. The standard error of proportion estimation must not be larger than $0.02$, i.e., $sh(p)\le 0.02$. In a previous study, the confidence interval of $p$ was between $o.25$ ...
1
vote
0answers
14 views

Upper bound for sampling fraction for CLT to hold

What is the upper bound for the sampling fraction for the Central limit theorem to hold when sampling without replacement? Context The context for my question is that it is regularly argued (see e.g. ...
0
votes
1answer
16 views

Sampling scheme based on newton's method - what is it called?

I recently thought of a crazy sampling scheme, which has almost certainly been thought of by someone else before. I'm interested to find out what it is called, and if it is ever useful. The idea is ...
0
votes
0answers
11 views

Binary Response Models & sample data that contain a disproportionate number of 0's

Sorry in advance if this seems like a dumb question, but I am new to data modeling. I am attempting to classify customer usage as either a case of fraud or legitimate activity. I have attempted to ...
1
vote
1answer
34 views

nonparametric method to calculate the probability how alike two samples are

I have two samples with each couple of hunderd observations. I want to calculate a probabilty how much they look alike. I'm aware of tests like kolmogorov smirnov but I don't think I need this. I ...
1
vote
1answer
31 views

The population size does not affect the sample size? [duplicate]

I used the following formula to calculate the sample size. n = (Z2 K p (1-p)) / i2; (k = 2, Z = 1.96, p = expected proportion, i = 0.03) I noticed that the sample size is not related to the population ...
0
votes
0answers
4 views

How to select representative sample of companies in a sector and employees within each company?

I'm planning to study how managers use an Information System in a particular sector. There are multiple levels at which I need to do sampling. How many companies and which ones? There are 52 ...
0
votes
0answers
8 views

Prior Probabilities vs Sampling

In case i have a dataset which has 100000 records and only 10000 of them represent Churn cases. Hence before building a predictive model i set a prior probability as 10% for CHURN and 90% for NON ...
0
votes
1answer
10 views

Bivariate sampling for distribution expressed in Sklar's copula theorem?

In the univariate case, one can easily sample a distribution via random numbers $u\sim[0,1]$ and plugging into $F^{-1}(u)$. I have a bivariate distribution constructed via Sklar's theorem on Copulas: ...
3
votes
1answer
55 views

Why is the standard deviation of the sample mean less than the population SD?

The sample means do not vary as much as the individual values in the population. That the sample means are less variable than the individual values in the population follows directly from the fact ...
0
votes
1answer
21 views

Why accept Metropolis-Hastings sample if more probable than previous sample?

One step in the Metropolis-Hastings sampling algorithm is to determine whether a sample $x_i$ is to be accepted based on the previous sample $x_{i-1}$. My understanding is that $x_i$ is accepted with ...
5
votes
0answers
74 views

story about sampling from the phone book?

I was talking with someone today about sampling and vaguely remember a story about some very well-respected statistician recommending systematic sampling from the phone book in a particular legal ...
0
votes
1answer
39 views

Correlated random draws with graph structured correlation

I have a problem where I have a graph structure, such that some nodes are connected to other nodes i.e. we have an adjacency matrix of size n*n with a 1 corresponding to a connection and 0 otherwise. ...
0
votes
0answers
17 views

Sampling on dependent variable appropriate for building decision tree for rare event data?

In order to detect significant interaction terms prior to building a logistic regression model, I'm first running a simple decision tree on my data using the rpart package in R. I'm predicting a ...
2
votes
1answer
30 views

What is the variance of a Polya Gamma distribution?

I have a simple application that needs the variance of a Polya Gamma distribution (I know the mean since I found it here- http://arxiv.org/abs/1205.0310). This paper says that there is a closed form ...
1
vote
1answer
15 views

Numbre of cluster in PPS sampling method

I chose the sampling method based on probability proportional to size (PPS) to conduct a survey among school children. The total number of schools (clusters) in my population is 140. My concern is how ...
0
votes
2answers
22 views

Accepted Method for Selecting a Validation Set in Python

Is there an accepted method for separating out a validation set in python? In R I would use the sample function. I have 4000 training instances as json and I want ...
0
votes
0answers
13 views

is my sample representative of the population

I have a set of responses from a survey I have conducted. I would like to see if a sub-sample of the respondents are representative of the entire respondents that have responded to the survey. I don't ...
1
vote
1answer
19 views

Test for non-uniform sampling from a sequence without replacement?

I have a dataset that essentially amounts to a sample of K unique elements from an ordered sequence of length N. I believe that elements are more likely to be sampled from certain portions of the ...
4
votes
1answer
90 views

Why is the sampling distribution of variance a chi-squared distribution?

The statement The sampling distribution of the sample variance is a chi-squared distribution with degree of freedom equals to $n-1$, where $n$ is the sample size (given that the random variable of ...
2
votes
1answer
52 views

Sampling with Metropolis-Hastings

In Metropolis-Hastings sampling, if every draw of my proposal distribution (Q) is independent from the previous draw, is the convergence to the stationary distribution still guaranteed? To be more ...
2
votes
1answer
35 views

Sampling For Correlation

Suppose we have population P that is split into large number of close size sub-populations (e.g. country is split to zips). For each sub-population a small sample was drawn and average of a variable X ...
0
votes
0answers
18 views

Is it possible to calculate the covariance btwn data and a subset of the data?

I have a regular and complete time-series vector and have created a subset of this vector based on a particular sampling algorithm (say every 10th value). To calculate the error variance of this ...
3
votes
2answers
40 views

Probability selection of elements from a set

If we have a set $S= \{s_1,s_2,..,s_n\}$ and each element in the set $S$ has an assigned probability $P_n$. Then a selection process is applied to the set $S$ such that, each element $S_n \in$ $S$ is ...
7
votes
4answers
536 views

How to sample when you don't know the distribution

I'm fairly new to statistics (a handful of beginner-level Uni courses) and was wondering about sampling from unknown distributions. Specifically, if you have no idea about the underlying distribution, ...
0
votes
1answer
21 views

Algorithm for sampling points according to weights

In my current problem, I need to sample points in proportion to the weights assigned to them and an original probability density function. Unfortunately, the weights aren't known ahead of time and ...
2
votes
0answers
20 views

Instagram representative sample

I am doing a survey to study both sellers and consumers behaviour on Instagram in Kuwait. My question is how to decide on the sample size? What sampling design should I use since there is no sampling ...
3
votes
2answers
59 views

Estimator for $E[X]^2$

I'm trying to understand the theory of estimators. As I understand it now, if you have an r.v. $X$ and take $n$ i.i.d. samples then an estimator for $E[X^{2}]$ would be $\overline{X^{2}}$ since ...
0
votes
1answer
46 views

sum of correlated random sample

Suppose I have 1000 draws each of two random variables X and Y. If I wanted to sample the sum of these variables, I would simply calculate 1000 samples, i.e. $$ S_{i}=X_{i}+Y_{i}, i=1,2,…,1000 $$ ...
0
votes
1answer
41 views

How to ReSample the Training DataSet

I have a training dataset which differs significantly on several parameters (t-test/f-test) with the test set (for which the labels are not known to me.). I am thinking of re-sampling from the ...
0
votes
0answers
15 views

Estimating cutoff point for sampling using bootstrapping

I'd like to determine a cutoff point for plot sampling. So far, I've sampled intensively and collected fecal pellet data for 13 forested stands. Each stand has 50 plots and the mean pellets per ...
1
vote
1answer
16 views

Obtaining a sample with an given sample (resulting) covariance matrix

Often, we are interested in generating data from a density $ f(x \vert \boldsymbol\theta) $, with data $x$ given some parameter vector $\boldsymbol\theta$. This results in a sample, from which we may ...
1
vote
0answers
26 views

Sampling from a distribution with a margin of error

A survey of a population is taken using sampling. It is determined that 70% prefer option A and 30% prefer option B with a margin of error being 5%. Normally when simulating the process with the ...
1
vote
0answers
25 views

Cluster Sampling problem

I'm using Sharon Lohr's book to self-study, and there is no solution to this problem. I just wanted to make sure I'm computing the values correctly. Question: The new candy Green Globules is being ...