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

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Sampling of dirichlet distribution complexity

What is time complexity of sampling of a dirichlet distribution with size N? Thanks
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14 views

Does sampling from a larger sample change how much variance around an estimate to expect?

Suppose you have one billion marbles. Each marble is either red or white. Call the proportion that are red, p. You randomly sample 100 marbles. Based on this sample you estimate $\hat{p}$. You can ...
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17 views

what is the intuition behind the SRSWOR formula?

I earlier asked about Slovin's Formula (http://math.stackexchange.com/questions/1410492/what-is-the-intuition-behind-slovins-formula), and learned shortly thereafter that it was derived from this ...
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53 views

What does the sum of all elements in a stratified sample mean ? & Deriving the formula of the Sampling variance

Suppose we are interested in estimating the mean of a population , and we have computed means $\bar y_h$ for each stratum ,since we have $H$ strata , then the stratified estimate of the population ...
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12 views

Calculating power of sampling 10 marbles from 1000 [on hold]

Suppose I would like to know what's the power of sampling 10 red marbles from 1000 marbles at the 0.05 level. The probability of red marbles is 1%. Which statistical test would I use?
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10 views

Estimating performance of an iterated random algorithm

I have an algorithm that has a certain probability of computing an answer after a randomly distributed runtime. The probability may be less than 1 even for infinite time in a single run of the ...
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37 views

Very Basic Question on Sampling [on hold]

For determining sample size , why is to focus on the unbiasedness and accuracy of the estimates ? In a simulation study , authors chose that sample size for which they get unbiased and accurate ...
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8 views

Is sample size is important for HurstK?

HurstK function in FGN package of R language is : ...
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13 views

Alternative Sampling Regime

Basically I have a pretty tough situation when trying to sample from a distribution. In order to get an approximation to its argmax. I know the unnormalized pdf P(x1.... xN), and thought I would just ...
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50 views

How to determine experiment sample size for a target CI width?

I'm working on an experiment to measure property $X$ of some pieces of equipment. Assuming there is an excess of equipment available for testing, and barring any funding restrictions, what is the best ...
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20 views

How do I calculate the time at least one of a group are at work?

I need to calculate the percentage of time that one of three people are available based on: 253 working days (9 am - 5 pm) 30 days annual leave 8 days public holiday So that actual days in work = ...
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1answer
20 views

Sample Size Determination for Multinomial Proportions

I have a number of samples of different sizes from a population of unknown size. The data are market shares for five different products within a category (so they sum to 1). I want to know how many ...
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28 views

mean and standard deviation from rnorm(5, mean = 0, sd = 1)

I am trying to figure out a good way to find mean and standard deviation from sampling rnorm(5, mean = 0, sd = 1) 1,000 times. I thought about using a for loop and combining the result of rnorm as a ...
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How can I create a globally adjusted sampling distribution based on the regions of Morocco?

I have a table of population statistics from Burundi with the following: Province -- Population -- Sample Distribution -- Global Sample (Distribution Adjusted) The table continues with each province ...
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38 views

Comparing Sampling Methods

I am interested in comparing the means generated by several different sampling methodologies. Currently I am comparing simple random, weighted random, and a non-random approach. In each case, the ...
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1answer
43 views

Underestimated Coverage probability

Let $U0$ denotes intercept variance and $U1$ denotes slope variance. Given that the coverage rate for the intercept variance is $91$% $(U0)$ , and the coverage rate for the slope variance is $91.2$% ...
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79 views

Problems generating a sample from a custom distribution with log

I'm trying to generate a sample from a family of distributions. In particular I would like to be able to obtain a sample from the survival function: $$1-F(x) = c x^{-a} \log^b(x)$$ with a proper ...
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1answer
17 views

Evenly sampling from the set of all activation functions

This question has two parts: Is it possible to formally define the set of all activation functions? The vector space of all functions might suffice, but I'm not sure how to do 2 with this, so ...
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22 views

Probability of sampling at least one item from each set of a population with K sets

Let's say I have $K$ sets, each with $m$ elements; I want to calculate the probability of having at least one item from each set in a sample of size $n$. What if $m$ is not the same for each set and ...
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29 views

Sampling with independent probabilities

I'm looking for one specific sampling method that decides about inclusion probability of each item regardless of existence of other elements. As an example given 0.5 as the inclusion probability, it ...
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42 views

Bayesian inference with unequal sampling

I have a "two-column" data set, with a multi-class categorical variable A, and two-class variable B. It is assumed that each observation is independent. For each category of variable $A$, I want to ...
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How can I determine if several sequences of sample-without-replacement are non-random?

Suppose that, every day for 12 days, I visit a non-communicative giant and each day I bring a box of doughnuts. The number of doughnuts that I bring with me changes day-to-day (ranging from 9-27). ...
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17 views

Quick question on confidence interval under bootstrap - what is N?

I am trying to understand what N represents when calculating confidence intervals under bootstrap? In this scenario, I have a sample with 188 values, so the sample size, SS, is 188. I am interested ...
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19 views

Visually Compare Different Sampling Methods [closed]

I am working on a project exploring results from a dataset, when using different sampling designs on that dataset. It is really fun thus far, and I have been learning a great deal of things especially ...
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32 views

Margin of Error of Sample Variance

For $N$ samples of normally distributed data $X_i \sim \mathcal{N}(\mu,\sigma^2)$, the $1-\alpha$ confidence interval for the sample mean $\bar{X}$ is $$ \left[\bar{X} - ...
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11 views

Sampling based on the DV [duplicate]

Say someone runs an experiment where there is one treatment group and one control group, and the DV is binary. The full experiment leads to over a million observations (it's an online experiment). ...
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42 views

Mean and variance for unequal samples

I have a sampling of variable sized plots. Each plot contains the number of trees present on the plot. Given: $n=$ the number of plots $s_i=$ the size of the $i^{th}$ plot $y_i=$ the number of trees ...
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115 views

Estimation on evolving distribution with small updates

I have a set $X$ of $10^6$ elements and a time series of probability distributions $\mu_1,\mu_2,\ldots$ on $X$. I want to estimate the expected value of a function $f$ over each $\mu_t$. It is easy to ...
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28 views

Standard Error for Sum

I am designing an algorithm for a stratified sampling on a population and then I want to find out what is the error bound for 95% confidence interval, for different sample statistic such as sum of the ...
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20 views

Distinguishing two Bernoulli random sources

I have a source of independent Bernoulli random variables, which is either $(X_i)$ or $(Y_i)$ where $\Pr[X_i=1]=p$ and $\Pr[Y_i=1]=q$. I can sample as many values as I'd like, and would like to figure ...
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31 views

Training set selection

I have the following question for a project I'm working on. I am trying to find the best strategy to select the best training set in a dataset. I have a dataset with a few billions rows. I am trying ...
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35 views

Introductory graduate-level survey sampling textbook?

I've already seen this. For someone who has a mathematical mindset and is starting a graduate program in stats, what is a good text on survey sampling? If it comes with R code samples, that would be ...
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64 views

Calculating Standard Error of Standard Deviation

Following this post , I think first I need to be theoretically sound . In my theory class , I learnt that inverse of information matrix is the variance-covariance matrix of estimates . To find the ...
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29 views

Sampling weight for calculating prevalence in two-stage cluster sampling

In study there was used two stage cluster sampling technique. First stage, 16 clusters is selected from 100 clusters using PPS. Clusters are heterogeneous in size. In second stage, 12 households are ...
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8 views

Throwing Away extreme values from Calibrated Distribution

I have a parameter $\theta$ for a model such that $0 < \theta \leq 20$. I've calibrated the model to many data sets and fit several density functions to its histogram: According to this fitting, ...
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24 views

For classification w unbalanced datasets, is class-weighing the same as oversampling?

in unbalanced classification problems, I find myself using class_weigh = "auto" or similar parameters often, but I don't think I'm fully understanding what it's doing. I know that it's the industry ...
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12 views

rejection sampling in high dimensions

I read that rejection sampling might fail in high dimensional settings, as the rejection rate becomes too low. Intuitively - i can understand this - but i would like to understand the formal proof as ...
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1answer
17 views

Multivariate Box Muller

i am reading "machine learning - a probabilistic perspective" by Kevin Murphy - who states the following in the chapter on monte carlo inference. i understand that cov[y] = $\Sigma$, but i do not see ...
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31 views

How do I split a normal distributed sample into groups of percentiles but with an additional random noise component for uncertainty?

I have a sample of students that I want to divide into smaller groups based on a their IQ but with a certain random noise component - how can I do that? I need to cluster the best, the average and ...
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Resource allocation for many logistic models

This question is kind of vague but I will do my best to articulate it as best I can. I have many logistic regression models that are modeling polls of many different types of questions. All of the ...
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15 views

Selection bias in multilevel modeling

I want to fit a multilevel model from a big survey in which the respondent could have no education, medium education or high education. My dependent variable is a continuous variable from the group of ...
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49 views

How to sample a conditional PDF

Assuming I have two kind of balls, red and blue ones, and I pick randomly (with replacement) always a bunch of balls where the number of balls I pick is distributed according to the Poisson ...
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22 views

Sampling correlated categorical variables

I am looking for a way to sample correlated categorical (non-binary) variables, and in particular I am interested in the category counts: I have a set of $n$ correlated categorical random variables ...
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1answer
32 views

What is the standard way to distinguish the errors associated with sampling and measurement in statistics?

This is probably a very basic, yet not easy, question in applied science. I was just wondering, what are usually the standard ways to deal with it? Any pointers to further references are greatly ...
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39 views

Sampling from distribution using MATLAB / statistical packages like R

I am trying to read Latent Dirichlet Allocation model for Topic modeling. But I am not able to understand how they sample values from a distribution, draw a distribution from a process. In particular ...
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31 views

Confidence intervals for estimates generated from a non-probability sample?

From what I understand, to generate a margin of error to have confidence intervals for a given estimate one needs the standard error of the estimate (SE). For the SE one needs information about the ...
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1answer
20 views

Determination of sample size for a proportion

SCENARIO The parent company has other business units (think of these as franchises owned by the parent company). In order to quality assure procedures the parent company samples employees’ work at ...
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2answers
37 views

How to empirically show that a certain quantity approximately follows a normal distribution?

To motivate some theoretical work, I need to show that two certain variables (say $X$ and $Y$) approximately follow a normal distribution in actual datasets. I have one large dataset with about $300$ ...
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43 views

Standard deviation of sampling distribution of mean

If we take a sample and calculate the mean, we can calculate the standard deviation for the sampling distribution of the mean using this formula: $\sigma / \sqrt{n}$ But, how many samples do we need ...
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25 views

Experimental design for high dimensional model

I am running a computer model with a lot of inputs ( > thousands). I am not familiar with this area, so may I ask for any instructions/directions on how to make design on such high dimensional space? ...