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

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$H_0=250g$ and $H_1\neq 250g$" [on hold]

We have a sample of size $100$ with a standard deviation of $5g$ It was decided that if the sample mean is between $245g$ and $255g$ while the sample average is $250g$ if $\mu=250g$ or $\mu\neq250g$ ...
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1answer
24 views

Log posterior function in PYMC

my question concerns the logp function in the PYMC package in Python. Ultimately I want to calculate a quantity that goes by many names, namely the Bayes-factor/ evidence/ marginal-likelihood of the ...
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0answers
10 views

Symmetric Distribution for MCMC Continuous Distribution

I have a sampling distribution $g(X^{'}| X=x)$ such that $$ \log(X^{'})|X=x\sim N(\log(x), \sigma^2)$$ This ensures that our samples are in $(0, \infty)$. Now I would like to use the Metropolis ...
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9 views

How do I sample using multiple groupings?

I have a large number of tests that pass or fail, in multiple projects, and the tests can divided according to two criteria, -- Location (100 locations), and Type (15 types). Now, for calculating the ...
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1answer
20 views

how to random sample proportional to probabilities

I have a ten-sided die, where I know the probabilities of rolling some, but not all of the values on the die: ...
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25 views

Is representativeness a necessary condition for generalisability?

If a large sample of volunteers were not representative of a specific population, would it necessarily mean that any conclusion of a study performed with sound methodology on this sample could not be ...
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1answer
85 views

Is a gamma distribution bounded between 0 and 1 the same as a beta distribution? [on hold]

After making the assumption that monetary losses could be well represented by a gamma distribution (Boland, 2007), mostly negatively skewed, and being interested in loss ratios (ie. lost value / total ...
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7 views

Sample size calculation to compare variables from multiple groups [on hold]

I'm going to conduct an in vitro model experiment to compare a continuous variable between 5 groups. I would like first to calculate the sample size needed for every group. I have used online ...
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1answer
16 views

What does intracluster correlation mean?

I am studying the topic of cluster sampling. I have learnt that intracluster correlation ($\rho$) measures the correlation over all clusters between distinct elements in the same cluster. I do not ...
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20 views

What does this definition, $\bar{Y}= \frac{\sum^M_{i=1}\sum^{N_i}_{j=1} Y_{ij}}{\sum^{M}_{i=1} N_{i}}$, mean?

I am studying the topic of cluster sampling. Within this topic I have learnt that the mean per element is defined as $$\bar{Y}= \frac{\sum^M_{i=1}\sum^{N_i}_{j=1} Y_{ij}}{\sum^{M}_{i=1} N_{i}}$$ $M$ ...
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27 views

Mandatory participation vs. random assignment

Can I make a statistical inference about the effect of a training intervention on a population of employees if participants are not randomly assigned to participate in the training but required to ...
2
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1answer
25 views

understanding proposal distribution sequential importance sampling in R

From the article of wikipedia http://en.wikipedia.org/wiki/Particle_filter I see that one generate samples from the proposal $\pi(x_k^{(L)}\vert x_{o:k-1}^{(L)},y_{1:k})$, however, the role of ...
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11 views

How do I use Metropolis Sampling in MATLAB to calculate an integral? [migrated]

I am trying to write a matlab function to solve a test integral using the Metropolis Method. My function is listed below. The integral is from 0 to infinity of x*e(-x^2), divided by the integral from ...
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0answers
36 views

Difference between calculated inclusion probability and what is returned by sampling function?

I have a (small) population from which I wish to sample. I assign probabilities proportional to $y$. I enumerate the possible samples and then determine the probability of each sample occurring based ...
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0answers
10 views

Do I have a correct understanding of Margin of Error/Accepted Error involved in sampling - Conflicting Previous Answers

I constructed a sample size calculator in Excel: Response Rate * (1 - Response Rate) * [Norm.Inv((1-alpha)/2) * (-1)/Accepted Error]^2 If post sampling I have: p ...
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2answers
128 views

How to simulate effectiveness of treatment in R?

Let's say I want to write a simulation for the table below to decide if Xylitol treatment and ear infections are independent. How would I go about doing this?
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0answers
12 views

Design effect in Cluster Sampling [closed]

I am facing a problem in calculating sample size of survey. When I am adding design effect this in calculation than sample size become increased. Why design effect in important for calculating sample ...
3
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1answer
17 views

Estimating counts from sampled data

I am working on counting events from sampled web logs. To formalize the problem, consider a random process in which we randomly record an event with known probability $r$. Say we have $n$ recorded ...
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14 views

Sampling subset to span entire range of full set (*not* to be representative), in order to construct some sort of lookup table

I have a large number of $N$ (20770) measurements. I need to perfom a calculation on all of them, but this is computationally too expensive. Therefore, I am looking for a way to select a subset of $p$ ...
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3answers
19 views

how to include distance buffers in cluster randomized trial

I need to incorporate distance buffers into the selection of treatment and control units in a randomized-controlled trial in order to minimize spillovers between arms. Cluster in this study is a ...
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2answers
42 views

Data Sampling while preserving the underlying distribution

I have a large 10-15 dimensional data set with close to 10 million points. I want to test some algorithms over a chunk of this data. But I don't want the character of this data to be lost by selecting ...
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0answers
3 views

How to Use proc surveyselect to randomly select sample while a variable need to remain the same mean? [migrated]

I have trouble with using proc surveyselect to randomly select sample from a population. Here is the scenario: I have a sample pool, say, 1000 observations, with variable ID, gender, income. My goal ...
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9 views

Expected number of replacements during weighted reservoir sampling?

Consider the problem of taking a weighted sample of size $K$ from a stream of unknown but finite size $N$ in a single pass. Reservoir sampling solves this by assigning each item from the stream with ...
2
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0answers
40 views

Generating a skewed distribution given the median and left and right “$1\sigma$” limits [duplicate]

Edit: I found a solution to the problem, which is at the bottom of the post. I'm going to leave the post as it is in case someone else encounters a similar problem! I was banging my head to a ...
4
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1answer
81 views

Is this still a random sample?

The situation is a little complex. Our goal is to study some soil properties in a large area. According to different climate conditions, this area can be divided into several sub-regions. And each ...
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1answer
29 views

MCMC sampling with sum constraints

I'm interested in sampling a collection of variables with a sum constraint on them. For a simplified example: Prior: $X \sim \mathcal{N}(0, 1)$ $Y \sim \mathcal{N}(0, 1)$ Observation: $X + Y = 1$ ...
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18 views

Gibbs sampling version for estimating the Dynamic Topic Model (DTM)?

The paper of Blei et Lafferty published at ICML'06 implements a (quite complicated) variational inference (VI) technique for estimating the parameters of the Dynamic Topic Model, see: ...
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1answer
40 views

reference case-control sampling

I have to use a case-control sampling design to apply logistic regression. I'm looking for a reference that explains which are the advantages and disadvantages of using a high case-control ratio ...
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1answer
8 views

Labeling a pool of unlabelled samples iteratively

Problem setting I'm faced with a problem in which we have a large set of data points (100K), all of which are still unlabelled. These are to be used as input to a binary classifier at a later point ...
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2answers
398 views

Is Markov chain based sampling the “best” for Monte Carlo sampling? Are there alternative schemes available?

Markov Chain Monte Carlo is a method based on Markov chains that allows us to obtain samples (in a Monte Carlo setting) from non-standard distributions from which we cannot draw samples directly. My ...
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7 views

Spectral density of sampled process

A real valued time-continuous process $X(t)$ is described by the spectral density according to the top of the image below. The process is sampled with the sampling distance $d=1/40$. The question is ...
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0answers
42 views

How to sample the degrees of freedom of a Wishart distribution?

SHORT VERSION: Given K precission matrices drawn from a single Wishart distribution, I try to infer the degrees of freedom of this Wishart. How can I do it? Is there some place where this derivation ...
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0answers
32 views

Rare event sampling [closed]

Suppose $A$ is a very small subset of $\{0,\dots,n\}^3$ and I am trying to find an element of $A$. I first inspect maybe 50 random triples $(x_i,y_i,z_i), 1\le i\le 50$, and find that none of them are ...
2
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1answer
27 views

Why are estimation results sharply different from the actual population (exponential distr.)

For my work, I analyze the field failure data sometimes and make decisions accordingly. (spare parts quantity, optimum preventive replacement point, ...) I made an experiment in Excel. Using inverse ...
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1answer
25 views

method/metric of comparing two random samples and their impact

I have the following problem. Given a set S of N=100000 data elements (time series data from solar observations) I need to extract a random sample R of size n=20 and then for each element in S compute ...
3
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1answer
79 views

How to - regression of a noisy titration curve?

I'd appreciate advice on the correct statistical method to analyse a dataset - Dataset is basically a titration curve consisting of [0.5, 1, 2, 3, 4, 5, 6] pg of starting material and 8 replicates ...
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0answers
16 views

How are complex sample analysis and GEE different from each other?

I am currently analyzing a national survey data. The survey design is complex: 1) strata 2) cluster 3) 2-stage, 4) sampling weight. There are strata; PSUs(agencies) were selected randomly and ...
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0answers
32 views

can individuals resampled in reoccurring cross section surveys be considered as panel dataset?

I have data from a reoccurring cross sectional firm survey, For every year a new sample was selected ( with replacement between years). The data is identified, so I can see the subset of firms appear ...
5
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1answer
41 views

How to derive Gibbs sampling?

I'm actually hesitating to ask this, because I'm afraid I will be referred to other questions or Wikipedia on Gibbs sampling, but I don't have the feeling that they describe what's at hand. Given a ...
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4answers
487 views

Why does increasing the sample size lower the variance?

Big picture: I'm trying to understand how increasing the sample size increases the power of an experiment. My lecturer's slides explain this with a picture of 2 normal distributions, one for the ...
0
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1answer
24 views

Algorithm for uniform sampling with bounded replacement

Is there a simple algorithm to sample from the uniform distribution on sequences of $n$ numbers, each taking one of $m$ integer values from $0$ to $m-1$, where each value can be repeated at most $r$ ...
2
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1answer
20 views

Inverse sampling for discrete data [duplicate]

I have to pick a ball from a set of balls. Each ball has a size, so I have a distribution for ball sizes (I assume a number between 0-1). I want to pick a new ball at each step with the probability ...
0
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0answers
14 views

Derivation of the variance of the sample size in probability sampling

I am trying to understand how to derive the variance of the sample size $n$ in a random probability sample from a population of size $N$ with units $i=1,...,N$. Let $I_i$ be a random variable for $i$ ...
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2answers
105 views

Inverse CDF sampling for a finite mixture

The out-of-context short version Let $y$ be a random variable with CDF $$ F(\cdot) \equiv \cases{\theta & y = 0 \\ \theta + (1-\theta) \times \text{CDF}_{\text{log-normal}}(\cdot; \mu, \sigma) ...
4
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1answer
56 views

Probability of uniformly drawing N numbers less than the expected second highest value

In the case of 3 draws (N=3) from Uniform[0,1], the expected second highest value would be 1/2. Although unlikely it could happen that all three numbers were less than 1/2. It is exactly this ...
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2answers
25 views

Do any statistical tests compare distributions when one has significantly fewer samples?

I've been researching different methods to compare two distributions for equality, or inequality rather. I want to compare actual user performance against projected performance, after a particular ...
2
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1answer
36 views

Quantitative Location Shifting Detection for Run-Sequence Plot

I am trying to complement a Run-Sequence Plot by some quantitative metric to validate that a dataset has a fixed location. Since the Run-Sequence Plot will be used in the early phases of Exploratory ...
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2answers
300 views

Best suggested textbooks on Bootstrap resampling?

I just wanted to ask which are in your opinion the best available books on bootstrap out there. By this I don't necessarily only mean the one written by its developers. Could you please indicate ...
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1answer
32 views

techniques for sampling graphs? (possibly implemented in r packages)

Let's say I have a very large graph that proves impractical for visualization ends and I wanted to sample a random subgraph. (I know that I can filter out a subgraph via measures like degree, ...
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2answers
61 views

Margin of error for mean of group (when mean of each individual can't be calculated)

I am trying to compute the margin of error of a mean of a group. Suppose a have a population of 50 workers and I want to know how much I'm paying as a whole in salary for each sale they perform ...