# Questions tagged [sampling]

Creating samples from a well-specified population using a probabilistic method and/or producing random numbers from a specified distribution. As this tag is ambiguous, please consider [survey-sampling] for the former and [monte-carlo] or [simulation] for the latter. For questions regarding creating random samples from known distributions, please consider using the [random-generation] tag.

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### Why does a 95% Confidence Interval (CI) not imply a 95% chance of containing the mean?

It seems that through various related questions here, there is consensus that the "95%" part of what we call a "95% confidence interval" refers to the fact that if we were to exactly replicate our ...
60k views

### Can someone explain Gibbs sampling in very simple words? [duplicate]

I'm doing some reading on topic modeling (with Latent Dirichlet Allocation) which makes use of Gibbs sampling. As a newbie in statistics―well, I know things like binomials, multinomials, priors, etc.―,...
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### Central limit theorem for sample medians

If I calculate the median of a sufficiently large number of observations drawn from the same distribution, does the central limit theorem state that the distribution of medians will approximate a ...
12k views

### Is sampling relevant in the time of 'big data'?

Or more so "will it be"? Big Data makes statistics and relevant knowledge all the more important but seems to underplay Sampling Theory. I've seen this hype around 'Big Data' and can't help wonder ...
26k views

### Statistical inference when the sample “is” the population

Imagine you have to do reporting on the numbers of candidates who yearly take a given test. It seems rather difficult to infer the observed % of success, for instance, on a wider population due to the ...
54k views

### Is a sample covariance matrix always symmetric and positive definite?

When computing the covariance matrix of a sample, is one then guaranteed to get a symmetric and positive-definite matrix? Currently my problem has a sample of 4600 observation vectors and 24 ...
66k views

### How to sample from a normal distribution with known mean and variance using a conventional programming language?

I've never had a course in statistics, so I hope I'm asking in the right place here. Suppose I have only two data describing a normal distribution: the mean $\mu$ and variance $\sigma^2$. I want to ...
208k views

### Why does increasing the sample size lower the (sampling) 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 null-...
9k views

### What percentage of a population needs a test in order to estimate prevalence of a disease? Say, COVID-19

A group of us got to discussing what percentage of a population needs to be tested for COVID-19 in order to estimate the true prevalence of the disease. It got complicated, and we ended the night (...
9k views

### Why do political polls have such large sample sizes?

When I watch the news I've noticed that the Gallup polls for things like presidential elections have [I assume random] sample sizes of well over 1,000. From what I remember from college statistics ...
688 views

### StackExchange fires a moderator, and now in response hundreds of moderators resign: is the increase in resignations statistically significant?

I am doing a study on StackExchange. The management of StackExchange has demodded (for unclear reasons) a moderator, and now the network is on fire. Currently many moderators resign or suspend their ...
9k views

### Bootstrapping vs Bayesian Bootstrapping conceptually?

I'm having a trouble understanding what a Bayesian Bootstrapping process is, and how that would differ from your normal bootstrapping. And if someone could offer an intuitive/conceptual review and ...
6k views

### Strategies for teaching the sampling distribution

The tl;dr version What successful strategies do you employ to teach the sampling distribution (of a sample mean, for example) at an introductory undergraduate level? The background In September I'll ...
53k 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 ...
20k views

### Sampling for Imbalanced Data in Regression

There have been good questions on handling imbalanced data in the classification context, but I am wondering what people do to sample for regression. Say the problem domain is very sensitive to the ...
24k views

### Explanation of finite correction factor

I understand that when sampling from a finite population and our sample size is more than 5% of the population, we need to make a correction on the sample's mean and standard error using this formula: ...
7k views

### What is the name of the statistical fallacy whereby outcomes of previous coin flips influence beliefs about subsequent coin flips?

As we all know, if you flip a coin that has an equal chance of landing heads as it does tails, then if you flip the coin many times, half the time you will get heads and half the time you will get ...
15k views

### Drawing from Dirichlet distribution

Let's say we have a Dirichlet distribution with $K$-dimensional vector parameter $\vec\alpha = [\alpha_1, \alpha_2,...,\alpha_K]$. How can I draw a sample (a $K$-dimensional vector) from this ...
22k views

### What does “independent observations” mean?

I'm trying to understand what the assumption of independent observations means. Some definitions are: "Two events are independent if and only if $P(a \cap b) = P(a) * P(b)$." (Statistical Terms ...
7k views

### What if your random sample is clearly not representative?

What if you take a random sample and you can see it is clearly not representative, as in a recent question. For example, what if the population distribution is supposed to be symmetric around 0 and ...
4k views

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### Gibbs sampling versus general MH-MCMC

I have just been doing some reading on Gibbs sampling and Metropolis Hastings algorithm and have a couple of questions. As I understand it, in the case of Gibbs sampling, if we have a large ...
805 views

### How to generate a non-integer amount of consecutive Bernoulli successes?

Given: A coin with unknown bias $p$ (Head). A strictly positive real $a > 0$. Problem: Generate a random Bernoulli variate with bias $p^{a}$. Does anyone know how to do this? For instance, when ...
17k views

### Calculating required sample size, precision of variance estimate?

Background I have a variable with an unknown distribution. I have 500 samples, but I would like demonstrate the precision with which I can calculate variance, e.g. to argue that a sample size of 500 ...
5k views

### What are some techniques for sampling two correlated random variables?

What are some techniques for sampling two correlated random variables: if their probability distributions are parameterized (e.g., log-normal) if they have non-parametric distributions. The data are ...
2k views

### Simulating time-series given power and cross spectral densities

I am having trouble generating a set of stationary colored time-series, given their covariance matrix (their power spectral densities (PSDs) and cross-power spectral densities (CSDs)). I know that, ...
929 views

### 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 ...
5k views

### An unbiased estimate of the median

Suppose we have a random variable $X$ supported on $[0,1]$ from which we can draw samples. How can we come up with an unbiased estimate of the median of $X$? We can, of course, generate some samples ...
9k views

### MCMC on a bounded parameter space?

I am trying to apply MCMC on a problem, but my priors(in my case they are $\alpha\in[0,1],\beta\in[0,1]$)) are restricted to an area? Can I use normal MCMC and ignore the samples that fall outside of ...
380 views

### Sampling model for crowdsourced data?

I'm working on an open health survey application, planned to be used in developing country. The basic idea is that survey interviews are crowdsourced - they are performed by unorganized volunteers ...
16k views

### Are “random sample” and “iid random variable” synonyms?

I have been facing hard time understanding meaning of "random sample" as well as "iid random variable". I tried to find out the meaning from several sources, but just got more and more confused. I am ...
11k views

### Difference between Randomization test and Permutation test

In the literature the terms Randomization and Permutation are used interchangeably. With many authors stating "Permutation (aka randomization) tests", or vice versa. At best I believe the difference ...
510 views

### Sampling distribution from two independent Bernoulli populations

Let's assume that we have samples of two independent Bernoulli random variables, $\mathrm{Ber}(\theta_1)$ and $\mathrm{Ber}(\theta_2)$. How do we prove that \frac{(\bar X_1-\bar X_2)-(\theta_1-\...