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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6
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4answers
1k views

Which one should be applied first: data sampling or dimensionality reduction?

I am working on binary classification problem. Data set is very large and highly imbalanced. Data dimensionality is also very high. Now I want to balance data by under-sampling the majority class, and ...
6
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3answers
2k views

Multistage sampling in R

I've got a dataset similar to this: ...
4
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1answer
650 views

How much undersampling should be done?

My aim is to predict quarterly customer-default probabilities: I have data on ~ 2 million individuals, who default on average with a probability of ~ 0.3 percent. Therefore I am thinking about ...
20
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4answers
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 ...
17
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2answers
379 views

Is “every blue t-shirted person” a systematic sample?

I'm teaching an intro stats class and was reviewing the types of sampling, including systematic sampling where you sample every kth individual or object. A student asked if sampling every person ...
3
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1answer
285 views

Sample selection and variation in the variable of interest when using panel data

I wonder how to reason when selecting samples. I am doing a panel data regression analysis about how the euro membership correlates with the budget deficit in the member countriues. Using R that is: ...
6
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1answer
996 views

Balanced sampling for network training?

I have a very unbalanced sample set, e.g. 99% true and 1% false. Is it reasonable to select a balanced subset with a 50/50-distribution for neural network training? The reason for this is, that I ...
4
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2answers
741 views

Optimal stopping from an unknown distribution

The Secretary problem has an algorithm for fixed N and immediate accept/reject (that is, reject reject ... accept one, stop). There are several variants; in mine, secretaries or samples come from a ...
2
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2answers
311 views

Survey Sampling: What am I missing with this plan?

Working off a fairly limited statistical understanding, so apologies in advance if this question is ludicrously basic. This has to have happened to other people who have successfully solved this ...
9
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3answers
7k views

How to re-sample an XTS time series in R?

I have an irregularly spaced XTS time series (with POSIXct values as index type). How can I build a new time series sampled at ...
9
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2answers
1k views

Sampling from bivariate distribution with known density using MCMC

I tried to simulate from a bivariate density $p(x,y)$ using Metropolis algorithms in R and had no luck. The density can be expressed as $p(y|x)p(x)$, where $p(x)$ is Singh-Maddala distribution $p(x)...
4
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1answer
7k views

Is taking the median of a set of percentages statistically sound?

I have several sets of data, unfortunately the data comes to me in a "summary" form. My job is to consolidate the several data sources into one general summary. I'm currently using the median to ...
30
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1answer
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: ...
8
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2answers
2k views

How to calculate sample size for simulation in order to assert some level of goodness in my results?

I am a stats newbie, so apologies in advance if I'm asking a braindead question. I have searched for answers to my question, but I find that many of the topics are either too specific, or quickly go ...
5
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3answers
285 views

Sampling with non-uniform costs

Suppose that I have a population, each represented by a bit $b_i$ for $i \in \{1,\ldots, n\}$. I would like to compute an estimate $\hat{B}$ of the parameter $B = \sum_{i=1}^nb_i$ so that with high ...
1
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2answers
965 views

Should I use an average ECDF?

This relates to a previous question of mine which didn't gain many responses, perhaps because it wasn't very clear nd well written. I hope this time I will be more accurate and get your much ...
25
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8answers
4k views

How to estimate how many people attended an event (say, a political rally)?

A student asked me today, "How do they know how many people attended a large group event, for example, the Stewart/Colbert 'Rally to Restore Sanity' in Washington D.C.?" News outlets report estimates ...
2
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1answer
366 views

Stratified Random Sampling of Ratio (X/Y) where X itself is an estimate

I am trying work out the variance of the population estimate var (R) where R = X/Y (X = sum(x) and Y = sum(y)). For each member of the population I know y and I have stratified the population and ...
5
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1answer
475 views

Sampling with unequal bins?

I have a very simple model. This model uses data that are not given as continuous distributions, but are described by percentiles. What is the best way to sample these percentile bins, when the bins ...
27
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4answers
4k views

Probability of not drawing a word from a bag of letters in Scrabble

Suppose you had a bag with $n$ tiles, each with a letter on it. There are $n_A$ tiles with letter 'A', $n_B$ with 'B', and so on, and $n_*$ 'wildcard' tiles (we have $n = n_A + n_B + \ldots + n_Z + n_*...
51
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5answers
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 ...
15
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2answers
2k views

Managing error with GPS routes (theoretical framework?)

I'm looking for the appropriate theoretical framework or speciality to help me deal with understanding how to deal with the errors that the GPS system has - especially when dealing with routes. ...
13
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3answers
621 views

Estimate the size of a population being sampled by the number of repeat observations

Say I have a population of 50 million unique things, and I take 10 million samples (with replacement)... The first graph is I've attached shows how many times I sample the same "thing", which is ...
5
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3answers
3k views

When is it acceptable to collapse across groups when performing a factor analysis?

Imagine that responses were collected on a 20 item scale which was designed to measure 4 factors with 5 items on each scale. participants were drawn from two groups (Group 1) and (Group 2) with ...

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