0
votes
1answer
54 views

Sample uniform direction within cone

My question is pretty much the same as this question below, however I came up with a potential solution to this problem that I didn't see an answer to in the other question and I was wondering if it ...
0
votes
0answers
28 views

Halton - Sequence question

I'm writing a program where I need to take samples from a 2D array of pixels on a screen. I've implemented a halton sequence implementation in my code that can generate low discrepancy samples on the ...
0
votes
0answers
210 views

Simulate random sampling with replacement

Any ideas on how to approach this problem? (Due to Karp) Consider a bin containing d balls chosen at random (without replacement) from a collection of n distinct balls. Without being able to see or ...
2
votes
2answers
205 views

Simple random sampling without replacement of huge dataset

For an application I'm working on, I need to sample a small set of values from a very large data set, on the order of few hundred taken from about 60 million(and growing). Usually I use the technique ...
2
votes
0answers
90 views

Approximability of continuous sampling by discrete sampling - definitions?

Are there standard definitions that express the notion that sampling from a given continuous random variable can be approximated "to any desired degree of accuracy" by sampling from an appropriately ...
2
votes
1answer
78 views

$\chi^2$ test and sampling variance

Let $f(x)$ denote the pdf of a $\chi^2$-distribution with $n\in\mathbb{N}$ degrees of freedom given by $$f(x) = \frac{2^{-n/2}}{\Gamma(n/2)}\cdot x^{n/2-1}\cdot\mathrm ...
3
votes
0answers
373 views

Notation for sampling random variate

Is there standard notation for sampling a value from a probability distribution? Like, if I had a random variable $X$, setting $x$ to whatever value I happened to sample from $X$ on this occasion? I ...
5
votes
1answer
292 views

How is a Halton sequence related to a Latin hypercube?

I currently use a Halton sequence to choose parameter sets for a prognostic model (e.g. using metabolic rate and protein content parameters to predict growth rate). From my understanding, both a ...