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107 views

Interpreting the meaning of sampling distribution

I have asked a couple of questions related to statistics recently as I just started to study the topic again (I ignored my university course on statistics and I now eat my fingers in anger). I asked ...
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1answer
92 views

Required sample size to reduce the interval size by half

I have a small doubt regarding a statistics problem and would like a confirmation. If we want to reduce the length by half of the confidence interval (at 95%), we should: Multiply the size of the ...
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0answers
45 views

Stratified Sampling and the Central Limit Theorem

What can be said about the convergence rate of stratified sample means to a normal distribution, given different allocation schemes? Obviously, under very poor allocation, this convergence can fail ...
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1answer
67 views

Inverse of the German Tank Problem?

I have a problem that maps to estimating the discrete distance to a goal. The sample space is n discrete positions on a circle labeled sequentially; n is known. A target position is randomly ...
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1answer
189 views

Gibbs sampling to produce posterior pdf

Suppose we have the following classical normal linear regression model: $$y_i = \beta_1 x_{1i} + \beta_2x_{2i} + \beta_3x_{3i} + e_i$$ where $e_{i} \sim iid.N(0, \sigma^2)$ for all $i = 1, 2, ...
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0answers
31 views

Path Planning with Invasive Measurements

My background is not math nor science, and I hope the question I am about to ask doesn't look like a homework kind of a thing! I put this on Physics at StackExchange but someone suggested I might get ...
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0answers
213 views

Shannon vs dirichlet kernel interpolation method for signal reconstruction

I am currently studying fourier transform, and especially the way that the signal could be reconstructed from its spectrum. In many lectures, I have seen the shannon interpolation method to ...
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3answers
110 views

Sample of a subset of a plane

I have the equation of a plane $ax+bx+cx+d$ and a point $(x_0, y_0, z_0)$ on that plane. I defined the neighborhood of that point on that plane as the set of points satisfying $(x-x_0)^2 + (y-y_0)^2 ...
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1answer
223 views

probability of a certain event in a repeated sampling with replacement (without ordering)

I have a problem that is bugging me for a couple of weeks now. I have asked some friends etc but the answers were not satisfying at all. So here we go. Suppose we have a set ...
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0answers
49 views

Gibbs / MCMC sampling for sum of parameters - how to improve slow mixing?

Suppose I have a hierarchical Bayesian model, where my observational prediction, $y'$, is calculated as the sum of other parameters, ${\alpha_i}$. My observation equation (the likelihood) is: $P(y | ...
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1answer
250 views

How can I sample a bivariate Gaussian distribution using Gibbs sampling?

I'm trying to sample a bivariate Gaussian distribution using Gibbs sampling, but I think I don't have the correct conditional probabilities. According to this lecture slides, the conditional ...
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1answer
39 views

Simple counterexample to sampling theorem

I know this has to be wrong, but can't see what is wrong with it: Take a simple sinusoid. It crosses zero every half cycle. Sample it at double its frequency. If the samples coincide with the ...
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0answers
110 views

Notation for sampling a random variable

my question is pretty much the same as the one asked here: Notation for sampling random variate (I did not find a satisfying answer there...): I have a random variable $X \sim U(1, 10)$. I want to ...
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1answer
82 views

Is it possible to sample the Dirac delta function?

The Dirac delta function can be a probability measure with the unit/Heaviside step function as its cumulative distribution function. Is it possible to sample such a distribution? If a random variable ...
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0answers
21 views

Population size and accuracy of expected value

If I have a series of populations, and a set of outcomes for these populations, how can I be certain that the observed proportions are, in fact, credible? I have investigated certain sampling methods ...
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1answer
36 views

Survey vs interview size

I have a survey of size 120 and 20 interviews. Can I compare the results? Both groups answered same questions. Example: let's say a question was do you like to read novels ? Can I say that 20% of ...
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1answer
69 views

symmetric polynomial inequality?

I put $n\ge 2$ balls of various sizes into an urn. I draw two balls (without replacement) from the urn. With each draw, I draw any given ball with probability proportional to its size. Can you ...
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1answer
47 views

Sample size question / margin of error

I'm a complete novice in this area - so "explaining to me like I'm 5" would be most appreciated. Essentially, I've been tasked with changing the a relevancy algorithm for products displayed on a ...
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0answers
155 views

Relationship between DFT and FFT/DTFT

Question 1: Assume we already know $x(t):[0,2\pi]\to\mathbb{R}$'s Fourier series $x[n]_{n=-\infty}^\infty$. Perform DFT on $x[n]_{n=0}^N$. How is the result connected to $x(t)$? WHY? Question 2: ...
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1answer
221 views

Proof that $\frac{(\bar X-\mu)}{\sigma}$ and $\sum_{i=1}^n\frac{(X_i-\bar X)^2}{\sigma^2}$ are independent

Let $X_i\sim N(\mu,\sigma^2)$ ; where$[i=1,2,\ldots,n]$ $Z_i\sim N(0,1)$ ; where$[i=1,2,\ldots,n]$ Proof that $\bar Z=\frac{(\bar X-\mu)}{\sigma}$ and $\sum_{i=1}^{n}(Z_i-\bar ...
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1answer
59 views

An Exercise of noncentral $\chi^2$ distribution.

Let $Y_1,\ldots,Y_n$ be independent random variables with $Y_k$ distributed as $N\sim(a_k,\sigma^2)$, and $\bar Y=\sum_{k=1}^{n}\frac{Y_k}{n}$ denote the sample mean, $S^2$ denotes the sample ...
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1answer
69 views

cumulants of non-central $\chi^2$ distribution

Cumulant generating function is defined by logarithm of moment generating function. $$K_X(t)=\log M_X(t)$$ Let $X$ be a non-central $\chi^2$ variate with parameters degrees of freedom, $n$ and ...
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1answer
58 views

Sampling a Population of Unknown Size

How do you sample a population whose size is not known? For example, I have a day's population from whom I need to select 1000 items from. Each hour (for one day) some number of new items (can be ...
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2answers
79 views

Probability that I am not selected in any of 2000 samples?

The population contains 100 million adults, which includes myself. Simple random sampling is used to choose a sample of 1000 adults, 2000 times, independently. I need to find the probability that I ...
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0answers
65 views

Problem generating random vectors with a randomized linear programming with equality constraints (weird clustering)

Summary For simulation problems, I need to be able to generate large numbers of random lists of numbers, say $x_1, x_2, \dots, x_n$ (where $n \approx 1000$), subject constraints similar to what one ...
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1answer
57 views

Calculate each point of my Gauss curve

I'm coding a program which calculates the confidence interval. He takes the population and a sample of the population as parameters, and the percent of people of that sample who answered "yes" to a ...
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1answer
69 views

Sampling labeled items on a conveyor belts

I have items on a moving conveyor belt. Every item has a label with a number that goes from $1$ to $N$; on the conveyor belt there are more than $N$ items. I have a camera above the items on the belt, ...
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0answers
140 views

Discrete approximation to a continuous probability density function

I want to approximate a continuous, finite probability density function, with a specified number $N$ of points, in the following way: If the pdf is 1-dimensional, defined over the section [0,1], then ...
3
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1answer
85 views

Maximum likelihood estimation - why is $\mathcal{L}$ not the joint pdf?

Here's an excerpt from my notes: Define the likelihood function: $$\mathcal{L}(\vec{x};\theta)=\prod_{i=1}^{n} f(x_i;\theta)$$ Where $f$ is the pdf of the distribution we're sampling the $x$'s ...
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1answer
519 views

probability of sample variance lying between given values

Let $X_1,\ldots,X_n$ be a random sample of size $n = 10$ from a population which is Normally distributed with mean $= 48$ and variance $= 36$. What is the probability that the sample variance of such ...
2
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0answers
67 views

Sampling probability

I have a pool of 36 samples (each is a pool itself). If I take a subset of eight samples at random from this pool, how do I calculate the probability of obtaining two of the same type of sample from ...
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0answers
57 views

Convex Hulls in Complex Vector Spaces?

I am trying to generate uniform samples over the convex hull of a set of points that are defined by a set of corresponding vectors with complex entries. In other words, I am trying to generate samples ...
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1answer
25 views

What does MSSL sampling refers to?

In a document I came across this sentence "calculation of MSSL using fixed and dynamic methods". The document itself is about sampling techniques and no other explanation is given there. I tried to ...
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0answers
111 views

Problems sampling from a $pdf$ over $SO\left(3\right)$

I have a probability density function over $SO\left(3\right)$, which I am trying to sample from. The $pdf$ is given as a generalized fourier series: $$ f\left(\omega,\theta,\phi\right)=\sum ...
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2answers
54 views

Sample $x$ from $g(x)$

I got confused with all this randomness and probability functions. I was trying to implement the rejection sampling method which (apparently) is really simple. I was reading from Rejection Sampling in ...
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1answer
36 views

Optimal sampling for an arbitratry area

I have a closed area (2D) of arbitrary shape and some number of sample points to take from the area. Now I would like to find optimal distribution of the sample points, so that distances from sample ...
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1answer
215 views

please prove the following proof related to F distribution.

Suppose $S_1^2$ and $S_2^2$ are two independent unbiased estimate of the common population variance $\sigma^2$ from two random sample of sizes $n_1$ and $n_2$ respectively. Then show that ...
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0answers
32 views

Suitable change of measure with importance sampling

I'm working on a project on Importance Sampling. When one tries to estimate the small probability $\alpha:=\mathbb{P}(X \in A)$, one can do a change of measure. There is change of measure which ...
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0answers
53 views

Continuous random sampling with replacement.

Construct a set $s\subseteq[0,1]$ by sampling points in $[0,1]$ with uniform probability density $x\leq1$ so that $|s|=x$. Interpret this as a sampling frame during which data is captured. Now, ...
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0answers
225 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
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1answer
104 views

Monte Carlo Rejection Sampling Method

I have the following passage from a set of lecture notes I am working on that I would like to understand a little better. $\underline{\text{Algorithm for Rejection Sampling}}$: Given two densities ...
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0answers
36 views

Sphere on a grid

So, this is a little tricky kind of a question and I'm not totally sure if it's a mathematic question or a more programming one, but I nevertheless hope to find answers. I want to find out the error ...
1
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1answer
42 views

variance reduction

Say i have $n$ variables with variances $V_1,V_2,...V_n$. The sum of the variables will have a variance of $V=V_1+V_2+..V_n$ .Now if i am given N total simulations to reduce the variance V, how do i ...
3
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2answers
232 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 ...
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2answers
817 views

Sampling problem with and without replacement

Find the probability of the event that number $1$ and number $7$ were chosen first and third, respectively at the experiment of choosing five numbers from this set of numbers $\{1,2,3,4,5,6,7,8,9\}$ ...
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1answer
69 views

Sample size requirements in survey

If am doing some market research and want to answer the question "What percentage of the users of a service, searched for the given service online?". Lets say I go out and get people to take a survey. ...
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1answer
858 views

Probability to choose specific item in a “weighted sampling without replacement” experiment

Given $n$ items with weight $w_n$ each -- what is the probability that item $i$ is chosen in a $k$-out-of-$n$ "weighted random sampling without replacement" experiment? Can a closed-form solution that ...
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1answer
65 views

sampling functions and effect on DFT

I'm looking for help on pointing me to the right literature.... My question is as follows... Let's assume I have a discrete function (sinusoidal in nature) sampled at N equi-spaced points. However ...
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1answer
466 views

unbiased estimator of sample variance using two samples

I have a couple questions, I'm hoping someone can help! Let $X_1...X_n$ is a random i.i.d. sample from a $N(\mu,\sigma^2)$ distribution, and $Y_1...Y_m$ is a random i.i.d. sample from a ...
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3answers
403 views

estimate population percentage within an interval, given a small sample

Given a small sample from a normally-distributed population, how do I calculate the confidence that a specified percentage of the population is within some bounds [A,B]? To make it concrete, if I ...