Tagged Questions

-1
votes
0answers
42 views

how is the law of large numbers related to sampling?

let $M_n$ = ($X_1$ + ... + $X_n$) / n and $\mu$ = E($X_i$), $\sigma$ = var($X_i$) Using Chebyshev's rule, we can prove that P( | $M_n$ - $\mu$ | >= $\epsilon$) <= $\sigma^2 / $ …
0
votes
1answer
95 views

A sampling and learning question

Suppose there is an oracle that returns a number $b \in \mathbb{Z}_{n}$ whenever I press the button. We have $b = a + e$, where $a \in \mathbb{Z}_n$ is a fixed number and $e$ is s …
0
votes
0answers
29 views

How to estimate probability of set errors count based on sample size?

Hi there im looking for a formula to decide if my sample size if good enough. My problem: I have population of 2 million items. I selected 50000 of them at random and I checked …
1
vote
1answer
257 views

When can you describe a population and its component subpopulations with the same parametric family of distributions?

I believe that it is often the case that you are trying to select the best probability distribution to use to describe some phenomenon you are studying, and you have data not only …
0
votes
1answer
262 views

transform a polynomial into another one upto a constant

I have a polynomial $p(x)=a_Nx^N+a_{N-1}x^{N-1}+\dots+a_0$. I want to convert this into another polynomial of same order, say $b_Ny^N+b_{N-1}y^{N-1}+\dots+b_0$. Is it possible to f …
2
votes
2answers
192 views

Sampling without replacement until hitting a subset

I randomly sample uniformly from $ {1,..,N }$ without replacement until drawing a number $ \leq k$. Denote the expected number of draws by $R(N,k)$. I want a good approximation fo …
0
votes
1answer
264 views

Uniform sampling hemisphere and project in a specific direction [closed]

Hi, I need to generate a 'uniform sample' over an hemisphere and once done project it in a specific vector direction. I have try the following, but it produce some errors... mayb …
0
votes
2answers
422 views

Estimating a sum

Sorry for the vague title but I couldn't find a better one. I want to compute the sum $S = \frac{1}{N}\sum_{i=1}^N c_i x_i$ where $c_i$s are known positive constants. The problem …
3
votes
1answer
172 views

Is it possible to sample uniformly on the surface of a high-dimensional polytope?

There are some pretty simple methods to do uniform sampling on the surface of high-dimensional spheres or cubes. Are there any methods that sample uniformly on the surface of a hig …
6
votes
2answers
665 views

Sampling uniformly from a sphere

Let $B^{n} _p= ${$ (x_1, \dots, x_n) : |x_1|^p + \dots |x_n|^p = 1 $} be the unit ball in $\mathbb{R}^n$ in the $\ell^p$ norm. If $X_1,\dots,X_n$ are iid $\exp(1)$ -distributed ra …
3
votes
3answers
754 views

Random Sampling a linearly constrained region in n-dimensions…

Hi, So here is my problem: Given a nonlinear, discontinous, cost function $f(x_1,x_2,..,x_N)$ along with linear constraints $x_n \ge 0, \forall n$ $x_n \le c_n$ and $\sum_{n=1}^ …
12
votes
2answers
556 views

Sampling from the Birkhoff polytope

The set of $n\times n$ real, nonnegative matrices whose rows and columns sum to one forms the well-known Birkhoff polytope Recently someone asked me if I knew How to sample (i …
0
votes
0answers
136 views

Expected value of min X for bernoulli success? [closed]

I take a SRS sample of size n from a population of x values ranging from 1 to N. Each selected unit also has a probability p of success or q = 1-p of failure (i.e. the probability …
-2
votes
0answers
205 views

Conditional sampling of Student’s t copula [closed]

In one of my work I need to simulate random data from student's t copula using conditional sampling method. I know for elliptical class of copula method of simulation is different …
2
votes
0answers
162 views

Sampling from a partition of a hypercube by convex polytopes.

I have a binary space partitioning (BSP) tree which recursively partitions a hypercube using linear hyperplanes. That is, a hyperplane splits the hybercube in half, creating two co …