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Reservoir sampling is a family of randomized algorithms for choosing a simple random sample, without replacement, of k items from a population of unknown size n in a single pass over the items. The size of the population n is not known to the algorithm and is typically too large for all n items to fit into main memory .
Survey methodology textbooks generally consider simple random sampling without replacement as the benchmark to compute the relative efficiency of other sampling approaches. [3] An unbiased random selection of individuals is important so that if many samples were drawn, the average sample would accurately represent the population.
An analogy for the working of the latter version is to sort a deck of cards by throwing the deck into the air, picking the cards up at random, and repeating the process until the deck is sorted. In a worst-case scenario with this version, the random source is of low quality and happens to make the sorted permutation unlikely to occur.
A random sample can be thought of as a set of objects that are chosen randomly. More formally, it is "a sequence of independent, identically distributed (IID) random data points." In other words, the terms random sample and IID are synonymous. In statistics, "random sample" is the typical terminology, but in probability, it is more common to ...
A simple algorithm to generate a permutation of n items uniformly at random without retries, known as the Fisher–Yates shuffle, is to start with any permutation (for example, the identity permutation), and then go through the positions 0 through n − 2 (we use a convention where the first element has index 0, and the last element has index n − 1), and for each position i swap the element ...
As a baseline algorithm, selection of the th smallest value in a collection of values can be performed by the following two steps: . Sort the collection; If the output of the sorting algorithm is an array, retrieve its th element; otherwise, scan the sorted sequence to find the th element.
A 1-way tournament (k = 1) selection is equivalent to random selection. There are two variants of the selection: with and without replacement. The variant without replacement guarantees that when selecting N individuals from a population of N elements, each individual participates in exactly k tournaments.
In a "truly" random sequence of numbers of sufficient length, for example, it is probable there would be long sequences of nothing but repeating numbers, though on the whole the sequence might be random. Local randomness refers to the idea that there can be minimum sequence lengths in which random distributions are approximated. Long stretches ...