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Now consider a random walk X that starts at 0 and stops if it reaches –m or +m, and use the Y n = X n 2 – n martingale from the examples section. If τ is the time at which X first reaches ±m, then 0 = E[Y 0] = E[Y τ] = m 2 – E[τ]. This gives E[τ] = m 2. Care must be taken, however, to ensure that one of the conditions of the theorem ...
It is a process of selecting a sample in a random way. In SRS, each subset of k individuals has the same probability of being chosen for the sample as any other subset of k individuals. [1] Simple random sampling is a basic type of sampling and can be a component of other more complex sampling methods. [2]
Sampling from an expander walk is an example of a randomness-efficient sampler. Note that the number of bits used in sampling k {\displaystyle k} independent samples from f {\displaystyle f} is k log n {\displaystyle k\log n} , whereas if we sample from an infinite family of constant-degree expanders this costs only log n + O ( k ...
Nonuniform sampling is based on Lagrange interpolation and the relationship between itself and the (uniform) sampling theorem. Nonuniform sampling is a generalisation of the Whittaker–Shannon–Kotelnikov (WSK) sampling theorem. The sampling theory of Shannon can be generalized for the case of nonuniform samples, that is, samples not taken ...
Proportionate allocation uses a sampling fraction in each of the strata that are proportional to that of the total population. For instance, if the population consists of n total individuals, m of which are male and f female (and where m + f = n), then the relative size of the two samples (x 1 = m/n males, x 2 = f/n females) should reflect this proportion.
The sampling frequency or sampling rate, , is the average number of samples obtained in one second, thus = /, with the unit samples per second, sometimes referred to as hertz, for example 48 kHz is 48,000 samples per second.
Reservoir sampling makes the assumption that the desired sample fits into main memory, often implying that k is a constant independent of n. In applications where we would like to select a large subset of the input list (say a third, i.e. = /), other methods need to be adopted. Distributed implementations for this problem have been proposed.
sampling theory may mean: Nyquist–Shannon sampling theorem, digital signal processing (DSP) Statistical sampling; Fourier sampling This page was last edited on 30 ...