Re: [R] Sampling

From: Thomas Lumley <tlumley_at_u.washington.edu>
Date: Thu, 7 Feb 2008 12:30:30 -0800 (PST)

On Thu, 7 Feb 2008, Tim Hesterberg wrote:
> Thomas Lumley wrote:
>> Now, it might be useful to add another replace=FALSE sampler to sample(),
>> such as the newish Conditional Poisson Sampler based on the work of
>> S.X.Chen. This does give correct marginal probabilities of inclusion, and
>> the pairwise joint probabilities are not too hard to compute.
>
> That could be interesting. The pairwise joint probabilities are
> important in some applications. Are all the pairwise joint
> probabilities nonzero (when size*prob allows that)?
>

Yes.

> Note that any algorithm for sampling without replacement can be
> extended to sampling with minimal replacement, by first drawing
> observations using the integer part of (size*prob), then reducing size
> and adjusting prob prior to random drawing.

Certainly -- the difficult part is sampling without replacement.

         -thomas

Thomas Lumley			Assoc. Professor, Biostatistics
tlumley_at_u.washington.edu	University of Washington, Seattle

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