Monte Carlo methods

Sampling in order

In statistics, some Monte Carlo methods require independent observations in a sample to be drawn from a one-dimensional distribution in sorted order. In other words, all n order statistics are needed from the n observations in a sample. The naive method performs a sort and takes O(n log n) time. There are also O(n) algorithms which are better suited for large n. The special case of drawing n sorted observations from the uniform distribution on [0,1] is equivalent to drawing from the uniform distribution on an n-dimensional simplex; this task is a part of sequential importance resampling. (Wikipedia).

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Statistics - Types of sampling

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From playlist Statistics

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From playlist Sampling

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From playlist Introduction to Statistics

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Sampling (4 of 5: Introductory Examples of Stratified Random Sampling)

More resources available at www.misterwootube.com

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From playlist Sampling Distributions in Statistics (WK 12 - QBA 237)

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Random Sampling - Statistical Inference

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From playlist Statistical Inference

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Lecture 17, Interpolation | MIT RES.6.007 Signals and Systems, Spring 2011

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From playlist MIT RES.6.007 Signals and Systems, 1987

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From playlist Papers Explained

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Probability Sampling Methods

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From playlist Data Analytics with R Tutorial Videos

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From playlist Machine Learning Course - CS 156

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Related pages

Monte Carlo method | Sorting algorithm | Order statistic | Statistics | Simplex