Sampling from Discrete Distributions

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One common problem in implementing statistical algorithms is being able to sample from an arbitrary distribution: suppose you have N objects, each with a different probability of being chosen - how do you sample these objects? We apply the solution to sampling from a weighted dataset to get unbiased estimates of the original dataset.


  • What a weighted survey data set means.
  • Analyze data from the National Survey of Family Growth.
  • Geometrically understand how to sample from discrete distributions.

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