Contents
Is there a way to sample from a discrete distribution?
What I could not find was a standard routine for sampling from a discrete distribution over a countably infinite set. Several libraries such as numpy.random.choice in python and sample in R accept a probability vector [ p ( x 1), …, p ( x m)] and return a random sample from that distribution.
Is the P-Hat distribution a normal distribution?
Therefore we can conclude that p-hat is approximately a normal distribution with mean p = 0.6 and standard deviation (which is very close to what we saw in our simulation). These results are similar to those for binomial random variables (X) discussed previously.
When does the sample proportion have a mean of P?
If the population has a proportion of p, then random samples of the same size drawn from the population will have sample proportions close to p. More specifically, the distribution of sample proportions will have a mean of p. We also observed that for this situation, the sample proportions are approximately normal.
How is the sampling distribution of the sample proportion calculated?
The Sampling Distribution of the Sample Proportion If repeated random samples of a given size n are taken from a population of values for a categorical variable, where the proportion in the category of interest is p, then the mean of all sample proportions (p-hat) is the population proportion (p).
Can a rejection method be done with discrete distributions?
3) the rejection method (“accept-reject”) can be done with discrete distributions; if you have a discrete majorizing function (“envelope”) which is a scaled-up discrete pmf that you can already generate from in a fast way, it adapts directly, and in some cases can be very fast.
Can you sample that using a discrete uniform?
Sample that using a discrete uniform (easy to do from a continuous uniform), and you get simple fast code. b) More complex case – doesn’t need ‘nice’ probabilities.
From what I gather from the paper, the author is able to sample the distribution by “mapping the uniform distribution U [0,1] through cumulative probability density functions obtained by adaptive numerical integration”. From this he then samples the transition probabilities for each trial…