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2008 Feb 07
0
Sampling with unequal probabilities
...edings/y2005/Files/JSM2005-000882.pdf
In the case of minimal = TRUE (sampling with minimal replacement),
with unequal probabilities:
* scale prob to sum to 1,
* randomly sort the observations along with prob
* let cprob = cumsum(prob),
* draw a systematic sample of size 'size' in (0,1):
uniformVector <- (1:size - runif(1))/size
* observation i is selected if cprob[i-1] < uniformVector[j] <= cprob[i]
for any j
In the case (size*max(prob) > 1), the number of times the observation
is selected is the number of j's for which the inequalities hold.
* the selected observations ar...