Why incorrect sampling with weighted randsample?

12 vues (au cours des 30 derniers jours)
Kristin
Kristin le 21 Fév 2014
Commenté : the cyclist le 21 Fév 2014
Depending on the distribution of the weights w used in randsample(population,k,true,w), the random sampling seems to be incorrect. For example, this problem arises if the weights are as weight2 below, but works correct with weight1:
%% --------------------------------------------------------- %%
values = [-5:5];
weight1 = [0.02 0.03 0.05 0.1 0.0 0.2 0.2 0.1 0.05 0.03 0.02];
weight2 = [0.02 0.00 0.05 0.1 0.35 0.28 0.2 0.0 0.00 0.00 0.00];
n = 1000000;
sample1 = randsample(values,n,true,weight1);
sample2 = randsample(values,n,true,weight2);
%% --------------------------------------------------------- %%
Has anyone else experienced this problem? Is there a workaround?
Best regards Kristin

Réponse acceptée

the cyclist
the cyclist le 21 Fév 2014
Can you please explain the evidence that makes you say that "the random sampling seems to be incorrect"?
When I run the commands
figure
hist(sample1,values)
figure
hist(sample2,values)
the results look as I would expect.
  2 commentaires
Kristin
Kristin le 21 Fév 2014
I'm so sorry, I made a simple mistake in plotting the distributions. Your reply helped me to see my mistake!
Thanks for taking your time!
/Kristin
the cyclist
the cyclist le 21 Fév 2014
The best form of thanks is the acceptance of an answer. :-)

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