Why incorrect sampling with weighted randsample?

1 view (last 30 days)
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

Accepted Answer

the cyclist
the cyclist on 21 Feb 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 Comments
Kristin
Kristin on 21 Feb 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 on 21 Feb 2014
The best form of thanks is the acceptance of an answer. :-)

Sign in to comment.

More Answers (0)

Categories

Find more on Mathematics in Help Center and File Exchange

Tags

No tags entered yet.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!