In statistics, a sampling distribution or finite-sample distribution is the probability distribution of a given random-sample-based statistic. If an arbitrarily...

Gibbs sampling or a Gibbs sampler is a Markov chain Monte Carlo (MCMC) algorithm for sampling from a specified multivariate probability distribution when...

Importance sampling is a Monte Carlo method for evaluating properties of a particular distribution, while only having samples generated from a different...

standard deviation of its sampling distribution or an estimate of that standard deviation. If the statistic is the sample mean, it is called the standard...

obtaining a sequence of random samples from a probability distribution from which direct sampling is difficult. New samples are added to the sequence in...

In statistics, stratified sampling is a method of sampling from a population which can be partitioned into subpopulations. In statistical surveys, when...

Inverse transform sampling (also known as inversion sampling, the inverse probability integral transform, the inverse transformation method, Smirnov transform...

distribution function associated with the empirical measure of a sample. This cumulative distribution function is a step function that jumps up by 1/n at each...

Bootstrapping is any test or metric that uses random sampling with replacement (e.g. mimicking the sampling process), and falls under the broader class of resampling...

hypothesis tests, as the sample size, n, increases, the sampling distribution of the test statistic approaches the normal distribution (central limit theorem)...