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Lecture

Correlated and Uncorrelated Sampling

Related concepts (25)

Negative probability

The probability of the outcome of an experiment is never negative, although a quasiprobability distribution allows a negative probability, or quasiprobability for some events. These distributions may apply to unobservable events or conditional probabilities. In 1942, Paul Dirac wrote a paper "The Physical Interpretation of Quantum Mechanics" where he introduced the concept of negative energies and negative probabilities: Negative energies and probabilities should not be considered as nonsense.

Non-uniform random variate generation

Non-uniform random variate generation or pseudo-random number sampling is the numerical practice of generating pseudo-random numbers (PRN) that follow a given probability distribution. Methods are typically based on the availability of a uniformly distributed PRN generator. Computational algorithms are then used to manipulate a single random variate, X, or often several such variates, into a new random variate Y such that these values have the required distribution.

Sampling bias

In statistics, sampling bias is a bias in which a sample is collected in such a way that some members of the intended population have a lower or higher sampling probability than others. It results in a biased sample of a population (or non-human factors) in which all individuals, or instances, were not equally likely to have been selected. If this is not accounted for, results can be erroneously attributed to the phenomenon under study rather than to the method of sampling.

Probability

Probability is the branch of mathematics concerning numerical descriptions of how likely an event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and 1, where, roughly speaking, 0 indicates impossibility of the event and 1 indicates certainty. The higher the probability of an event, the more likely it is that the event will occur. A simple example is the tossing of a fair (unbiased) coin.

Probability amplitude

In quantum mechanics, a probability amplitude is a complex number used for describing the behaviour of systems. The modulus squared of this quantity represents a probability density. Probability amplitudes provide a relationship between the quantum state vector of a system and the results of observations of that system, a link was first proposed by Max Born, in 1926. Interpretation of values of a wave function as the probability amplitude is a pillar of the Copenhagen interpretation of quantum mechanics.