Re sampling from an ECDF
On Thu, 4 Dec 2008, Spiderschwein wrote:
Say F_n is my ecdf, generated from my sample x. With sample(x, 2000, replace = TRUE) I get a uniformly distributed sample from x.
Which is not the same as uniformly from unique(x).
But I need a (re)sample, which is F_n distributed. Now I'm confused, if that makes a difference or not...
Just recognize that
tab <- table(x) sample( as.numeric(names(tab)), 10, prob=tab, repl=TRUE )
and
sample( x, 10 , repl=TRUE )
are both samples from the same population, and your confusion will abate. :-) Chuck
Regards, Martin Dimitris Rizopoulos-4 wrote:
say 'x' is your sample, then try sample(x, 2000, replace = TRUE) I hope it helps. Best, Dimitris -- Dimitris Rizopoulos Assistant Professor Department of Biostatistics Erasmus Medical Center Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands Tel: +31/(0)10/7043478 Fax: +31/(0)10/7043014
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