分位点随机配序抽样

Sampling Method by Allocating Random Order to Percentiles

该文针对统计计算中的某些随机模拟问题提出了分位点随机配序抽样法．该方法是由抽样分布的分位点和伪随机序复合构成的,适用于固定区域上多重积分的计算及随机变量的抽样．该文通过几个典型实例说明该方法在具体问题中的应用,并验证了该方法的计算精度．

This paper presents a new sampling method, which is called sampling method by allocating random order to percentiles based on some random simulation problems of statistical computation. The sampling is attained by making use of percentiles of distribution function and pseudo-random order, also is applicable to multi-dimensional interval integrals and sampling random variables. Some examples are included to illustrate the method.