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A Novel Quota Sampling Algorithm for Generating Representative Random Samples given Small Sample Size

Ahmed M. Fouad, Mohamed Saleh and Amir F. Atiya
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Ahmed M. Fouad: Department of Computer Engineering, Cairo University, Cairo, Giza, Egypt
Mohamed Saleh: Department of Operations Research and Decision Support, Cairo University, Cairo, Giza, Egypt
Amir F. Atiya: Department of Computer Engineering, Cairo University, Cairo, Giza, Egypt

International Journal of System Dynamics Applications (IJSDA), 2013, vol. 2, issue 1, 97-113

Abstract: In this paper, a novel algorithm is proposed for sampling from discrete probability distributions using the probability proportional to size sampling method, which is a special case of Quota sampling method. The motivation for this study is to devise an efficient sampling algorithm that can be used in stochastic optimization problems -- when there is a need to minimize the sample size. Several experiments have been conducted to compare the proposed algorithm with two widely used sample generation methods, the Monte Carlo using inverse transform, and quasi-Monte Carlo algorithms. The proposed algorithm gave better accuracy than these methods, and in terms of time complexity it is nearly of the same order.

Date: 2013
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