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| Lấy mẫu trọng số× | Lấy mẫu phân tầng× | |
|---|---|---|
| Lĩnh vực≠ | Mô phỏng | Phương pháp luận khảo sát |
| Họ | Process / pipeline | Process / pipeline |
| Năm ra đời≠ | 1951 | 1977 |
| Người khởi xướng≠ | Herman Kahn & Theodore Harris (RAND Corporation, 1951) | William G. Cochran |
| Loại≠ | Monte Carlo variance-reduction technique | Probability-based survey sampling design |
| Công trình gốc≠ | Rubinstein, R.Y. & Kroese, D.P. (2016). Simulation and the Monte Carlo Method (3rd ed.). Wiley. DOI ↗ | Cochran, W. G. (1977). Sampling Techniques (3rd ed.). Wiley. ISBN: 978-0-471-16240-7 |
| Tên gọi khác≠ | IS, weighted Monte Carlo, Önem Örneklemesi | Proportional Stratified Sampling, Optimal Allocation Sampling, Stratum-Based Sampling, Tabakalı Örnekleme |
| Liên quan≠ | 5 | 2 |
| Tóm tắt≠ | Importance sampling is a Monte Carlo variance-reduction technique that shifts the sampling distribution toward the region of interest — typically a rare or extreme event — so that informative samples are drawn far more often than under the original distribution. Developed at the RAND Corporation by Herman Kahn and Theodore Harris around 1951, it makes tail-probability estimation (such as Value-at-Risk or system-failure probability) tractable where standard Monte Carlo would require an astronomically large number of runs. | Stratified sampling is a probability sampling design in which the target population is partitioned into non-overlapping, exhaustive subgroups called strata, and independent probability samples are drawn within each stratum. Formalized by William G. Cochran in Sampling Techniques (1977), the method exploits known population structure to reduce variance and guarantee representativeness of all major subgroups, making it a cornerstone of large-scale survey research and official statistics. |
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