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GEOSTATS: Multivariate sample size estimation

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  • Martin Pelikan
    Hello, I have a following problem. I have a multivariate discrete data set (n binary variables, total of N instances) and I would like to find a reasonable
    Message 1 of 1 , Nov 20, 1998
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      Hello,

      I have a following problem. I have a multivariate discrete data set (n
      binary variables, total of N instances) and I would like to find a
      reasonable estimate of marginal frequencies of all instances of k
      variables (there're 2^k such instances, considering binary variables
      only). This I would like to do by sampling a smaller random sample from
      the original sample in order to decrease the computational requirements.
      But I have no idea how to estimate the sample size needed to get the
      accurate proportions of these instances in the given data set. I know
      about the way how to approach this with one random variable - via
      estimating the standard deviation of this variable in the sample and
      then using this in order to estimate the sample size for desired
      accuracy. However, I have no idea how to do this with multivariate
      frequencies, i.e. how to estimate the size of a random sample I have to
      draw from a given finite sample of N instances of n binary variables to
      get an accurate estimate p(X_i1=x_i1,...,X_ik=x_ik) for all x_ij from
      {0,1} (binary variables).

      Please, send me any suggestions to my email address,
      pelikan@....

      Thank you in advance,

      Martin

      ----------------------------------------------
      Martin Pelikan
      Illinois Genetic Algorithms Laboratory
      University of Illinois at Urbana Champaign
      117 Transportation Building
      104 S. Mathews Avenue, Urbana, IL 61801
      tel: (217) 333-2346, fax: (217) 244-5705
      ----------------------------------------------
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