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An Efficient Algorithm for Sequential Random Sampling

J. S. Vitter. ``An Efficient Algorithm for Sequential Random Sampling,'' ACM Transactions on Mathematical Software, 13(1), March 1987, 58-67.

This paper presents an improved and optimized version of the random sampling method from J. S. Vitter, ``Faster Methods for Random Sampling,'' Communications of the ACM, 27(7), July 1984, 703-718. The object is to choose in sequential online fashion a random sample of size n from a universe of size N. For reservoir methods, where n is not known in advance, see a related paper.

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Jeff Vitter
2009-11-09