Weighted sampling

Weighted sampling is the sampling process were each candidate has a corresponding weight, which determines its probability of being sampled. The weights are normalized, in order for their sum to equal one. Then, the normalized weights correspond to the probability that any individual will be sampled. For a simple example with three candidates, assuming weights of 1, 5, and 10, the following table depicts the normalized weights and the corresponding probability that any candidate will be chosen.

Candidate

Weight

Normalized weight

Probability

1

1

0.0625

6.25%

2

5

0.3125

31.25%

3

10

0.625

62.50%

Instance weights to probabilities
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