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Weighted random sampling with a reservoir. (English) Zbl 1184.68620
Summary: A new algorithm for drawing a weighted random sample of size \(m\) from a population of n weighted items, where \(m\leqslant n\), is presented. The algorithm can generate a weighted random sample in one-pass over unknown populations.

MSC:
68W20 Randomized algorithms
68W10 Parallel algorithms in computer science
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