3 ms·
Thank you for pointing this out, this is my understanding of stratified sampling as well. However, I'm very surprised by the huge ~25x (!) reduction in the vari
by ccttss 2y ago
Thank you for pointing this out, this is my understanding of stratified sampling as well. However, I'm very surprised by the huge ~25x (!) reduction in the variance found by the author's simulation between random and stratified sampling. I feel there must be something wrong with the simulation setup, but at first glance nothing seems amiss...