Saturday 13 June 2009

Basic Ideas of Scientific Sampling

This is a short book by Alan Stuart, and it is not at all Bayesian, but it does describe very simply the concepts of random sampling needed for statistical analysis with unbiased estimators (such as the sample mean).

It has a good description of the 'Central Paradox of Sampling' = "Once a sample has been obtained it is impossible to tell by inspection of the sample whether it has been obtained by a simple random sampling mechanism or not".