Weighted random sampling with a reservoir

Pavlos S. Efraimidis, Paul G. Spirakis

Abstract: In this work, a new algorithm for drawing a weighted random sample of size m from a population of n weighted items, where m⩽n<math><mi is="true">m</mi><mo is="true">⩽</mo><mi is="true">n</mi></math>, is presented. The algorithm can generate a weighted random sample in one-pass over unknown populations.