[Submitted on 9 Jun 2025 (v1), last revised 15 Aug 2026 (this version, v3)]

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Abstract:In this paper we examine quantile-stratified samples from a known univariate probability distribution, with stratification occurring over a partition of the quantile regions in the distribution. We examine some general properties of this sampling method and we contrast it with standard IID sampling to highlight its similarities and differences. We examine the applications of this sampling method to various statistical simulations including importance sampling. We conduct simulation analysis to compare the performance of standard importance sampling against the quantile-stratified importance sampling to see how they each perform on a range of functions.

Submission history

From: Ben O'Neill [view email]
[v1] Mon, 9 Jun 2025 05:25:33 UTC (2,941 KB)
[v2] Sat, 6 Sep 2025 06:04:39 UTC (3,449 KB)
[v3] Sat, 15 Aug 2026 11:09:12 UTC (2,023 KB)

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