# Need help from someone who knows about importance sampling.

by af_231
Tags: importance, sampling
 P: 22 Hello! My question is about Importance Sampling. I am trying to apply a complex sampling method, which combine two sampling techniques. To do this, the importance sampling is used ONLY to divide the probability distribution into two main parts: Part 1: from 0 to p*, and Part 2: from p* to 1. Then, the method continues with the application of stratified sampling. I would appreciate if someone can help me or explain me Importance Sampling.... how to use this technique only to divide the probability? How to know which is the p* value, where the distribution should be divided? I really appreciate your help....Any information will helpful. I found in internet the following text: "Importance Sampling attempts to do more samples at the areas of the function that are more important. The way it does this is by bringing in a probability distribution function (pdf). All this is, is a function that attempts to say which areas of the function in the interval should get more samples. It does this by having a higher probability in that area." Does this mean that p* is the CDF value that corresponds to the largest PDF value? .... I don't know, I am confused.
 P: 22 Thanks!!... and I'm sorry about my mistake, I am new in statistics area, but I'm trying to learn.