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https://issues.apache.org/jira/browse/MATH-1239?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14599141#comment-14599141
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Thomas Neidhart commented on MATH-1239:
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Knuth's method S can also be considered:
http://rosettacode.org/wiki/Knuth%27s_algorithm_S
> Add a fast sequential random sampler method
> -------------------------------------------
>
> Key: MATH-1239
> URL: https://issues.apache.org/jira/browse/MATH-1239
> Project: Commons Math
> Issue Type: Sub-task
> Reporter: Thomas Neidhart
>
> Many applications need a fast way to randomly select n samples from a
> population without replacement.
> So far the best way seems to be the method proposed by Vitter in the
> following paper:
> http://www.mathcs.emory.edu/~cheung/papers/StreamDB/RandomSampling/1984-Vitter-Faster-random-sampling.pdf
> A comparison with other methods can be found here (same author):
> https://hal.archives-ouvertes.fr/inria-00075929/document
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