(I got this quetions when trying to apply a position in computer
science / math)

Q: How do you select n random sample data from a sequence of data
points with unknown length?

This should be a very common practical problem, say, you need to make
some prediction using n samples of weather/stock/sensor information,
which keeps coming at each second.


The catch is:

1) The data sequence just keeps coming, one value at a time, you never
know when it will end.

2) For each data value you have, you can not save all of them on disk:
because it just keeps increasing and you will run out of disk or memory
space (of course, you can assume you can keep a very "small" part of
the data values around, but only very "small" amount).

3) make sure the n samples you select are "as random as possible",
given all the values you have seen so far. (which also means you may
need to adjust the n samples based on the coming new values).

Any idea?


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