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Donald B. Rubin, The Calculation of Posterior Distributions by Data Augmentation: Comment: A Noniterative Sampling/Importance Resampling Alternative to the Data Augmentation Algorithm for Creating a Few Imputations When Fractions of Missing Information Are Modest: The SIR Algorithm, Journal of the American Statistical Association, Vol. 82, No. 398 (Jun., 1987), pp. 543-546
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Donald B. Rubin (1987) studied this question.
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