Abstract: This paper presents a new sampling method, which is called sampling method by allocating random order to percentiles based on some random simulation problems of statistical computation. The sampling is attained by making use of percentiles of distribution function and pseudo-random order, also is applicable to multi-dimensional interval integrals and sampling random variables. Some examples are included to illustrate the method.

Key words: Random sampling, Percentiles, Pseudo-random order matrix, Allocating random order, Multi-dimensional integrals