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We introduce a natural notion of obliviousness of a sampling procedure, and construct a randomness-efficient oblivious sampler. Our sampler uses O(l+log /spl delta//sup -1//spl middot/log l) coins to output m=poly(/spl epsiv//sup -1/, log /spl delta//sup -1/, log l) sample points x/sub 1/, ..., x/sub m/, /spl isin/ {0, 1}/sup 1/ such that Pr[|1/m/spl Sigma//sub i=1//sup m/f(x/sub i/)-E[f]|