To meet users’ growing needs for accessing pre-existing heterogeneous databases, a multidatabase system (MDBS) integrating multiple databases has attracted many researchers recently. A key feature of an MDBS is local autonomy. For a query retrieving data from multiple databases, global query optimization should be performed to achieve good system performance. There are a number of new challenges for global query optimization in an MDBS. Among them, a major one is that some local optimization information, such as local cost parameters, may not be available at the global level because of local autonomy. It creates difficulties for finding a good decomposition of a global query during query optimization. To tackle this challenge, a new query sampling method is proposed in this paper. The idea is to group component queries into homogeneous classes, draw a sample of queries from each class, and use observed costs of sample queries to derive a cost formula for each class by multiple regres...