• Title/Summary/Keyword: Finite population mean

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Robust Bayesian Analysis in Finite Population Sampling with Auxiliary Information

  • Lee, Seung-A;Suh, Sang-Hyuck;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1309-1317
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    • 2006
  • The paper considers some Bayes estimators of the finite population mean with auxiliary information under priors which are scale mixtures of normal, and thus have tail heavier than that of the normal. The proposed estimators are quite robust in general. Numerical methods of finding Bayes estimators under these heavy tailed priors are given, and are illustrated with an actual example.

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Families of Estimators of Finite Population Variance using a Random Non-Response in Survey Sampling

  • Singh, Housila P.;Tailor, Rajesh;Kim, Jong-Min;Singh, Sarjinder
    • The Korean Journal of Applied Statistics
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    • v.25 no.4
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    • pp.681-695
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    • 2012
  • In this paper, a family of estimators for the finite population variance investigated by Srivastava and Jhajj (1980) is studied under two different situations of random non-response considered by Tracy and Osahan (1994). Asymptotic expressions for the biases and mean squared errors of members of the proposed family are obtained; in addition, an asymptotic optimum estimator(AOE) is also identified. Estimators suggested by Singh and Joarder (1998) are shown to be members of the proposed family. A correction to the Singh and Joarder (1998) results is also presented.

Robust Bayesian inference in finite population sampling with auxiliary information under balanced loss function

  • Kim, Eunyoung;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.685-696
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    • 2014
  • In this paper, we develop Bayesian inference of the finite population mean with the assumption of posterior linearity rather than normality of the superpopulation in the presence of auxiliary information under the balanced loss function. We compare the performance of the optimal Bayes estimator under the balanced loss function with ones of the classical ratio estimator and the usual Bayes estimator in terms of the posterior expected losses, risks and Bayes risks.

Estimation of the Population Mean in Presence of Non-Response

  • Kumar, Sunil;Bhougal, Sandeep
    • Communications for Statistical Applications and Methods
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    • v.18 no.4
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    • pp.537-548
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    • 2011
  • In this paper following Singh et al. (2008), we propose a modified ratio-product type exponential estimator to estimate the finite population mean $\={Y}$ of the study variable y in presence of non-response in different situations viz. (i) population mean $\={X}$ is known, and (ii) population mean $\={X}$ is unknown. The expressions of biases and mean squared error of the proposed estimators have been obtained under large sample approximation using single as well as double sampling. Some realistic conditions have been obtained under which the proposed estimator is more efficient than usual unbiased estimators, ratio estimators, product estimators and exponential ratio and product estimators reported by Rao (1986) and Singh et al. (2010) are found to be more efficient in many situations.

Ratio-Cum-Product Estimators of Population Mean Using Known Population Parameters of Auxiliary Variates

  • Tailor, Rajesh;Parmar, Rajesh;Kim, Jong-Min;Tailor, Ritesh
    • Communications for Statistical Applications and Methods
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    • v.18 no.2
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    • pp.155-164
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    • 2011
  • This paper suggests two ratio-cum-product estimators of finite population mean using known coefficient of variation and co-efficient of kurtosis of auxiliary characters. The bias and mean squared error of the proposed estimators with large sample approximation are derived. It has been shown that the estimators suggested by Upadhyaya and Singh (1999) are particular case of the suggested estimators. Almost ratio-cum product estimators of suggested estimators have also been obtained using Jackknife technique given by Quenouille (1956). An empirical study is also carried out to demonstrate the performance of the suggested estimators.

Bayesian Analysis under Heavy-Tailed Priors in Finite Population Sampling

  • Kim, Dal-Ho;Lee, In-Suk;Sohn, Joong-Kweon;Cho, Jang-Sik
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.225-233
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    • 1996
  • In this paper, we propose Bayes estimators of the finite population mean based on heavy-tailed prior distributions using scale mixtures of normals. Also, the asymptotic optimality property of the proposed Bayes estimators is proved. A numerical example is provided to illustrate the results.

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Weighting Effect on the Weighted Mean in Finite Population (유한모집단에서 가중평균에 포함된 가중치의 효과)

  • Kim, Kyu-Seong
    • Survey Research
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    • v.7 no.2
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    • pp.53-69
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    • 2006
  • Weights can be made and imposed in both sample design stage and analysis stage in a sample survey. While in design stage weights are related with sample data acquisition quantities such as sample selection probability and response rate, in analysis stage weights are connected with external quantities, for instance population quantities and some auxiliary information. The final weight is the product of all weights in both stage. In the present paper, we focus on the weight in analysis stage and investigate the effect of such weights imposed on the weighted mean when estimating the population mean. We consider a finite population with a pair of fixed survey value and weight in each unit, and suppose equal selection probability designs. Under the condition we derive the formulas of the bias as well as mean square error of the weighted mean and show that the weighted mean is biased and the direction and amount of the bias can be explained by the correlation between survey variate and weight: if the correlation coefficient is positive, then the weighted mein over-estimates the population mean, on the other hand, if negative, then under-estimates. Also the magnitude of bias is getting larger when the correlation coefficient is getting greater. In addition to theoretical derivation about the weighted mean, we conduct a simulation study to show quantities of the bias and mean square errors numerically. In the simulation, nine weights having correlation coefficient with survey variate from -0.2 to 0.6 are generated and four sample sizes from 100 to 400 are considered and then biases and mean square errors are calculated in each case. As a result, in the case or 400 sample size and 0.55 correlation coefficient, the amount or squared bias of the weighted mean occupies up to 82% among mean square error, which says the weighted mean might be biased very seriously in some cases.

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Estimation of Mean Using Multi Auxiliary Information in Presence of Non Response

  • Kumar, Sunil;Singh, Housila P.
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.391-411
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    • 2010
  • For estimating the mean of a finite population, three classes of estimators using multi-auxiliary information with unknown means using two phase sampling in presence of non-response have been proposed with their properties. Asymptotically optimum estimator(AOE) in each class has been identified along with their mean squared error formulae. An empirical study is also given.

Generalization of modified systematic sampling and regression estimation for population with a linear trend (선형추세를 갖는 모집단에 대한 변형계통표집의 일반화와 회귀추정법)

  • Kim, Hyuk-Joo;Kim, Jeong-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.6
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    • pp.1103-1118
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    • 2009
  • When we wish to estimate the mean or total of a finite population, the numbering of the population units is of importance. In this paper, we have proposed two methods for estimating the mean or total of a population having a linear trend, for the case when the reciprocal of the sampling fraction is an even number and the sample size is an odd number. The first method involves drawing a sample by using a method which is a generalization of Singh et al's (1968) modified systematic sampling, and using interpolation in determining the estimator. The second method involves selecting a sample by modified systematic sampling, and estimating the population parameters by the regression estimation method. Under the criterion of the expected mean square error based on Cochran's (1946) infinite superpopulation model, the proposed methods have been compared with existing methods. We have also made a comparison between the two proposed methods.

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Multivariate analysis of longitudinal surveys for population median

  • Priyanka, Kumari;Mittal, Richa
    • Communications for Statistical Applications and Methods
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    • v.24 no.3
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    • pp.255-269
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    • 2017
  • This article explores the analysis of longitudinal surveys in which same units are investigated on several occasions. Multivariate exponential ratio type estimator has been proposed for the estimation of the finite population median at the current occasion in two occasion longitudinal surveys. Information on several additional auxiliary variables, which are stable over time and readily available on both the occasions, has been utilized. Properties of the proposed multivariate estimator, including the optimum replacement strategy, are presented. The proposed multivariate estimator is compared with the sample median estimator when there is no matching from a previous occasion and with the exponential ratio type estimator in successive sampling when information is available on only one additional auxiliary variable. The merits of the proposed estimator are justified by empirical interpretations and validated by a simulation study with the help of some natural populations.