• Communications for Statistical Applications and Methods
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• v.30 no.4
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• pp.403-410
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• 2023

Two-Phase sampling, which was first introduced by Neyman (1938), has various applications in different forms. Variance estimation for two-phase sampling has been an important research topic because conventional variance estimators used in most softwares are not working. In this paper, we considered a variance estimation for two-phase sampling in which stratified two-stage cluster sampling designs are used in both phases. By defining a conditionally unbiased estimator of an approximate variance estimator, which is calculable when all elements in the first phase sample are observed, we propose an explicit form of variance estimator of the double expanded estimator for a two-phase sample. A small simulation study shows the proposed variance estimator has a negligible bias with small variance. The suggested variance estimator is also applicable to other linear estimators of the population total or mean if appropriate residuals are defined.

• Journal of the Korean Statistical Society
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• v.27 no.4
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• pp.459-469
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• 1998

Balanced half sample method is a simple variance estimation method for complex sampling designs. Since it is simple and flexible, it has been widely used in large scale sample surveys. However, the usual BHS method overestimate the true variance in without replacement sampling and two-stage cluster sampling. Focusing on this point , we proposed an unbiased BHS variance estimator in a stratified two-stage cluster sampling and then described an implementation method of the proposed estimator. Finally, partially BHS design is explained as a tool of reducing the number of replications of the proposed estimator.

• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.233-238
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• 2005

S${\"{a}}$rndal (1996) and Knottnerus (2003) had a critical look at the well known variance estimator of Sen (1953) and Yates and Grundy (1953) in probability proportional to size sampling. In this paper, we point out that although their approaches can avoid the difficulties in variance estimation with respect to the joint probabilities, there exist the disadvantages in practice. Also, we describe a sampling procedure available in statistical software that are useful for the variance estimation.

• Communications for Statistical Applications and Methods
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• v.13 no.1
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• pp.61-72
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• 2006

When using the well-known variance estimator of Sen (1953) and Yates and Grundy (1953) in inclusion probability proportional to size sampling, we often encounter the problems due to the calculation of the joint probabilities. Sarndal (1996) and Knottnerus (2003) proposed alternative strategies for variance estimation to avoid those problems in the traditional method. We discuss some of practical issues that arise when they are used. Also, we describe the traditional strategy using a sampling procedure available in a statistical software. It would be one of the attractive choices for design-based variance estimation.

• Journal of the Korean Data and Information Science Society
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• v.28 no.2
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• pp.443-449
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• 2017

Estimation of population proportion like the distribution rate of LED TV and the prevalence of a disease are often estimated based on survey sample data. Population proportion is generally considered as a special form of population mean. In complex sampling like stratified multistage sampling with unequal probability sampling, the denominator of mean may be random variable and it is estimated like ratio estimator. In this research, we examined the estimation of distribution rate based on stratified multistage sampling, and determined some numerical outcomes using stratified random sample data with about 25% of missing observations. In the data used for this research, the survey weight was determined by deterministic way. So, the weights are not random variable, and the population distribution rate and its variance estimator can be estimated like population mean estimation. When the weights are not random variable, if one estimates the variance of proportion estimator using ratio method, then the variances may be inflated. Therefore, in estimating variance for population proportion, we need to examine the structure of data and survey design before making any decision for estimation methods.

• Nuclear Engineering and Technology
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• v.49 no.6
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• pp.1172-1180
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• 2017

The application of Monte Carlo (MC) to large-scale fixed-source problems has recently become possible with new hybrid methods that automate generation of parameters for variance reduction techniques. Two common variance reduction techniques, weight windows and source biasing, have been automated and popularized by the consistent adjoint-driven importance sampling (CADIS) method. This method uses the adjoint solution from an inexpensive deterministic calculation to define a consistent set of weight windows and source particles for a subsequent MC calculation. One of the motivations for source consistency is to avoid the splitting or rouletting of particles at birth, which requires computational resources. However, it is not always possible or desirable to implement such consistency, which results in inconsistent source biasing. This paper develops an original framework that mathematically expresses the coupling of the weight window and source biasing techniques, allowing the authors to explore the impact of inconsistent source sampling on the variance of MC results. A numerical experiment supports this new framework and suggests that certain classes of problems may be relatively insensitive to inconsistent source sampling schemes with moderate levels of splitting and rouletting.

• Nuclear Engineering and Technology
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• v.55 no.11
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• pp.4228-4237
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• 2023

The Improved Deterministic Truncation of Monte Carlo (iDTMC) is a powerful acceleration and variance reduction scheme in the Monte Carlo analysis. The concept of the iDTMC method and correlated sampling-based real variance estimation are briefly introduced. Moreover, the application of the iterative scheme to the correlated sampling is discussed. The iDTMC method is utilized in a 3-dimensional small modular reactor (SMR) model problem. The real variances of burnup-dependent criticality and power distribution are evaluated and compared with the ones obtained from 30 independent iDTMC calculations. The impact of the inactive cycles on the correlated sampling is also evaluated to investigate the consistency of the correlated sample scheme. In addition, numerical performances and sensitivity analysis on the real variance estimation are performed in view of the figure of merit of the iDTMC method. The numerical results show that the correlated sampling accurately estimates the real variances with high computational efficiencies.

• The Korean Journal of Applied Statistics
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• v.26 no.6
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• pp.1033-1041
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• 2013

In this paper, we investigate several variance estimators for pps systematic sampling. Unfortunately, there is no unbiased variance estimators for a systematic sample because systematic sampling can be regarded as a random selection of one cluster. This study provides guidance on which variance estimator may be more appropriate than others in several circumstances. We judge the efficiency of variance estimators for systematic sampling based on of their relative biases and relative mean square error. Also, we investigate variance estimation problems for two-stage systematic sampling applied for the Food Raw Material Consumption Survey and the Establishment Labor Force Survey simulation study, in order to consider the popular two-stage pps systematic sample design for establishment and household survey in Korea.

• Communications for Statistical Applications and Methods
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• v.20 no.4
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• pp.247-257
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• 2013

A variety of practical problems can be addressed in the framework of rotation (successive) sampling. The present work presents a sample rotation pattern where sampling units are drawn on two successive occasions. The problem of estimation of population variance on current (second) occasion in two - occasion successive (rotation) sampling has been considered. A class of estimators has been proposed for population variance that includes many estimators as a particular case. Asymptotic properties of the proposed class of estimators are discussed. The proposed class of estimators is compared with the sample variance estimator when there is no matching from the previous occasion. Optimum replacement policy is discussed. Results are supported with the empirical means of comparison.

• Journal of the Korean Data and Information Science Society
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• v.4
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• pp.31-44
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• 1993

Multivariate exponentially weighted moving average (EWMA) control charts for monitoring the variance-covariance matrix are investigated. A variable sampling interval (VSI) feature is considered in these charts. Multivariate EWMA control charts for monitoring the variance-covariance matrix are compared on the basis of their average time to signal (ATS) performances. The numerical results show that multivariate VSI EWMA control charts are more efficient than corrsponding multivariate fixed sampling interval (FSI) EWMA control charts.