• Title/Summary/Keyword: Stratified Sampling Method

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Asymptotic Comparison of Latin Hypercube Sampling and Its Stratified Version

  • Lee, Jooho
    • Journal of the Korean Statistical Society
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    • v.28 no.2
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    • pp.135-150
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    • 1999
  • Latin hypercube sampling(LHS) introduced by McKay et al. (1979) is a widely used method for Monte Carlo integration. Stratified Latin hypercube sampling(SLHS) proposed by Choi and Lee(1993) improves LHS by combining it with stratified sampling. In this article it is shown that SLHS yields an asymptotically more accurate than both stratified sampling and LHS.

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Optimal Latinized partially stratified sampling for structural reliability analysis

  • Majid Ilchi Ghazaan;Amirreza Davoodi Yekta
    • Structural Engineering and Mechanics
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    • v.92 no.1
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    • pp.111-120
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    • 2024
  • Sampling methods are powerful approaches to solving the problems of structural reliability analysis and estimating the failure probability of structures. In this paper, a new sampling method is proposed offering lower variance and lower computational cost for complex and high-dimensional problems. The method is called Optimal Latinized partially stratified sampling (OLPSS) as it is based upon the Latinized Partially Stratified Sampling (LPSS) which itself is based on merging Stratified Sampling (SS) and Latin Hypercube Sampling (LHS) algorithms. While LPSS has a low variance, it may suffer from a lack of good space-filling of its generated samples in some cases. In the OLPSS, this issue has been resolved by employing a new columnwise-pairwise exchange optimization procedure for sample generation. The efficiency of the OLPSS has been tested and reported under several benchmark mathematical functions and structural examples including structures with a large number of variables (e.g., a structure with 67 variables). The proposed method provides highly accurate estimates of the failure probability of structures with a significantly lower variance relative to the Monte Carlo simulations, Latin Hypercube, and standard LPSS.

Unbiased Balanced Half-Sample Variance Estimation in Stratified Two-stage Sampling

  • Kim, Kyu-Seong
    • 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.

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Variance estimation for distribution rate in stratified cluster sampling with missing values

  • Heo, Sunyeong
    • 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.

Simulation Analysis of Control Variates Method Using Stratified sampling (층화추출에 의한 통제변수의 시뮬레이션 성과분석)

  • Kwon, Chi-Myung;Kim, Seong-Yeon;Hwang, Sung-Won
    • Journal of the Korea Society for Simulation
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    • v.19 no.1
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    • pp.133-141
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    • 2010
  • This research suggests a unified scheme for using stratified sampling and control variates method to improve the efficiency of estimation for parameters in simulation experiments. We utilize standardized concomitant variables defined during the course of simulation runs. We first use these concomitant variables to counteract the unknown error of response by the method of control variates, then use a concomitant variable not used in the controlled response and stratify the response into appropriate strata to reduce the variation of controlled response additionally. In case that the covariance between the response and a set of control variates is known, we identify the simulation efficiency of suggested method using control variates and stratified sampling. We conjecture the simulation efficiency of this method is better than that achieved by separated application of either control variates or stratified sampling in a simulation experiments. We investigate such an efficiency gain through simulation on a selected model.

Easy and Quick Survey Method to Estimate Quantitative Characteristics in the Thin Forests

  • Mirzaei, Mehrdad;Bonyad, Amir Eslam;Bijarpas, Mahboobeh Mohebi;Golmohamadi, Fatemeh
    • Journal of Forest and Environmental Science
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    • v.31 no.2
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    • pp.73-77
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    • 2015
  • Acquiring accurate quantitative and qualitative information is necessary for the technical and scientific management of forest stands. In this study, stratification and systematic random sampling methods were used to estimation of quantitative characteristics in study area. The estimator ($((E%)^2xT)$) was used to compare the systematic random and stratified sampling methods. 100 percent inventory was carried out in an area of 400 hectares; characteristics as: tree density, crown cover (canopy), and basal area were measured. Tree density of stands was compared through systemic random and stratified sampling methods. Findings of the study reveal that stratified sampling method gives a better representation of estimates than systematic random sampling.

A Post-stratified Estimation in Multivariate Stratified Sampling Surveys

  • Park, Jinwoo
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.755-760
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    • 1999
  • In multivariate stratified sampling surveys it is general to use a few stratification variables which are highly correlated with the important variables at design stage. But there might be some secondary study variables which are not so highly correlated with those stratification variables. In that case it is not efficient to use the same type of estimator due to the secondary variables as the one base on the important variables. A post-stratified estimation is proposed to increase the efficiency of the estimator with existence of secondary variables. The proposed method is illustrated with a set of fishery household population survey data.

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Feasibility Study on Sampling Ocean Meteorological Data using Stratified Method (층화추출법에 의한 해양기상환경의 표본추출 타당성 연구)

  • Han, Song-I;Cho, Yong-Jin
    • Journal of Ocean Engineering and Technology
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    • v.28 no.3
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    • pp.254-259
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    • 2014
  • The infrared signature of a ship is largely influenced by the ocean environment of the operating area, which has been known to cause large changes in the signature. As a result, the weather condition has to be clearly set for an analysis of the infrared signatures. It is necessary to analyze meteorological data for all the oceans where the ship is supposed to be operated. This is impossibly costly and time consuming because of the huge size of the data. Therefore, the creation of a standard environmental variable for an infrared signature research is necessary. In this study, we compared and analyzed sampling methods to represent ocean data close to the Korean peninsula. In order to perform this research, we collected ocean meteorological records from KMA (Korea Meteorological Administration), and sampled these in numerous ways considering five variables that are known to affect the infrared signature. Specifically, a simple random sampling method for all the data and 1-D, 2-D, and 3-D stratified sampling methods were compared and analyzed by considering the mean square errors for each method.

A Study on the Methods for Determining Observation Times of work Sampling (워크 샘플링 관측시각 결정방법에 관한 연구)

  • 고용해;김경호
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.8 no.11
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    • pp.85-95
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    • 1985
  • This thesis is a study on the work sampling method which is one of the important parts in the fields of work measurement today. The primary objective of this study is to examine various methods of selecting observation times in work sampling studies, including simple random systematic, and stratified sampling and a new method called restricted random sampling. The attribute of these sampling methods are explained, particulary statistical efficiency, and the important advantages of stratification are analysed. A case study of work sampling was made in a manufacturing plant to show its practical application and the effectiveness of the stratified random sampling technique.

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Policies for Improving the Survey of Research and Development in Science and Technology: The Case of Industrial Sector (과학기술연구개발활동조사의 개선방안 -기업부문을 중심으로-)

  • 유승훈;문혜선
    • Journal of Korea Technology Innovation Society
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    • v.5 no.2
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    • pp.228-244
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    • 2002
  • The survey of research and development (R&D) in science and technology (S&T) covers the current status of R&D activities in S&T in Korea, and provides a basis for decision making regarding S&T policy. Continuous improvement of the survey is widely needed to present reliable national basic statistics. Therefore, the purpose of the study is two-fold: to introduce sampling survey method in industrial sector and to make statistical technique to deal with non-response data from industrial sector. To these ends, first, case studies of the United States and Japan are illustrated. A new sampling design for the R&D survey is proposed and implementing stratified random sampling scheme is suggested. Moreover, statistical analysis of the non-response data is dealt with. Based on several screening criteria, we develop a new imputation method suitable for the R&D survey and also provide more detailed implementation plan. Various solutions to a problem arising from non-response item are also presented. Finally, some implications of the results are discussed.

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