Sample Allocation under a Population Model and Stratified Inclusion Probability Proportionate to Size Sampling
|
|
- Norah Blankenship
- 6 years ago
- Views:
Transcription
1 Secto o Survey Researc Metods Sample Allocato uder a Populato Model ad Stratfed Icluso Probablty Proportoate to Sze Sampl Su Woo Km, Steve eera, Peter Soleberer 3 Statststcs, Douk Uversty, Seoul, Korea, Republc of Isttute for Socal Researc, Uversty of Mca, 46 Tompso, A Arbor, Mca, Isttute for Socal Researc, Uversty of Mca. Itroducto I stratfed sampl, a total sample of elemets s allocated to eac of =,, des strata ad depedet samples of elemets are selected depedetly wt strata. Oe of te mportat roles of te survey sampler s to determe te sample allocato to strata tat wll result te reatest precso for sample estmates of populato caracterstcs. May studes ave focused o sample allocato stratfed radom sampl. Te follow approaces ave bee popular survey sampl practce: ( proportoal sample allocato to strata, ad ( eyma (934 sample allocato. Proportoal sample allocato asss sample szes to strata proporto to te stratum populato sze. Proportoal allocato ca be used we formato o stratum varablty s lack or stratum varaces are approxmately equal. Sce proportoal allocato results a self-wet sample, populato estmates ad ter sampl varaces are easly computed. eyma allocato ca be used effectvely to mmze te varace of a estmator f te survey cost per sampl ut s te same all strata but elemet varaces, S, dffer across strata. Ts allocato metod requres kowlede of te values of te stadard devatos, S, of te varable of terest y for eac stratum. Ts formato o stratum-specfc varace s ofte ot avalable practce. A sample allocato metod wt practcal advataes over eyma allocato s termed x optmal allocato. Te x optmal allocato metod uses a auxlary varable x, ly correlated wt te y ad replaces te stratum stadard devatos of te y wt tose of te x te eyma allocato formula. Of course, ts allocato s ot strctly optmal f te correlato betwee x ad y s ot perfect. As a alteratve, Dayal (985 sowed tat a lear model wt respect to x ad y ca be approprately used te allocato of a stratfed radom sample. Ts tecque s called modelasssted allocato. I fact may stratfed sample dess, especally tose employed busess surveys, smple radom sampl wtout replacemet ca be employed to select elemets wt strata. But t s well-kow tat sampl stratees wt vary probabltes suc as probablty proportoal to sze ( PPS sampl wtout replacemet are superor to smple radom sampl wt respect to te effcecy of estmator of populato totals ad related quattes. PPS sampl wtout replacemet s ofte called cluso probablty proportoal to sze ( IPPS sampl or PS sampl. A umber of PS sampl scemes ave bee developed to select samples of sze equal to or reater ta two, ad most of tem are ot easly applcable practce. owever, some tecques suc as Sampford s (967 metod, are ot restrcted to stratum sample sze of = ad may be a attractve opto for reduc sampl varace compared to alteratve dess. Rao (968 dscusses a sample allocato approac tat mmzes te expected varace of te orvtz ad Tompso (-T (95 estmator uder PS sampl ad a superpopulato reresso model wtout te tercept. Rao s metod for sample allocato results te same expected sampl varace for ay PS sampl des. Rao s (968 dscusso rases several questos: ( It may be desreable to troduce a tercept term to te superpopulato reresso model. Cosder te tercept term, wat s te proper stratey for sample allocato PS sampl? ( If we use Sampford s (967 PS sampl metod, wat sample allocato stratey would be approprate? I ts paper, we attempt to aswer tese questos. We frst revew Rao s (968 metod. We sow tat te presece of te tercept te model produces a more complcated allocato problem, but 306
2 Secto o Survey Researc Metods oe tat ca be easly solved. I addto, we employ optmzato teory to sow ow to optmally determe stratum sample szes for Sampford s selecto metod.. Revst Rao s metod Cosder a fte populato cosst of =,, strata wt uts stratum. Let s be a sample of sze draw from eac stratum by a ve sampl des P( ad let S be te set of all possble samples from eac stratum. Te total sample sze s : =. (. = Te te probablty tat te ut te stratum wll be a sample, deoted, s ve by s, s S = Ps (, =,,, =,,, (. wc are called te frst-order cluso probabltes. Also, te probablty tat bot of te uts ad j wll be cluded a sample, deoted j, s obtaed by j = Ps (, =,,, j =,,., j s, s S (.3 Tese are termed te jot selecto probabltes or te secod-order cluso probabltes. Let y be te value of y for te ut te stratum. As a estmator of te populato total Y = y, cosder te -T estmator = = Yˆ y T =. (.4 = = If > 0, ts estmator s a ubased estmator of Y, wt varace: y = β x + ε, (.6 were x s te value of x for te ut stratum E y x = β x, V ( y x = σ x,, ξ ( ξ Covξ y, yj x, xj = 0. ere E ξ deotes te model expectato over all te fte populatos tat ca be draw from te superpopulato. Te we ave te follow expected varace uder te model (.6:, ad ( EVar Y ξ ( ˆ T σ x = =, (.7 = were, = p = x, = x. = To mmze (.7 subject to te codto (., us te Larae multpler λ, cosder ( ˆ T + = = = = p EVar ξ Y λ σ x + λ. = (.8 Equat (.8 to zero ad dfferetat wt respect to, we ave σ x =. (.9 λ = p Substtut (., we ave σ x =. (.0 p λ = = Replac λ (.9 wt (.0, we ave te follow sample allocato eac stratum: ( ˆ y j T = ( j j. Var Y = = j> j y (.5 Rao (968 cosdered te follow superpopulato reresso model wtout te tercept: = = x = = x. (. 306
3 Secto o Survey Researc Metods ote tat f =, te allocato uder te superpopulato model ad PS sampl reduces to: =, (. = wc s a proportoal sample allocato to te stratum. Also, Rao sowed tat terms of expected varace, ustratfed PS sampl uder te same superpopulato model s feror to stratfed PS sampl wt te allocato (.. Look at te expected varace (.7 ad te sample allocato (., t does ot volve te jot probabltes j eac stratum. It dcates tat uder te model wtout te tercept (.6 te specfc propertes of a ve PS sampl sceme (propertes tat determe te j are ot reflected te sample allocato, result te same sample allocato for ay PS sampl. ece te follow ssues, as metoed te Itroducto, are of terest. ( Te superpopulato reresso model wc we may ws to employ may surveys may be : y = α + βx + ε, (3. wc s a eeral form ad (.6 s a specal form of (3. we α = 0. Cosder te tercept term α, we eed to reexame te most approprate sample allocato stratey for PS sampl. ( Altou t wll be sow te follow secto tat us (3. ves a sample allocato volv te jot probabltes j, ad tese dffer accord to te cose PS sampl, f we focus o Sampford s (967 metod for PS sampl, wat sample allocato stratey would be approprate? Secto 3 wll address tese ssues of sample allocato. 3. Alteratve Sample Allocatos We assume two dfferet models volv a tercept term: Model I: y = α + βx + ε, =,,, =,, (3. were ε s umercally elble, tat s, x explas y well. Model II: y = α + βx + ε, =,,, =,, (3. were Eξ ( y x = α + βx, Vξ ( y x = σ x, Covξ y, yj x, xj = 0. ad ( Istead of (.5 we cosder te follow form of te varace of te -T estmator Var Y ( ˆ y ( = + j T y yj = = = = j> j = = j> j y y (3.3 Teorem 3.. Uder te Model I, te mmzato of te expected varace of (.4 uder PS sampl s equvalet to mmz A B +, (3.4 = = were, A = α + αβ( x + x (3.5 ad j j = j> x xj B ( α + βx = β. (3.6 = x Proof. For te expected varace of (.4 uder Model I te trd term (3.3 s a fxed value tat does ot volve, ad te oter terms are ve by: ( α + βx = = x = = ( α + βx α + αβ( x + xj x x + = = j> j, + β β = = (3.7 by ot j = ( / te secod = j> term (3.3. = = Sce ( α + βx ad β = te quatty to be mmzed (3.7 s: j are also fxed, 3063
4 Secto o Survey Researc Metods = = ( α + βx x α + αβ( x + xj + j β x x = = j> j = Te proof follows from substtuto of ad A α + αβ( x + x j = j = j> x xj B ( α + βx (3.8. = β = x (3.8 Remark 3.. Mmzato of (3.4 s a smple problem terms of because te A ad te B are kow values. Cosder Sampford s (967 PS sampl metod for select elemets eac stratum. Altou we ca use (3.4 to decde te stratum sample sze, we stll do t kow te values of te jot probabltes. Te follow approxmate 4 expresso for correct to O ( may be useful: j j ( ppj + ( p + pj pk k = 3 + { ( p + pj pk ( p pj k = + ( 3( p + pj pk ( 3 p k k= k=, (3.9 wc was derved by Asok ad Sukatme (976. From (3.4 ad (3.9 we obta te follow teorem. Teorem 3.. Uder te Model I, te sample allocato problem to mmze te expected varace of (.4 uder Sampford s metod we us te 4 jot probabltes, correct to O (, ve (3.9 s equvalet to mmz were D, (3.0 C + = = { α αβ }, (3. C = + ( x + x j j = j>, (3. j = ( p + pj pk p pj pk k= k= D = B { α + αβ( x + xj } j, (3.3 = j> ad ( p p p = + + j j k k = 3 + ( p + pj pk k = p pj 3( p pj pk 3 pk k= k=. ( Proof. Substtut j from (3.9 (3.5 for te frst term of (3.4, we et: A = { α + αβ( x + xj }, j 0 = = = j> were: (3.5 j 0 = + ( p + pj pk k = 3 + { ( p + pj pk ( p pj k = + ( 3( p + pj pk ( 3 p k k= k=. Express (3.6 terms of, we ave: j 0 j j (3.6 = +. (3.7 Substtut (3.7 (3.5, we obta A = { + ( x + x } α αβ j j = = = j> + { α + αβ( x + xj } j = = j> { α + αβ( x + xj } j = = j> { α + αβ( x + xj } j = = j>. 3064
5 Secto o Survey Researc Metods (3.8 Sce te secod ad trd terms (3.8 are te kow values, te mmzato of (3.8 reduces to mmz: Add { + ( x + x } α αβ j j = = j> { α + αβ( x + xj } j = = j> B. (3.9 (3.9, we ave te follow = equvalet mmzato problem to te mmzato of (3.4: { + ( x + x } α αβ j j = = j> + B { α + αβ( x + xj } j = = j>. Ts completes te proof. (3.0 Remark 3.. (3.0 s a smple allocato problem terms of because te C ad te D are te kow values. Remark 3.3. We ca defe te follow optmzato problem wt respect to : subject to, ad D Mmze (3. C + = =, =,,, (3., =,,, (3.3 =. (3.4 = Ts problem may be easly adled by covex matematcal proramm alortms ad te soluto provdes a effcet sample allocato stratey we us Sampford s metod uder te model assumpto of (3.. We obta te follow teorem reard te mmzato of te varace of te -T estmator (.4 PS sampl uder te assumpto of te model (3.. Teorem 3.3. Uder Model II, mmz te expected varace of (.4 uder PS sampl amouts to mmz: were, A B, (3.5 + = = ( ( (3.6 A = α x x αx + β ad j j = j> σ = B = x. (3.7 Proof. Cosder a dfferet form of (.5 us = p : j y y j ( T = p pj = = j> p pj Var Y. (3.8 By us Ey ξ = σ x + α + β x + αβx (3.9 ad Eξ ( y yj = α + αβ( x + xj + β x xj, (3.30 we obta y y j Eξ = σ p p p j xj x α + ( αx + β. (3.3 x x Te we et: j EVar ξ ( Y T σ = p ppj = = j> j xj x + α ppj ( αx + β = = j> xx j = EV + α ( xj x ( αx + β = = j> = = j> j ( x x ( x + α α + β wt EV = ( p p j j σ = = (
6 Secto o Survey Researc Metods x = σ ( p = = p = σ x = = p x σ x. (3.33 = = = = = σ Sce te secod term (3.3 ad te secod term (3.33 are fxed terms of, te mmzato of te model expectato of (3.8 reduces to mmz: = = j> ( x x ( x + α α β j j σ x = = +. (3.34 Sce (3.34 equals (3.5, te proof s completed. Remark 3.4. Mmz (3.5 s a smple problem terms of because te A ad te B are te kow values. Remark 3.4. (3.33 s a dfferet form of (.7. Te model expectato of (3.8 volves (.7 plus te oter terms due to Model II wt te tercept term, as sow (3.3. Teorem 3.4. Uder te Model II, te sample allocato problem uder Sampford s sampl sceme to mmze te expected varace of (.4, 4 we us te jot probabltes correct to O ( ve (3.9, s equvalet to mmz: D C +, (3.35 = = were C {( ( = α x xj αx + β j} (3.36 = j> ad wt {( ( } D = B α x x αx + β j j = j> ( p p p p p p, = + j j k j k k= k= (3.37 ad ( p p p = ( p + p p j j k k = 3 j k k = j ( j k k k= k=, + p p 3 p + p p + 3 p σ = B = x. Proof. Substtut (3.9 te frst term of (3.5 ad us (3.7 wt (3. ad (3.4, we obta ( A {( x j x = α = = = j> ( αx β p pjj0} + = α {( x xj = = j> ( αx β( j j } + + = α {( x xj ( αx + β j} = = j> + α {( x xj ( αx + β j } = = j> α {( x xj ( αx + β j} = = j> α {( x xj ( αx + β j }. = = j> (3.38 Sce te secod ad trd terms (3.38 are equal, te mmzato of (3.38 reduces to mmz te oter terms, tat s, {( x xj ( x + j} = = j> α {( x xj ( αx + β j }. α α β = = j> (3.39 Tus, te mmzato of (3.5 wt (3.6 ad (3.7 amouts to te oe of {( x xj ( x + j} α α β = = j> 3066
7 Secto o Survey Researc Metods {( x xj ( x j } α α + β = = j> B +. = (3.39 Accordly, te follow reduced form from (3.39 ca be obtaed. {( x xj ( x + j} α α β = = j> B α {( x xj ( αx β j} + + = = j> ece, we ave proved te teorem. (3.40 Remark 3.5. (3.35 s a smple allocato problem terms of sce te C ad te D are te kow values. Remark3.6. I order to fd a soluto for, we may defe te follow optmzato problem: subject to ad Mmze D C + (3.4 = =, =,, (3.4, =,,. (3.43 It s oted tat te codto (. may ot be used as te costrat, dfferet from Remark 3.3. Corollary3.. Uder Model II, wtout te tercept te mmzato of te expected varace of (.4 uder PS sampl s equvalet to mmz: were (3.44 = = = x (3.45 Proof. We α = 0, (3.3 Teorem 3.3 reduces to smply EV, wc s expressed as (3.33. σ ad te secod term (3.33 are fxed values wt respect to, ad te mmzato of (3.33 reduces to te oe of (3.44. ece, we ave te corollary. Remark 3.7. (3.44 s qute a smple allocato problem terms of ot deped o te jot probabltes j. 4. Dscusso We ave addressed te topc of effcet sample allocato stratfed samples us more eeral superpopulato reresso models ta tose vestated by Rao (968. Uder more eeral models tat clude a tercept term, we ave developed several teorems to be useful for decd sample allocato PS sampl dess. Also, trou te teorems we ave sowed ow to apply ts sample allocato teory for Sampford s (967 sampl metod, oe of te more commo PS sampl dess used survey practce. We determed tat te sample allocato approaces to mmz te model expectato of te varace of te -T estmator may deped o te expressos of te varace. Based o te teorems developed ts paper, te optmzato problem wt respect to te stratum sample szes ca be solved by us software volv covex matematcal proramm alortms. Ts s a stratforward approac for sample allocato we us more effcet PS sampl metods. I addto to Sampford sampl, te approac ca be appled to a varety of PS sampl wtout replacemet dess. I future work t wll be mportat to exted te teory ad metods descrbed ere to allocato problems uder more complcated superpopulato models ad stuatos were te superpopulat model ca vary across strata Refereces Dayal, S. (985. Allocato of sample us values of auxlary caracterstc, Joural of te Statstcal Pla ad Iferece,, orvtz, D. G. ad Tompso, D. J. (95. A eeralzato of sampl wtout replacemet from a fte uverse, Joural of te Amerca Statstcal Assocato, 47, eyma, J. (934. O two dfferet aspects of te represetatve metod: te metod of stratfed sampl ad te metod of purposve selecto, Joural of te Royal Statstcal Socety, 97,
8 Secto o Survey Researc Metods Rao, T. J. (968. O te allocato of sample sze stratfed sampl, Aals of te Isttute of Statstcal Matematcs, 0, Sampford, M. R. (967. O sampl wtout replacemet wt uequal probabltes of selecto, Bometrka, 54,
{ }{ ( )} (, ) = ( ) ( ) ( ) Chapter 14 Exercises in Sampling Theory. Exercise 1 (Simple random sampling): Solution:
Chapter 4 Exercses Samplg Theory Exercse (Smple radom samplg: Let there be two correlated radom varables X ad A sample of sze s draw from a populato by smple radom samplg wthout replacemet The observed
More informationEconometric Methods. Review of Estimation
Ecoometrc Methods Revew of Estmato Estmatg the populato mea Radom samplg Pot ad terval estmators Lear estmators Ubased estmators Lear Ubased Estmators (LUEs) Effcecy (mmum varace) ad Best Lear Ubased Estmators
More informationUNIVERSITY OF OSLO DEPARTMENT OF ECONOMICS
UNIVERSITY OF OSLO DEPARTMENT OF ECONOMICS Exam: ECON430 Statstcs Date of exam: Frday, December 8, 07 Grades are gve: Jauary 4, 08 Tme for exam: 0900 am 00 oo The problem set covers 5 pages Resources allowed:
More informationIdea is to sample from a different distribution that picks points in important regions of the sample space. Want ( ) ( ) ( ) E f X = f x g x dx
Importace Samplg Used for a umber of purposes: Varace reducto Allows for dffcult dstrbutos to be sampled from. Sestvty aalyss Reusg samples to reduce computatoal burde. Idea s to sample from a dfferet
More informationLECTURE - 4 SIMPLE RANDOM SAMPLING DR. SHALABH DEPARTMENT OF MATHEMATICS AND STATISTICS INDIAN INSTITUTE OF TECHNOLOGY KANPUR
amplg Theory MODULE II LECTURE - 4 IMPLE RADOM AMPLIG DR. HALABH DEPARTMET OF MATHEMATIC AD TATITIC IDIA ITITUTE OF TECHOLOGY KAPUR Estmato of populato mea ad populato varace Oe of the ma objectves after
More informationA New Family of Transformations for Lifetime Data
Proceedgs of the World Cogress o Egeerg 4 Vol I, WCE 4, July - 4, 4, Lodo, U.K. A New Famly of Trasformatos for Lfetme Data Lakhaa Watthaacheewakul Abstract A famly of trasformatos s the oe of several
More informationClass 13,14 June 17, 19, 2015
Class 3,4 Jue 7, 9, 05 Pla for Class3,4:. Samplg dstrbuto of sample mea. The Cetral Lmt Theorem (CLT). Cofdece terval for ukow mea.. Samplg Dstrbuto for Sample mea. Methods used are based o CLT ( Cetral
More informationTHE ROYAL STATISTICAL SOCIETY 2016 EXAMINATIONS SOLUTIONS HIGHER CERTIFICATE MODULE 5
THE ROYAL STATISTICAL SOCIETY 06 EAMINATIONS SOLUTIONS HIGHER CERTIFICATE MODULE 5 The Socety s provdg these solutos to assst cadtes preparg for the examatos 07. The solutos are teded as learg ads ad should
More informationSimple Linear Regression
Statstcal Methods I (EST 75) Page 139 Smple Lear Regresso Smple regresso applcatos are used to ft a model descrbg a lear relatoshp betwee two varables. The aspects of least squares regresso ad correlato
More informationSTRATIFIED SAMPLING IN AGRICULTURAL SURVEYS
3 STRATIFIED SAMPLIG I AGRICULTURAL SURVEYS austav Adtya Ida Agrcultural Statstcs Research Isttute, ew Delh-00 3. ITRODUCTIO The prme objectve of a sample survey s to obta fereces about the characterstc
More informationFunctions of Random Variables
Fuctos of Radom Varables Chapter Fve Fuctos of Radom Varables 5. Itroducto A geeral egeerg aalyss model s show Fg. 5.. The model output (respose) cotas the performaces of a system or product, such as weght,
More informationApplication of Calibration Approach for Regression Coefficient Estimation under Two-stage Sampling Design
Authors: Pradp Basak, Kaustav Adtya, Hukum Chadra ad U.C. Sud Applcato of Calbrato Approach for Regresso Coeffcet Estmato uder Two-stage Samplg Desg Pradp Basak, Kaustav Adtya, Hukum Chadra ad U.C. Sud
More informationComparison of Dual to Ratio-Cum-Product Estimators of Population Mean
Research Joural of Mathematcal ad Statstcal Sceces ISS 30 6047 Vol. 1(), 5-1, ovember (013) Res. J. Mathematcal ad Statstcal Sc. Comparso of Dual to Rato-Cum-Product Estmators of Populato Mea Abstract
More informationA Combination of Adaptive and Line Intercept Sampling Applicable in Agricultural and Environmental Studies
ISSN 1684-8403 Joural of Statstcs Volume 15, 008, pp. 44-53 Abstract A Combato of Adaptve ad Le Itercept Samplg Applcable Agrcultural ad Evrometal Studes Azmer Kha 1 A adaptve procedure s descrbed for
More informationChapter -2 Simple Random Sampling
Chapter - Smple Radom Samplg Smple radom samplg (SRS) s a method of selecto of a sample comprsg of umber of samplg uts out of the populato havg umber of samplg uts such that every samplg ut has a equal
More informationInvestigation of Partially Conditional RP Model with Response Error. Ed Stanek
Partally Codtoal Radom Permutato Model 7- vestgato of Partally Codtoal RP Model wth Respose Error TRODUCTO Ed Staek We explore the predctor that wll result a smple radom sample wth respose error whe a
More informationChapter -2 Simple Random Sampling
Chapter - Smple Radom Samplg Smple radom samplg (SRS) s a method of selecto of a sample comprsg of umber of samplg uts out of the populato havg umber of samplg uts such that every samplg ut has a equal
More information22 Nonparametric Methods.
22 oparametrc Methods. I parametrc models oe assumes apror that the dstrbutos have a specfc form wth oe or more ukow parameters ad oe tres to fd the best or atleast reasoably effcet procedures that aswer
More informationOrdinary Least Squares Regression. Simple Regression. Algebra and Assumptions.
Ordary Least Squares egresso. Smple egresso. Algebra ad Assumptos. I ths part of the course we are gog to study a techque for aalysg the lear relatoshp betwee two varables Y ad X. We have pars of observatos
More informationX X X E[ ] E X E X. is the ()m n where the ( i,)th. j element is the mean of the ( i,)th., then
Secto 5 Vectors of Radom Varables Whe workg wth several radom varables,,..., to arrage them vector form x, t s ofte coveet We ca the make use of matrx algebra to help us orgaze ad mapulate large umbers
More informationTo use adaptive cluster sampling we must first make some definitions of the sampling universe:
8.3 ADAPTIVE SAMPLING Most of the methods dscussed samplg theory are lmted to samplg desgs hch the selecto of the samples ca be doe before the survey, so that oe of the decsos about samplg deped ay ay
More informationChapter 3 Sampling For Proportions and Percentages
Chapter 3 Samplg For Proportos ad Percetages I may stuatos, the characterstc uder study o whch the observatos are collected are qualtatve ature For example, the resposes of customers may marketg surveys
More informationChapter 8. Inferences about More Than Two Population Central Values
Chapter 8. Ifereces about More Tha Two Populato Cetral Values Case tudy: Effect of Tmg of the Treatmet of Port-We tas wth Lasers ) To vestgate whether treatmet at a youg age would yeld better results tha
More informationbest estimate (mean) for X uncertainty or error in the measurement (systematic, random or statistical) best
Error Aalyss Preamble Wheever a measuremet s made, the result followg from that measuremet s always subject to ucertaty The ucertaty ca be reduced by makg several measuremets of the same quatty or by mprovg
More informationLecture Notes Types of economic variables
Lecture Notes 3 1. Types of ecoomc varables () Cotuous varable takes o a cotuum the sample space, such as all pots o a le or all real umbers Example: GDP, Polluto cocetrato, etc. () Dscrete varables fte
More informationGeneral Method for Calculating Chemical Equilibrium Composition
AE 6766/Setzma Sprg 004 Geeral Metod for Calculatg Cemcal Equlbrum Composto For gve tal codtos (e.g., for gve reactats, coose te speces to be cluded te products. As a example, for combusto of ydroge wt
More informationAnalysis of Variance with Weibull Data
Aalyss of Varace wth Webull Data Lahaa Watthaacheewaul Abstract I statstcal data aalyss by aalyss of varace, the usual basc assumptos are that the model s addtve ad the errors are radomly, depedetly, ad
More informationLecture 3 Probability review (cont d)
STATS 00: Itroducto to Statstcal Iferece Autum 06 Lecture 3 Probablty revew (cot d) 3. Jot dstrbutos If radom varables X,..., X k are depedet, the ther dstrbuto may be specfed by specfyg the dvdual dstrbuto
More informationSTK4011 and STK9011 Autumn 2016
STK4 ad STK9 Autum 6 Pot estmato Covers (most of the followg materal from chapter 7: Secto 7.: pages 3-3 Secto 7..: pages 3-33 Secto 7..: pages 35-3 Secto 7..3: pages 34-35 Secto 7.3.: pages 33-33 Secto
More informationChapter 10 Two Stage Sampling (Subsampling)
Chapter 0 To tage amplg (usamplg) I cluster samplg, all the elemets the selected clusters are surveyed oreover, the effcecy cluster samplg depeds o sze of the cluster As the sze creases, the effcecy decreases
More informationCHAPTER VI Statistical Analysis of Experimental Data
Chapter VI Statstcal Aalyss of Expermetal Data CHAPTER VI Statstcal Aalyss of Expermetal Data Measuremets do ot lead to a uque value. Ths s a result of the multtude of errors (maly radom errors) that ca
More informationECONOMETRIC THEORY. MODULE VIII Lecture - 26 Heteroskedasticity
ECONOMETRIC THEORY MODULE VIII Lecture - 6 Heteroskedastcty Dr. Shalabh Departmet of Mathematcs ad Statstcs Ida Isttute of Techology Kapur . Breusch Paga test Ths test ca be appled whe the replcated data
More informationTHE ROYAL STATISTICAL SOCIETY 2010 EXAMINATIONS SOLUTIONS GRADUATE DIPLOMA MODULE 2 STATISTICAL INFERENCE
THE ROYAL STATISTICAL SOCIETY 00 EXAMINATIONS SOLUTIONS GRADUATE DIPLOMA MODULE STATISTICAL INFERENCE The Socety provdes these solutos to assst caddates preparg for the examatos future years ad for the
More informationSimple Linear Regression
Correlato ad Smple Lear Regresso Berl Che Departmet of Computer Scece & Iformato Egeerg Natoal Tawa Normal Uversty Referece:. W. Navd. Statstcs for Egeerg ad Scetsts. Chapter 7 (7.-7.3) & Teachg Materal
More informationMultiple Linear Regression Analysis
LINEA EGESSION ANALYSIS MODULE III Lecture - 4 Multple Lear egresso Aalyss Dr. Shalabh Departmet of Mathematcs ad Statstcs Ida Isttute of Techology Kapur Cofdece terval estmato The cofdece tervals multple
More informationA stopping criterion for Richardson s extrapolation scheme. under finite digit arithmetic.
A stoppg crtero for cardso s extrapoato sceme uder fte dgt artmetc MAKOO MUOFUSHI ad HIEKO NAGASAKA epartmet of Lbera Arts ad Sceces Poytecc Uversty 4-1-1 Hasmotoda,Sagamara,Kaagawa 229-1196 JAPAN Abstract:
More informationChapter 11 Systematic Sampling
Chapter stematc amplg The sstematc samplg techue s operatoall more coveet tha the smple radom samplg. It also esures at the same tme that each ut has eual probablt of cluso the sample. I ths method of
More informationChapter 5 Properties of a Random Sample
Lecture 6 o BST 63: Statstcal Theory I Ku Zhag, /0/008 Revew for the prevous lecture Cocepts: t-dstrbuto, F-dstrbuto Theorems: Dstrbutos of sample mea ad sample varace, relatoshp betwee sample mea ad sample
More informationECON 482 / WH Hong The Simple Regression Model 1. Definition of the Simple Regression Model
ECON 48 / WH Hog The Smple Regresso Model. Defto of the Smple Regresso Model Smple Regresso Model Expla varable y terms of varable x y = β + β x+ u y : depedet varable, explaed varable, respose varable,
More informationLecture 2: The Simple Regression Model
Lectre Notes o Advaced coometrcs Lectre : The Smple Regresso Model Takash Yamao Fall Semester 5 I ths lectre we revew the smple bvarate lear regresso model. We focs o statstcal assmptos to obta based estmators.
More informationChapter 4 Multiple Random Variables
Revew for the prevous lecture: Theorems ad Examples: How to obta the pmf (pdf) of U = g (, Y) ad V = g (, Y) Chapter 4 Multple Radom Varables Chapter 44 Herarchcal Models ad Mxture Dstrbutos Examples:
More informationSTATISTICAL PROPERTIES OF LEAST SQUARES ESTIMATORS. x, where. = y - ˆ " 1
STATISTICAL PROPERTIES OF LEAST SQUARES ESTIMATORS Recall Assumpto E(Y x) η 0 + η x (lear codtoal mea fucto) Data (x, y ), (x 2, y 2 ),, (x, y ) Least squares estmator ˆ E (Y x) ˆ " 0 + ˆ " x, where ˆ
More information( ) = ( ) ( ) Chapter 13 Asymptotic Theory and Stochastic Regressors. Stochastic regressors model
Chapter 3 Asmptotc Theor ad Stochastc Regressors The ature of eplaator varable s assumed to be o-stochastc or fed repeated samples a regresso aalss Such a assumpto s approprate for those epermets whch
More informationLecture 3. Sampling, sampling distributions, and parameter estimation
Lecture 3 Samplg, samplg dstrbutos, ad parameter estmato Samplg Defto Populato s defed as the collecto of all the possble observatos of terest. The collecto of observatos we take from the populato s called
More informationLecture 7. Confidence Intervals and Hypothesis Tests in the Simple CLR Model
Lecture 7. Cofdece Itervals ad Hypothess Tests the Smple CLR Model I lecture 6 we troduced the Classcal Lear Regresso (CLR) model that s the radom expermet of whch the data Y,,, K, are the outcomes. The
More informationTHE ROYAL STATISTICAL SOCIETY GRADUATE DIPLOMA
THE ROYAL STATISTICAL SOCIETY EXAMINATIONS SOLUTIONS GRADUATE DIPLOMA PAPER II STATISTICAL THEORY & METHODS The Socety provdes these solutos to assst caddates preparg for the examatos future years ad for
More informationEstimation of Stress- Strength Reliability model using finite mixture of exponential distributions
Iteratoal Joural of Computatoal Egeerg Research Vol, 0 Issue, Estmato of Stress- Stregth Relablty model usg fte mxture of expoetal dstrbutos K.Sadhya, T.S.Umamaheswar Departmet of Mathematcs, Lal Bhadur
More informationSTA302/1001-Fall 2008 Midterm Test October 21, 2008
STA3/-Fall 8 Mdterm Test October, 8 Last Name: Frst Name: Studet Number: Erolled (Crcle oe) STA3 STA INSTRUCTIONS Tme allowed: hour 45 mutes Ads allowed: A o-programmable calculator A table of values from
More informationThe equation is sometimes presented in form Y = a + b x. This is reasonable, but it s not the notation we use.
INTRODUCTORY NOTE ON LINEAR REGREION We have data of the form (x y ) (x y ) (x y ) These wll most ofte be preseted to us as two colum of a spreadsheet As the topc develops we wll see both upper case ad
More informationA Note on Ratio Estimators in two Stage Sampling
Iteratoal Joural of Scetfc ad Research Publcatos, Volume, Issue, December 0 ISS 0- A ote o Rato Estmators two Stage Samplg Stashu Shekhar Mshra Lecturer Statstcs, Trdet Academy of Creatve Techology (TACT),
More informationSummary of the lecture in Biostatistics
Summary of the lecture Bostatstcs Probablty Desty Fucto For a cotuos radom varable, a probablty desty fucto s a fucto such that: 0 dx a b) b a dx A probablty desty fucto provdes a smple descrpto of the
More informationUNIVERSITY OF OSLO DEPARTMENT OF ECONOMICS
UNIVERSITY OF OSLO DEPARTMENT OF ECONOMICS Postpoed exam: ECON430 Statstcs Date of exam: Jauary 0, 0 Tme for exam: 09:00 a.m. :00 oo The problem set covers 5 pages Resources allowed: All wrtte ad prted
More informationParameter, Statistic and Random Samples
Parameter, Statstc ad Radom Samples A parameter s a umber that descrbes the populato. It s a fxed umber, but practce we do ot kow ts value. A statstc s a fucto of the sample data,.e., t s a quatty whose
More informationTESTS BASED ON MAXIMUM LIKELIHOOD
ESE 5 Toy E. Smth. The Basc Example. TESTS BASED ON MAXIMUM LIKELIHOOD To llustrate the propertes of maxmum lkelhood estmates ad tests, we cosder the smplest possble case of estmatg the mea of the ormal
More informationDiscrete Mathematics and Probability Theory Fall 2016 Seshia and Walrand DIS 10b
CS 70 Dscrete Mathematcs ad Probablty Theory Fall 206 Sesha ad Walrad DIS 0b. Wll I Get My Package? Seaky delvery guy of some compay s out delverg packages to customers. Not oly does he had a radom package
More informationSampling Theory MODULE V LECTURE - 14 RATIO AND PRODUCT METHODS OF ESTIMATION
Samplg Theor MODULE V LECTUE - 4 ATIO AND PODUCT METHODS OF ESTIMATION D. SHALABH DEPATMENT OF MATHEMATICS AND STATISTICS INDIAN INSTITUTE OF TECHNOLOG KANPU A mportat objectve a statstcal estmato procedure
More informationLecture 1 Review of Fundamental Statistical Concepts
Lecture Revew of Fudametal Statstcal Cocepts Measures of Cetral Tedecy ad Dsperso A word about otato for ths class: Idvduals a populato are desgated, where the dex rages from to N, ad N s the total umber
More informationCHAPTER 4 RADICAL EXPRESSIONS
6 CHAPTER RADICAL EXPRESSIONS. The th Root of a Real Number A real umber a s called the th root of a real umber b f Thus, for example: s a square root of sce. s also a square root of sce ( ). s a cube
More informationGOALS The Samples Why Sample the Population? What is a Probability Sample? Four Most Commonly Used Probability Sampling Methods
GOLS. Epla why a sample s the oly feasble way to lear about a populato.. Descrbe methods to select a sample. 3. Defe ad costruct a samplg dstrbuto of the sample mea. 4. Epla the cetral lmt theorem. 5.
More informationTHE ROYAL STATISTICAL SOCIETY HIGHER CERTIFICATE
THE ROYAL STATISTICAL SOCIETY 00 EXAMINATIONS SOLUTIONS HIGHER CERTIFICATE PAPER I STATISTICAL THEORY The Socety provdes these solutos to assst caddates preparg for the examatos future years ad for the
More informationSolving Constrained Flow-Shop Scheduling. Problems with Three Machines
It J Cotemp Math Sceces, Vol 5, 2010, o 19, 921-929 Solvg Costraed Flow-Shop Schedulg Problems wth Three Maches P Pada ad P Rajedra Departmet of Mathematcs, School of Advaced Sceces, VIT Uversty, Vellore-632
More information4. Standard Regression Model and Spatial Dependence Tests
4. Stadard Regresso Model ad Spatal Depedece Tests Stadard regresso aalss fals the presece of spatal effects. I case of spatal depedeces ad/or spatal heterogeet a stadard regresso model wll be msspecfed.
More informationSampling Theory MODULE X LECTURE - 35 TWO STAGE SAMPLING (SUB SAMPLING)
Samplg Theory ODULE X LECTURE - 35 TWO STAGE SAPLIG (SUB SAPLIG) DR SHALABH DEPARTET OF ATHEATICS AD STATISTICS IDIA ISTITUTE OF TECHOLOG KAPUR Two stage samplg wth uequal frst stage uts: Cosder two stage
More informationStatistics: Unlocking the Power of Data Lock 5
STAT 0 Dr. Kar Lock Morga Exam 2 Grades: I- Class Multple Regresso SECTIONS 9.2, 0., 0.2 Multple explaatory varables (0.) Parttog varablty R 2, ANOVA (9.2) Codtos resdual plot (0.2) Exam 2 Re- grades Re-
More informationMidterm Exam 1, section 2 (Solution) Thursday, February hour, 15 minutes
coometrcs, CON Sa Fracsco State Uverst Mchael Bar Sprg 5 Mdterm xam, secto Soluto Thursda, Februar 6 hour, 5 mutes Name: Istructos. Ths s closed book, closed otes exam.. No calculators of a kd are allowed..
More informationSPECIAL CONSIDERATIONS FOR VOLUMETRIC Z-TEST FOR PROPORTIONS
SPECIAL CONSIDERAIONS FOR VOLUMERIC Z-ES FOR PROPORIONS Oe s stctve reacto to the questo of whether two percetages are sgfcatly dfferet from each other s to treat them as f they were proportos whch the
More informationX ε ) = 0, or equivalently, lim
Revew for the prevous lecture Cocepts: order statstcs Theorems: Dstrbutos of order statstcs Examples: How to get the dstrbuto of order statstcs Chapter 5 Propertes of a Radom Sample Secto 55 Covergece
More informationENGI 4421 Joint Probability Distributions Page Joint Probability Distributions [Navidi sections 2.5 and 2.6; Devore sections
ENGI 441 Jot Probablty Dstrbutos Page 7-01 Jot Probablty Dstrbutos [Navd sectos.5 ad.6; Devore sectos 5.1-5.] The jot probablty mass fucto of two dscrete radom quattes, s, P ad p x y x y The margal probablty
More informationhp calculators HP 30S Statistics Averages and Standard Deviations Average and Standard Deviation Practice Finding Averages and Standard Deviations
HP 30S Statstcs Averages ad Stadard Devatos Average ad Stadard Devato Practce Fdg Averages ad Stadard Devatos HP 30S Statstcs Averages ad Stadard Devatos Average ad stadard devato The HP 30S provdes several
More informationA practical threshold estimation for jump processes
A practcal threshold estmato for jump processes Yasutaka Shmzu (Osaka Uversty, Japa) WORKSHOP o Face ad Related Mathematcal ad Statstcal Issues @ Kyoto, JAPAN, 3 6 Sept., 2008. Itroducto O (Ω, F,P; {F
More informationESS Line Fitting
ESS 5 014 17. Le Fttg A very commo problem data aalyss s lookg for relatoshpetwee dfferet parameters ad fttg les or surfaces to data. The smplest example s fttg a straght le ad we wll dscuss that here
More informationMedian as a Weighted Arithmetic Mean of All Sample Observations
Meda as a Weghted Arthmetc Mea of All Sample Observatos SK Mshra Dept. of Ecoomcs NEHU, Shllog (Ida). Itroducto: Iumerably may textbooks Statstcs explctly meto that oe of the weakesses (or propertes) of
More informationUNIT 4 SOME OTHER SAMPLING SCHEMES
UIT 4 SOE OTHER SAPLIG SCHEES Some Other Samplg Schemes Structure 4. Itroducto Objectves 4. Itroducto to Systematc Samplg 4.3 ethods of Systematc Samplg Lear Systematc Samplg Crcular Systematc Samplg Advatages
More informationIntroduction to local (nonparametric) density estimation. methods
Itroducto to local (oparametrc) desty estmato methods A slecture by Yu Lu for ECE 66 Sprg 014 1. Itroducto Ths slecture troduces two local desty estmato methods whch are Parze desty estmato ad k-earest
More informationWu-Hausman Test: But if X and ε are independent, βˆ. ECON 324 Page 1
Wu-Hausma Test: Detectg Falure of E( ε X ) Caot drectly test ths assumpto because lack ubased estmator of ε ad the OLS resduals wll be orthogoal to X, by costructo as ca be see from the momet codto X'
More informationChapter Business Statistics: A First Course Fifth Edition. Learning Objectives. Correlation vs. Regression. In this chapter, you learn:
Chapter 3 3- Busess Statstcs: A Frst Course Ffth Edto Chapter 2 Correlato ad Smple Lear Regresso Busess Statstcs: A Frst Course, 5e 29 Pretce-Hall, Ic. Chap 2- Learg Objectves I ths chapter, you lear:
More informationTHE ROYAL STATISTICAL SOCIETY 2009 EXAMINATIONS SOLUTIONS GRADUATE DIPLOMA MODULAR FORMAT MODULE 2 STATISTICAL INFERENCE
THE ROYAL STATISTICAL SOCIETY 009 EXAMINATIONS SOLUTIONS GRADUATE DIPLOMA MODULAR FORMAT MODULE STATISTICAL INFERENCE The Socety provdes these solutos to assst caddates preparg for the examatos future
More informationChapter Two. An Introduction to Regression ( )
ubject: A Itroducto to Regresso Frst tage Chapter Two A Itroducto to Regresso (018-019) 1 pg. ubject: A Itroducto to Regresso Frst tage A Itroducto to Regresso Regresso aalss s a statstcal tool for the
More informationObjectives of Multiple Regression
Obectves of Multple Regresso Establsh the lear equato that best predcts values of a depedet varable Y usg more tha oe eplaator varable from a large set of potetal predctors {,,... k }. Fd that subset of
More informationPROPERTIES OF GOOD ESTIMATORS
ESTIMATION INTRODUCTION Estmato s the statstcal process of fdg a appromate value for a populato parameter. A populato parameter s a characterstc of the dstrbuto of a populato such as the populato mea,
More information8.1 Hashing Algorithms
CS787: Advaced Algorthms Scrbe: Mayak Maheshwar, Chrs Hrchs Lecturer: Shuch Chawla Topc: Hashg ad NP-Completeess Date: September 21 2007 Prevously we looked at applcatos of radomzed algorthms, ad bega
More informationMidterm Exam 1, section 1 (Solution) Thursday, February hour, 15 minutes
coometrcs, CON Sa Fracsco State Uversty Mchael Bar Sprg 5 Mdterm am, secto Soluto Thursday, February 6 hour, 5 mutes Name: Istructos. Ths s closed book, closed otes eam.. No calculators of ay kd are allowed..
More informationENGI 3423 Simple Linear Regression Page 12-01
ENGI 343 mple Lear Regresso Page - mple Lear Regresso ometmes a expermet s set up where the expermeter has cotrol over the values of oe or more varables X ad measures the resultg values of aother varable
More informationMultiple Regression. More than 2 variables! Grade on Final. Multiple Regression 11/21/2012. Exam 2 Grades. Exam 2 Re-grades
STAT 101 Dr. Kar Lock Morga 11/20/12 Exam 2 Grades Multple Regresso SECTIONS 9.2, 10.1, 10.2 Multple explaatory varables (10.1) Parttog varablty R 2, ANOVA (9.2) Codtos resdual plot (10.2) Trasformatos
More informationAsymptotic Formulas Composite Numbers II
Iteratoal Matematcal Forum, Vol. 8, 203, o. 34, 65-662 HIKARI Ltd, www.m-kar.com ttp://d.do.org/0.2988/mf.203.3854 Asymptotc Formulas Composte Numbers II Rafael Jakmczuk Dvsó Matemátca, Uversdad Nacoal
More informationLecture Notes Forecasting the process of estimating or predicting unknown situations
Lecture Notes. Ecoomc Forecastg. Forecastg the process of estmatg or predctg ukow stuatos Eample usuall ecoomsts predct future ecoomc varables Forecastg apples to a varet of data () tme seres data predctg
More informationStudy of Correlation using Bayes Approach under bivariate Distributions
Iteratoal Joural of Scece Egeerg ad Techolog Research IJSETR Volume Issue Februar 4 Stud of Correlato usg Baes Approach uder bvarate Dstrbutos N.S.Padharkar* ad. M.N.Deshpade** *Govt.Vdarbha Isttute of
More informationLINEAR REGRESSION ANALYSIS
LINEAR REGRESSION ANALYSIS MODULE V Lecture - Correctg Model Iadequaces Through Trasformato ad Weghtg Dr. Shalabh Departmet of Mathematcs ad Statstcs Ida Isttute of Techology Kapur Aalytcal methods for
More informationBayes Interval Estimation for binomial proportion and difference of two binomial proportions with Simulation Study
IJIEST Iteratoal Joural of Iovatve Scece, Egeerg & Techology, Vol. Issue 5, July 04. Bayes Iterval Estmato for bomal proporto ad dfferece of two bomal proportos wth Smulato Study Masoud Gaj, Solmaz hlmad
More informationSimple Linear Regression Analysis
LINEAR REGREION ANALYSIS MODULE II Lecture - 5 Smple Lear Regreo Aaly Dr Shalabh Departmet of Mathematc Stattc Ida Ittute of Techology Kapur Jot cofdece rego for A jot cofdece rego for ca alo be foud Such
More informationFREQUENCY ANALYSIS OF A DOUBLE-WALLED NANOTUBES SYSTEM
Joural of Appled Matematcs ad Computatoal Mecacs 04, 3(4), 7-34 FREQUENCY ANALYSIS OF A DOUBLE-WALLED NANOTUBES SYSTEM Ata Cekot, Stasław Kukla Isttute of Matematcs, Czestocowa Uversty of Tecology Częstocowa,
More information12.2 Estimating Model parameters Assumptions: ox and y are related according to the simple linear regression model
1. Estmatg Model parameters Assumptos: ox ad y are related accordg to the smple lear regresso model (The lear regresso model s the model that says that x ad y are related a lear fasho, but the observed
More informationVARIANCE ESTIMATION FROM COMPLEX SURVEYS USING BALANCED REPEATED REPLICATION
VAIANCE ESTIMATION FOM COMPLEX SUVEYS USING BALANCED EPEATED EPLICATION aeder Parsad ad V.K.Gupta I.A.S..I., Lbrary Aveue, New Del raeder@asr.res. For ematg te varace of olear atcs lke regresso ad correlato
More informationContinuous Distributions
7//3 Cotuous Dstrbutos Radom Varables of the Cotuous Type Desty Curve Percet Desty fucto, f (x) A smooth curve that ft the dstrbuto 3 4 5 6 7 8 9 Test scores Desty Curve Percet Probablty Desty Fucto, f
More informationModule 7. Lecture 7: Statistical parameter estimation
Lecture 7: Statstcal parameter estmato Parameter Estmato Methods of Parameter Estmato 1) Method of Matchg Pots ) Method of Momets 3) Mamum Lkelhood method Populato Parameter Sample Parameter Ubased estmato
More informationProbability and. Lecture 13: and Correlation
933 Probablty ad Statstcs for Software ad Kowledge Egeers Lecture 3: Smple Lear Regresso ad Correlato Mocha Soptkamo, Ph.D. Outle The Smple Lear Regresso Model (.) Fttg the Regresso Le (.) The Aalyss of
More informationFaculty Research Interest Seminar Department of Biostatistics, GSPH University of Pittsburgh. Gong Tang Feb. 18, 2005
Faculty Research Iterest Semar Departmet of Bostatstcs, GSPH Uversty of Pttsburgh Gog ag Feb. 8, 25 Itroducto Joed the departmet 2. each two courses: Elemets of Stochastc Processes (Bostat 24). Aalyss
More informationNonlinear Piecewise-Defined Difference Equations with Reciprocal Quadratic Terms
Joural of Matematcs ad Statstcs Orgal Researc Paper Nolear Pecewse-Defed Dfferece Equatos wt Recprocal Quadratc Terms Ramada Sabra ad Saleem Safq Al-Asab Departmet of Matematcs, Faculty of Scece, Jaza
More informationSTA 105-M BASIC STATISTICS (This is a multiple choice paper.)
DCDM BUSINESS SCHOOL September Mock Eamatos STA 0-M BASIC STATISTICS (Ths s a multple choce paper.) Tme: hours 0 mutes INSTRUCTIONS TO CANDIDATES Do ot ope ths questo paper utl you have bee told to do
More informationLecture Notes 2. The ability to manipulate matrices is critical in economics.
Lecture Notes. Revew of Matrces he ablt to mapulate matrces s crtcal ecoomcs.. Matr a rectagular arra of umbers, parameters, or varables placed rows ad colums. Matrces are assocated wth lear equatos. lemets
More information