JOURNAL OF THE INDIAN SOCIETY OF AGRICULTURAL STATISTICS

Similar documents
8.6 Order-Recursive LS s[n]

Some Exponential Ratio-Product Type Estimators using information on Auxiliary Attributes under Second Order Approximation

x z Increasing the size of the sample increases the power (reduces the probability of a Type II error) when the significance level remains fixed.

TESTS OF SIGNIFICANCE

M227 Chapter 9 Section 1 Testing Two Parameters: Means, Variances, Proportions

New Ratio Estimators Using Correlation Coefficient

REVIEW OF SIMPLE LINEAR REGRESSION SIMPLE LINEAR REGRESSION

Optimal Search for Efficient Estimator of Finite Population Mean Using Auxiliary Information

Statistical Inference Procedures

STA 4032 Final Exam Formula Sheet

STUDENT S t-distribution AND CONFIDENCE INTERVALS OF THE MEAN ( )

u t u 0 ( 7) Intuitively, the maximum principles can be explained by the following observation. Recall

Comments on Discussion Sheet 18 and Worksheet 18 ( ) An Introduction to Hypothesis Testing

COMPARISONS INVOLVING TWO SAMPLE MEANS. Two-tail tests have these types of hypotheses: H A : 1 2

Applied Mathematical Sciences, Vol. 9, 2015, no. 3, HIKARI Ltd,

Chapter 9. Key Ideas Hypothesis Test (Two Populations)

A General Family of Estimators for Estimating Population Variance Using Known Value of Some Population Parameter(s)

LECTURE 13 SIMULTANEOUS EQUATIONS

ME 410 MECHANICAL ENGINEERING SYSTEMS LABORATORY REGRESSION ANALYSIS

SOLUTION: The 95% confidence interval for the population mean µ is x ± t 0.025; 49

VIII. Interval Estimation A. A Few Important Definitions (Including Some Reminders)

ON IMPROVEMENT IN ESTIMATING POPULATION PARAMETER(S) USING AUXILIARY INFORMATION

IntroEcono. Discrete RV. Continuous RV s

Chain ratio-to-regression estimators in two-phase sampling in the presence of non-response

ON THE SCALE PARAMETER OF EXPONENTIAL DISTRIBUTION

Improved Class of Ratio -Cum- Product Estimators of Finite Population Mean in two Phase Sampling

Abstract. Ranked set sampling, auxiliary variable, variance.

Tables and Formulas for Sullivan, Fundamentals of Statistics, 2e Pearson Education, Inc.

Confidence Intervals. Confidence Intervals

STRONG DEVIATION THEOREMS FOR THE SEQUENCE OF CONTINUOUS RANDOM VARIABLES AND THE APPROACH OF LAPLACE TRANSFORM

20. CONFIDENCE INTERVALS FOR THE MEAN, UNKNOWN VARIANCE

Heat Equation: Maximum Principles

Analysis of Analytical and Numerical Methods of Epidemic Models

Generalized Fibonacci Like Sequence Associated with Fibonacci and Lucas Sequences

UNIVERSITY OF CALICUT

Estimating the Population Mean using Stratified Double Ranked Set Sample

Developing Efficient Ratio and Product Type Exponential Estimators of Population Mean under Two Phase Sampling for Stratification

Formula Sheet. December 8, 2011

Improved exponential estimator for population variance using two auxiliary variables

Estimation Theory. goavendaño. Estimation Theory

Assignment 1 - Solutions. ECSE 420 Parallel Computing Fall November 2, 2014

100(1 α)% confidence interval: ( x z ( sample size needed to construct a 100(1 α)% confidence interval with a margin of error of w:

Tools Hypothesis Tests

Efficient Point Estimation of the Sharpe Ratio

Estimation of Population Mean Using Co-Efficient of Variation and Median of an Auxiliary Variable

Finite Difference Formulae for Unequal Sub- Intervals Using Lagrange s Interpolation Formula

Relating Inference and Missing Data by Rubin (1976) to Simple Random Sampling with Response Error Ed Stanek 1. INTRODUCTION

Chapter 9: Hypothesis Testing

Estimation of Current Population Variance in Two Successive Occasions

Generalized Likelihood Functions and Random Measures

Queueing Theory (Part 3)

Improved Estimation of Rare Sensitive Attribute in a Stratified Sampling Using Poisson Distribution

Varanasi , India. Corresponding author

18.05 Problem Set 9, Spring 2014 Solutions

Chapter-2: A Generalized Ratio and Product Type Estimator for the Population Mean in Stratified Random Sampling CHAPTER-2

A Generalized Class of Unbiased Estimators for Population Mean Using Auxiliary Information on an Attribute and an Auxiliary Variable

TI-83/84 Calculator Instructions for Math Elementary Statistics

Chapter 1 Econometrics

A Family of Unbiased Estimators of Population Mean Using an Auxiliary Variable

Modified Ratio Estimators Using Known Median and Co-Efficent of Kurtosis

Jambulingam Subramani 1, Gnanasegaran Kumarapandiyan 2 and Saminathan Balamurali 3

Computation of Hahn Moments for Large Size Images

Erick L. Oberstar Fall 2001 Project: Sidelobe Canceller & GSC 1. Advanced Digital Signal Processing Sidelobe Canceller (Beam Former)

Questions about the Assignment. Describing Data: Distributions and Relationships. Measures of Spread Standard Deviation. One Quantitative Variable

Mean Value Prediction of the Biased Estimators

Statistics and Chemical Measurements: Quantifying Uncertainty. Normal or Gaussian Distribution The Bell Curve

This appendix derives Equations (16) and (17) from Equations (12) and (13).

On the Multivariate Analysis of the level of Use of Modern Methods of Family Planning between Northern and Southern Nigeria

S T A T R a c h e l L. W e b b, P o r t l a n d S t a t e U n i v e r s i t y P a g e 1. = Population Variance

On the Signed Domination Number of the Cartesian Product of Two Directed Cycles

AN APPLICATION OF HYPERHARMONIC NUMBERS IN MATRICES

Chapter 1 ASPECTS OF MUTIVARIATE ANALYSIS

A Generalized Class of Estimators for Finite Population Variance in Presence of Measurement Errors

Improved Ratio Estimators of Population Mean In Adaptive Cluster Sampling

On the 2-Domination Number of Complete Grid Graphs

Further Investigation of alternative Formulation of RP Model with Response Error. Ed Stanek

CE3502 Environmental Monitoring, Measurements, and Data Analysis (EMMA) Spring 2008 Final Review

Random Variables, Sampling and Estimation

Isolated Word Recogniser

Hilbert-Space Integration

10-716: Advanced Machine Learning Spring Lecture 13: March 5

2 1. The r.s., of size n2, from population 2 will be. 2 and 2. 2) The two populations are independent. This implies that all of the n1 n2

MTH 212 Formulas page 1 out of 7. Sample variance: s = Sample standard deviation: s = s

Collective Support Recovery for Multi-Design Multi-Response Linear Regression

A New Estimator Using Auxiliary Information in Stratified Adaptive Cluster Sampling

Number of fatalities X Sunday 4 Monday 6 Tuesday 2 Wednesday 0 Thursday 3 Friday 5 Saturday 8 Total 28. Day

11/19/ Chapter 10 Overview. Chapter 10: Two-Sample Inference. + The Big Picture : Inference for Mean Difference Dependent Samples

Reasons for Sampling. Forest Sampling. Scales of Measurement. Scales of Measurement. Sampling Error. Sampling - General Approach

Mathacle PSet Stats, Confidence Intervals and Estimation Level Number Name: Date: Unbiased Estimators So we don t have favorite.

Estimation of the Population Mean in Presence of Non-Response

Uniformly Consistency of the Cauchy-Transformation Kernel Density Estimation Underlying Strong Mixing

LECTURE 2 LEAST SQUARES CROSS-VALIDATION FOR KERNEL DENSITY ESTIMATION

Another Look at Estimation for MA(1) Processes With a Unit Root

Performance-Based Plastic Design (PBPD) Procedure

Fig. 1: Streamline coordinates

Grant MacEwan University STAT 151 Formula Sheet Final Exam Dr. Karen Buro

Research Article An Alternative Estimator for Estimating the Finite Population Mean Using Auxiliary Information in Sample Surveys

MINIMUM VARIANCE STRATIFICATION FOR COMPROMISE ALLOCATION

The Advection-Diffusion equation!

Properties and Hypothesis Testing

Transcription:

Available olie at www.ia.org.i/jia JOURA OF THE IDIA OIETY OF AGRIUTURA TATITI 64() 00 55-60 Variace Etimatio for te Regreio Etimator of te Mea i tratified amplig UMMARY at Gupta * ad Javid abbir Departmet of Matematic ad tatitic, Uiverity of ort arolia at Greeboro, Greeboro, 740, UA Departmet of tatitic, Quaid-i-Azam Uiverity, Ilamabad 4530, Pakita Received 8 Jauary 00; Revied 9 April 00; Accepted 30 April 00 I ti paper, we propoe a cla of etimator for variace of eparate regreio etimator of mea i tratified amplig ad derive it propertie uder large ample approximatio. Te propoed cla of etimator perform better ta te traditioal regreio etimator ad te Wu (985) etimator. Mea quare error of differet etimator are compared umerically alo uig tree differet data et from te literature. Keyword: eparate regreio etimator, tratificatio, Bia, Mea quare error, Efficiecy.. ITRODUTIO et U be a fiite populatio of ize. Te tudy variable ad te auxiliary variable are deoted by y ad x repectively ad te populatio i partitioed ito o-overlappig trata accordig to ome caracteritic. Te ize of te t tratum i (,,..., ) uc tat. A tratified ample of ize i draw from ti populatio ad let be ample ize from t tratum uc tat. Te obervatio o y ad x correpodig to i t uit of t tratum (,,, ) are y i ad x i repectively. et y ad x be ample mea ad Y ad be populatio mea of y ad x repectively i t tratum. uppoe y W y ad t x Wx are t tratified ample mea ad Y WY ad W are populatio mea of y ad x repectively, were W / i kow tratum weigt. et y ( ) x i i ( y y i ) ad i x x be ample variace ad y ( y Y i ) ad i x ( x i ) be populatio variace of y i ad x repectively i t tratum. Fially, let yx * orrepodig autor : at Gupta E-mail addre : gupta@ucg.edu

56 at Gupta / Joural of te Idia ociety of Agricultural tatitic 64() 00 55-60 ( y y )( x x ) ad i i i i yx ( y Y )( x ) be ample ad populatio i i covariace repectively i t tratum. We aume tat all parameter correpodig to auxiliary variable x are kow. I ubequet preetatio, we igore fiite populatio correctio term ( / ) for computatioal eae. A well-kow etimator of Y i eparate regreio etimator y W { y + b ( x )}, were b i ample regreio coefficiet. Variace of y i give by V ( y ) W () were yx ( y x ) ( ρ ) / y ρ i populatio correlatio coefficiet betwee y ad x i t tratum. Te primary objective of ti paper i to preet a etimator of V ( y ) ad compare it wit ome of te kow etimator. A obviou etimator of V ( y ) i give by v W r () were r yx ( y x ) ( )/ y i ample correlatio coefficiet betwee y ad x i t tratum. Propertie of v ca be derived eaily oce we defie te followig error term: e 0 e y y y x x x x, e ad e 3 yx It ca be verified tat E(e i ) 0 (i 0,,, 3). Alo up to firt order of approximatio, we ave te yx yx followig expectatio tat ca be derived eaily o te lie of ukatme et al. (997): 0 E( ε ) E( ε ) E(e 0 e i ) E( ε ε ) 0 3 ( λ ), 40 ( λ ), 04 E( ε ) x E( ε ) 3 ρ l x, E(e 0 e ) E( ε ε 3 ) E( ε ε ) were 3 l pq ad m pq ρ 3, x ρ ρ µ 3 pq p/ q/ 0 0 µ µ i E( ε ε ) (l ) λ p ( y Y ) ( x ) i i ow writig v i term of e, we ave v ( + ε ) yx 3 W ( + ε ) y 0 ( + ε ) x q 03 (3) From (3), te bia ad ME of v are give by were B(V ) W A (4) / y ρ A (l 04 ) + 3 ρ ρ x

at Gupta / Joural of te Idia ociety of Agricultural tatitic 64() 00 55-60 57 ad ME(v ) were W 4 4 y ( λ ) ρ ρ 4 3 + B + 40 B ( λ ) + 4( λ ρ 04 ) ( λ ρ ) 4 3 ad ( λ ) ( λ ρ ) 3 (5) May autor ave preeted etimator tat exploit a variety of iformatio available from te auxiliary variable. Tee iclude Da ad Tripati (98), rivatava ad Jajj (980, 983), Wu (985), Praad ad ig (990, 99). I particular, Wu (985) a preeted a etimator of V ( y ) wic i give by W ( r ) x (6) v W ( ) g y were g i a appropriately coe cotat. Propertie of ti etimator will be dicued i te ext ectio.. PROPOED ETIMATOR Our propoed etimator of V ( y ) i a exteio of te Wu (985) etimator were we exploit iformatio o bot i give by ad. Te ew etimator x cotat, uc a te coefficiet of variatio ( x ), coefficiet of kurtoi (l 04 ) or coefficiet of correlatio (r ). ote tat (i) For k 0 ad k 0, we ave v P v. (ii) For k g, a k 0 ad k 0, we ave v P v W. ow we derive te propertie of v P uder large ample approximatio. Writig v P i term of e, we ave v P were ( + ε ) yx 3 W ( + ε ) y 0 ( + ε ) x k ( + φ ε ) ( + φ ε ) k f ( + a ) k ad f ( + b x x k) From (8), te bia of v P i give by B(v p ) W y ( λ ) ( ) ( ρ ) k k φ φ + k k + φ 03 x x k ( k )( λ ) + + 04 (8) + ρ k x k 3 φ φ + ρ ρ v p W + a + b k x k ( ) x a + k + b x k r y (7) were k i (i, ) are cotat woe value are to be determied ad a k ad b k are ome kow uit free k k k φ λ k ( λ ) 03 x 04 3 ( λ ρ 04 ) + ρ { k k ( ) } φ λ + φ λ x (9)

58 at Gupta / Joural of te Idia ociety of Agricultural tatitic 64() 00 55-60 ubtitutig k g, k 0 ad a k 0 b k i.e. (f f ) i (9), we ca get te bia expreio for te Wu (985) etimator a B(v w ) W + ρ y x ρ g λ ( ρ ) ( + ) g g x g λ + 3 03 x ρ ( ) λ g λ 04 x ρ Alo from (8), te ME of v p i give by ME(v P ) ME(v ) were ad E + W ( ρ ) 3 { k φx kφ λ04 4 4 y + ( ) + k k φ φ λ03 x + ( ρ ) } { k φ D k φ E } λ D λ ρ λ ρ x x 03 (0) () ( ) 3 λ ρ ( λ ) ρ 04 From (), optimum value of k i (i, ) are give by k ad k ( ) ' & ( 04 03 x x 04 03 φ φ ( ρ )( ) E & ' x 03 x x 04 03 ( ρ )( ) ubtitutig optimum value of k i (i, ) i (), we get miimum ME of v P a ME(v P ) mi ME(v ) W 3 4 4 y D E D ( λ ) x 03 + x x { λ λ 04 03 } () ote tat ubtitutig k g, k 0 ad a k 0 b k, i.e. (f f ) i (), we ca get te ME of v W a ME(v W ) ME(v ) + g g x W 3 D ( ρ ) 4 4 ( ρ ) y From (3), te optimum value of g i (3) * g D ( ) x. Puttig optimum value of g i (3), we ca get te miimum ME of v W a ME(v W ) mi ME(v ) W 4 4 D ( 3 y x ) (4) ote tat te optimum value of k i (i, ) ivolve ukow parameter. Wu (985) poited out tat, if computatioal eae i ot a iue ad ample ize i uc tat te aymptotic reult become effective, te etimator baed o etimated optimal value of k i (i, ) ca be ued. 3. OMPARIO OF ETIMATOR We ow compare te propoed etimator wit two oter etimator dicued above. It i eay to verify tat (i) ME(v P )mi < ME(v ) if 4 D ( E D ) x 03 W λ + > 0 3 y x { λ λ x 04 03 }

at Gupta / Joural of te Idia ociety of Agricultural tatitic 64() 00 55-60 59 (ii) ME(v P ) mi < ME(v W ) mi if > 0 { λ λ } 4 ( E D ) W λ x 03 3 y x 04 03 oditio (i) ad (ii) alway old true becaue λ 04 03 ( λ ) ³ 0 (ee Jajj et al. 005). We ue te followig expreio for obtaiig te percet relative efficiecie wit repect to v : PRE ME( v ) ME( v ) i 00, i, W, P Te reult reported i Table are baed o tree data et give i te Appedix. Table. Percet relative efficiecy of differet etimator wit repect to v Etimator Data Data Data 3 v 00.000 00.000 00.000 v W 8.460 4.73.970 v P 64.43 56.05 36.557 Reult i Table ow tat te performace of propoed etimator i better ta te oter competig etimator. Ti wa clearly expected baed o oditio (i) ad (ii) above wic alway old true. Tu utilizig te iformatio o populatio variace i additio to te populatio mea of x ca furter improve efficiecy of te Wu (985) etimator. AKOWEDGEMET Te autor are takful to te referee for teir valuable uggetio tat reulted i igificat improvemet i te preetatio of ti paper. REFEREE Da, A.K. ad Tripati, T.P. (98). A cla of amplig trategie for populatio mea uig iformatio o mea ad variace of a auxiliary caracter. Tecical Report o. 3/8, tat. ad Mat. Diviio, II, alcutta. Jajj, H.., arma, M.K. ad Grover,.K. (005). A efficiet cla of cai etimator of populatio variace uder ub-amplig ceme. J. Jap. tat. oc., 35, 73-86. Praad, B. ad ig, H.P. (990). ome improved ratio-type etimator of fiite populatio variace i ample urvey. omm. tatit.- Teory Metod, 9, 7-39. Praad, B. ad ig, H.P. (99). Ubiaed etimator of fiite populatio variace uig auxiliary iformatio i ample urvey. omm. tatit.- Teory Metod,, 367-376. ig, R. ad Magat,.. (996). Elemet of urvey amplig. Kluwer Academic Publier. rivatava,.k. ad Jajj, H.. (980). A cla of etimator uig auxiliary iformatio for etimatig te fiite populatio variace. akya, 4, 87-96. rivatava,.k. ad Jajj, H.. (983). A cla of etimator of mea ad variace uig auxiliary iformatio we correlatio coefficiet i kow. Biom. J., 5, 40-407. ukatme, P.V., ukatme, B.V., ukatme,. ad Aok,. (997). amplig Teory of urvey wit Applicatio. 3 rd ed. Iowa tate Uiverity Pre, Ame, Iowa, U..A. ad Idia ociety of Agricultural tatitic, ew Deli, Idia. Wu,.F.J. (985). Variace etimatio for te combied ratio ad combied regreio etimator. J. Roy. tatit. oc., 47, 47-54.

60 at Gupta / Joural of te Idia ociety of Agricultural tatitic 64() 00 55-60 APPEDI Data : [ource: ig ad Magat (996, p. )] y : leaf area for te ewly developed trai of weat ad x: weigt of leave. 39,, 3, 3 4, 3, 4, 4, 5, 3 3 tratum Value of Parameter o. Y y x r l l l 03 l l 04 l 40 l 3 l 3 5.75 03.40 6.066460 0.893 0.9037 0.49305 0.509785 0.35990.9346.7483.939455.05797.8797 8.94 0.90 5.953 0.073375 0.9540 0.996098 0.08555.03465.970998 3.436904.9897 3.096674.930390 3 5.84 04.30 6.49630 0.9378 0.96689 0.0576 0.977 0.083846.53437.895550.344898.67595.398860 Data :[ource:ig ad Magat (996, p. 9)] y : juice quatity ad x: weigt of cae (Kg). 5, 6,, 3 7, 3, 0, 3, 4, 3 3 tratum Value of Parameter o. Y y x r l l l 03 l l 04 l 40 l 3 l 3 35.00 366.67 8.6496 0.4888 0.945563 0.57673 0.6493 0.45984.664.86563.343750.58679.8869 99.7 30.83 4.40968 0.3953 0.94896 0.9857 0.973885 0.94658 3.379509 3.68973 3.79407 3.77747 3.548659 3 80.7 37.4 0.59 0.6953 0.7533.03540 0.89565 0.85880.377 3.30635.3948.48754.7034 Data 3 :[ource:ig ad Magat (996, p. 0)] y : total umber of milc cow i 993 ad x: total umber of milc cow i 990. 4, 7,, 3 5, 3, 0, 3, 5, 3 tratum Value of Parameter o. Y y x r l l l 03 l l 04 l 40 l 3 l 3 7.43 5.9 3.8863 0.994 0.765459 0.44840 0.449445 0.03884.34807.849759.655367.09983.36937 9.58 7.5 3.9044 0.3860 0.406654 0.767 0.44895 0.5079 0.569598.307.750973 0.83490 0.674840 3 0.69 7.80 3.690 0.83769 0.494577 0.8980 0.8474 0.5699.34646.83339.59543.349.070460