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Variance estimation with Chao's sampling scheme

Variance estimation with Chao's sampling scheme
Variance estimation with Chao's sampling scheme
We show that the Hájek (Ann. Math Statist. (1964) 1491) variance estimator can be used to estimate the variance of the Horvitz–Thompson estimator when the Chao sampling scheme (Chao, Biometrika 69 (1982) 653) is implemented. This estimator is simple and can be implemented with any statistical packages. We consider a numerical and an analytic method to show that this estimator can be used. A series of simulations supports our findings.
entropy, Hájek variance estimator, inclusion probabilities, ?ps sampling scheme
0378-3758
253-277
Berger, Yves G.
8fd6af5c-31e6-4130-8b53-90910bf2f43b
Berger, Yves G.
8fd6af5c-31e6-4130-8b53-90910bf2f43b

Berger, Yves G. (2005) Variance estimation with Chao's sampling scheme. Journal of Statistical Planning and Inference, 127 (1-2), 253-277. (doi:10.1016/j.jspi.2003.08.014).

Record type: Article

Abstract

We show that the Hájek (Ann. Math Statist. (1964) 1491) variance estimator can be used to estimate the variance of the Horvitz–Thompson estimator when the Chao sampling scheme (Chao, Biometrika 69 (1982) 653) is implemented. This estimator is simple and can be implemented with any statistical packages. We consider a numerical and an analytic method to show that this estimator can be used. A series of simulations supports our findings.

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More information

Published date: 2005
Keywords: entropy, Hájek variance estimator, inclusion probabilities, ?ps sampling scheme

Identifiers

Local EPrints ID: 34121
URI: http://eprints.soton.ac.uk/id/eprint/34121
ISSN: 0378-3758
PURE UUID: 79801d83-7671-4331-a3df-fd83cfd680ee
ORCID for Yves G. Berger: ORCID iD orcid.org/0000-0002-9128-5384

Catalogue record

Date deposited: 16 May 2006
Last modified: 16 Mar 2024 03:03

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