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The Efficiency of Stratified Sampling in the Estimation of Parameters for a Bivariate Normal Population
Author(s) -
Brown G. H.
Publication year - 1976
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2346511
Subject(s) - bivariate analysis , statistics , stratified sampling , mathematics , sampling (signal processing) , estimation , population , econometrics , computer science , demography , economics , sociology , filter (signal processing) , computer vision , management
Summary The use of stratification to obtain estimates of the parameters of a bivariate normal distribution is considered. One variate (easier, or cheaper, to measure than the other) is stratified and then paired observations are completed by sampling from each stratum, so that non‐representative sampling may be utilized to obtain more efficient estimates of some of the parameters. The large sample variance‐covariance matrix of the maximum likelihood estimates is explicitly evaluated and the small sample efficiency investigated by simulation. An example dealing with staple length and average fibre length within wool staples is given to illustrate the calculations.