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Almost Unbiased Exponential Estimator For The Finite Population Mean
Almost Unbiased Exponential Estimator For The Finite Population Mean
Florentin Smarandache
University of New Mexico, USA
Published in:
Rajesh Singh, Pankaj Chauhan, Nirmala Sawan, Florentin Smarandache (Editors)
AUXILIARY INFORMATION AND A PRIORI VALUES IN CONSTRUCTION
OF IMPROVED ESTIMATORS
Renaissance High Press, Ann Arbor, USA, 2007
(ISBN-10): 1-59973-046-4
(ISBN-13): 978-1-59973-046-2
pp. 41 - 53
Abstract
In this paper we have proposed an almost unbiased ratio and product type
exponential estimator for the finite population mean Y . It has been shown that Bahl and
Tuteja (1991) ratio and product type exponential estimators are particular members of the
proposed estimator.
1. Introduction
It is well known that the use of auxiliary information in sample surveys results in
substantial improvement in the precision of the estimators of the population mean. Ratio,
product and difference methods of estimation are good examples in this context. Ratio
method of estimation is quite effective when there is a high positive correlation between
study and auxiliary variables. On other hand, if this correlation is negative (high), the
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Consider a finite population with N units ( U 1 , U 2 ,...., U N ) for each of which the
mean of character y under study. Let ( y, x ) be the sample mean estimator of ( Y, X ) the
character y, assuming the knowledge of the population mean X of the auxiliary character
x, Bahl and Tuteja (1991) suggested ratio and product type exponential estimator
⎛X−x⎞
t 1 = y exp⎜⎜ ⎟⎟ (1.1)
⎝X+x⎠
⎛x−X⎞
t 2 = y exp⎜⎜ ⎟⎟ (1.2)
⎝x+X⎠
Up to the first order of approximation, the bias and mean-squared error (MSE) of
⎛ N − n ⎞ Cx ⎛1 ⎞
2
B(t 1 ) = ⎜ ⎟Y ⎜ − K⎟ (1.3)
⎝ nN ⎠ 2 ⎝2 ⎠
⎛ N−n⎞ 2⎡ 2 2⎛1 ⎞⎤
MSE(t 1 ) = ⎜ ⎟ Y ⎢C y + C x ⎜ − K ⎟ ⎥ (1.4)
⎝ nN ⎠ ⎣ ⎝4 ⎠⎦
⎛ N − n ⎞ Cx ⎛ 1 ⎞
2
B(t 2 ) = ⎜ ⎟Y ⎜ + K⎟ (1.5)
⎝ nN ⎠ 2 ⎝ 2 ⎠
42
⎛ N−n⎞ 2⎡ 2 2⎛1 ⎞⎤
MSE(t 2 ) = ⎜ ⎟ Y ⎢C y + C x ⎜ + K ⎟ ⎥ (1.6)
⎝ nN ⎠ ⎣ ⎝4 ⎠⎦
(y i − Y )2 , (x i − X )2 ,
1 N
1 N Sy Sx
where S 2y = ∑
(N − 1) i=1
S 2x = ∑
(N − 1) i=1
Cy =
Y
, Cx =
X
,
⎛ Cy ⎞
(y − Y )(x i − X ) .
S yx 1 N
K = ρ⎜⎜ ⎟⎟ , ρ =
(S y S x ) , S yx = ∑
(N − 1) i=1 i
⎝ Cx ⎠
From (1.3) and (1.5), we see that the estimators t 1 and t 2 suggested by Bahl and
Following Singh and Singh (1993) and Singh and Singh (2006) we have proposed almost
unbiased estimators of Y .
⎛X−x⎞ ⎛x−X⎞
Suppose t 0 = y , t 1 = y exp⎜⎜ ⎟⎟ , t 2 = y exp⎜⎜ ⎟⎟
⎝X+x⎠ ⎝x+X⎠
such that t 0 , t 1 , t 2 ∈ H , where H denotes the set of all possible estimators for estimating
2
th = ∑ hiti ∈ H (2.1)
i =0
2
for ∑h
i =0
i = 1, hi ∈ R (2.2)
where h i (i = 0,1,2 ) denotes the statistical constants and R denotes the set of real numbers.
y = Y (1 + e 0 ) , x = X (1 + e1 ) .
such that
E (e0)=E (e1)=0.
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⎛N−n⎞ 2 ⎛N−n⎞ 2 ⎛N−n⎞
E(e 02 ) = ⎜ ⎟C y , E ( e 1 ) = ⎜ ⎟C x , E(e 0 e1 ) = ⎜ ⎟ρC y C x .
2
⎝ Nn ⎠ ⎝ Nn ⎠ ⎝ Nn ⎠
⎡ ⎛ − e1 ⎞ ⎛ e ⎞⎤
t h = Y (1 + e 0 )⎢h 0 + h 1 exp⎜⎜ ⎟⎟ + h 2 exp⎜⎜ 1 ⎟⎟⎥ (2.3)
⎣ ⎝ 2 + e1 ⎠ ⎝ 2 + e1 ⎠ ⎦
Expanding the right hand side of (2.3) and retaining terms up to second powers of e’s, we
have
⎡ e e2 e2 e e e e ⎤
t h = Y ⎢1 + e 0 − 1 (h 1 − h 2 ) + h 1 1 + h 2 1 − h 1 0 1 + h 2 0 1 ⎥ (2.4)
⎣ 2 8 8 2 2 ⎦
Taking expectations of both sides of (2.4) and then subtracting Y from both sides, we get
⎛ N − n ⎞ Cx ⎡1 ⎤
2
B( t h ) = ⎜ ⎟Y ⎢ 4 (h 1 + h 2 ) − K (h 1 − h 2 )⎥ (2.5)
⎝ Nn ⎠ 2 ⎣ ⎦
⎡ e ⎤
(t h − Y ) ≅ Y ⎢e 0 − h 1 ⎥ (2.6)
⎣ 2⎦
Squaring both the sides of (2.7) and then taking expectations, we get MSE of the
⎛ N−n⎞ 2⎡ 2 2 ⎛h ⎞⎤
MSE ( t h ) = ⎜ ⎟ Y ⎢C y + C x h ⎜ − K ⎟ ⎥ (2.8)
⎝ Nn ⎠ ⎣ ⎝4 ⎠⎦
h = 2K. (2.9)
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Thus the minimum MSE of th is given by
⎛N−n⎞ 2 2
min .MSE ( t h ) = ⎜ ⎟Y C y 1 − ρ
2
( ) (2.10)
⎝ Nn ⎠
h1-h2 = h = 2K . (2.11)
From (2.2) and (2.11), we have only two equations in three unknowns. It is not possible
to find the unique values for hi’s, i=0,1,2. In order to get unique values of hi’s, we shall
∑ h B(t ) = 0.
i =0
i i (2.12)
Equations (2.2), (2.11) and (2.12) can be written in the matrix form as
⎡1 1 1 ⎤ ⎡h 0 ⎤ ⎡ 1 ⎤
⎢0 1 − 1 ⎥⎥ ⎢⎢ h 1 ⎥⎥ = ⎢⎢2K ⎥⎥ (2.13)
⎢
⎢⎣0 B( t 1 ) B( t 2 )⎥⎦ ⎢⎣h 2 ⎥⎦ ⎢⎣ 0 ⎥⎦
h 0 = 1 − 4K 2 ⎫
⎪
h 1 = K + 2K 2 ⎬ (2.14)
⎪
h 2 = − K + 2K 2 ⎭
Use of these hi’s (i=0,1,2) remove the bias up to terms of order o(n-1) at (2.1).
preliminary large sample on which only the auxiliary characteristic is observed. The
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value of population mean X of the auxiliary character x is then replaced by this estimate.
procedure for finding the reliable estimate in first phase sample for the unknown
parameters of the auxiliary variable x and hence has eminent role to play in survey
of size n ′ on which only the characteristic x is measured. Then a second phase sample of
size n (n < n ′) is drawn on which both y and x characteristics are measured. Let
1 n′
x = ∑ x i denote the sample mean of x based on first phase sample of size n ′ ;
n ′ i =1
1 n 1 n
y= ∑
n i =1
y i and x = ∑ x i be the sample means of y and x respectively based on
n i =1
⎛ x′ − x ⎞
t 1d = y exp⎜ ⎟ (3.1)
⎝ x′ + x ⎠
⎛ x − x′ ⎞
t 2 d = y exp⎜ ⎟ (3.2)
⎝ x + x′ ⎠
y = Y (1 + e 0 ) , x = X (1 + e1 ) , x ′ = X (1 + e1′ )
such that
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and
E(e 0 e1 ) = f 1ρC y C x ,
E(e 0 e1′ ) = f 2 ρC y C x ,
E(e1e1′ ) = f 2 C 2x .
⎛1 1 ⎞ ⎛1 1⎞
where f 1 = ⎜ − ⎟ , f 2 = ⎜ − ⎟ .
⎝n N⎠ ⎝ n′ N ⎠
⎡ C 2x 1 ⎤
B( t 1d ) = Yf 3 ⎢ − ρC y C x ⎥ (3.3)
⎣ 8 2 ⎦
⎡C2 1 ⎤
B( t 2 d ) = Yf 3 ⎢ x + ρC y C x ⎥ (3.4)
⎣ 8 2 ⎦
⎡ 2 ⎛ C 2x ⎞⎤
MSE ( t 1d ) = Y ⎢f 1C y + f 3 ⎜⎜
2
− ρC x C y ⎟⎟⎥ (3.5)
⎣⎢ ⎝ 4 ⎠⎦⎥
⎡ ⎛ C2 ⎞⎤
MSE ( t 2d ) = Y 2 ⎢f 1C 2y + f 3 ⎜⎜ x + ρC x C y ⎟⎟⎥ (3.6)
⎢⎣ ⎝ 4 ⎠⎥⎦
⎛1 1 ⎞
where f3 = ⎜ − ⎟ .
⎝ n n′ ⎠
From (3.3) and (3.4) we observe that the proposed estimators t 1d and t 2d are biased,
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Suppose t 0 = y , t 1d and t 2d as defined in (3.1) and (3.2) such that
t0, t 1d , t 2d ∈ W , where W denotes the set of all possible estimators for estimating the
2
tW = ∑ witi ∈ W . (4.1)
i =0
2
for ∑w
i =1
i = 1, wi ∈ R . (4.2)
where w i (i = 0,1,2 ) denotes thee statistical constants and R denotes the set of real
numbers.
To obtain the bias and MSE of t w , using notations of section 3 and expressing t w in
⎡ ⎛ e′ − e ⎞ ⎛ e − e′ ⎞⎤
t w = Y (1 + e 0 )⎢ w 0 + w 1 exp⎜ 1 1 ⎟ + w 2 exp⎜ 1 1 ⎟⎥ (4.3)
⎣ ⎝ 2 ⎠ ⎝ 2 ⎠⎦
t w = Y[1 + e 0 −
w
(e1 − e1′ ) + w 1 (e12 + e1′ 2 ) + w 2 (e12 + e1′ 2 ) − ⎛⎜ w 1 + w 2 ⎞⎟e1e1′
2 8 8 ⎝ 4 4 ⎠
+
w
(e 0 e1′ − e 0 e1 )] (4.4)
2
where w = w 1 − w 2 . (4.5)
Taking expectations of both sides of (4.4) and then subtracting Y from both sides, we get
⎡⎛ w + w 2 ⎞ 2 w ⎤
Bias( t w ) = Yf 3 ⎢⎜ 1 ⎟C x − ρC y C x ⎥ (4.6)
⎣⎝ 8 ⎠ 2 ⎦
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⎡ ⎤
t w ≅ Y ⎢e 0 − (e1 − e1′ )⎥
w
(4.7)
⎣ 2 ⎦
Squaring both sides of (4.7) and then taking expectation, we get MSE of the estimator
⎡ ⎛w⎞ ⎤
MSE (t w ) = Y 2 ⎢f1C 2y + f 3 wC 2x ⎜ ⎟ − K ⎥ (4.8)
⎣ ⎝4⎠ ⎦
w = 2K. (4.9)
[
min .MSE ( t w ) = Y 2 C 2y f 1 − f 3 ρ 2 ] (4.10)
which is same as that of two-phase linear regression estimator. From (4.5) and (4.9), we
have
w 1 − w 2 = w = 2K (4.11)
From (4.2) and (4.11), we have only two equations in three unknowns. It is not
possible to find the unique values for w i ' s(i = 0,1,2 ) . In order to get unique values of
∑ w B(t
i =0
i id )=0 (4.12)
Equations (4.2), (4.11) and (4.12) can be written in the matrix form as
⎡1 1 1 ⎤ ⎡w 0 ⎤ ⎡ 1 ⎤
⎢0 1 − 1 ⎥⎥ ⎢⎢ w 1 ⎥⎥ = ⎢⎢2K ⎥⎥ (4.13)
⎢
⎢⎣0 B( t 1d ) B( t 2 d )⎥⎦ ⎢⎣ w 2 ⎥⎦ ⎢⎣ 0 ⎥⎦
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w 0 = 1 − 8K 2 ⎫
⎪
w 1 = K + 4K 2 ⎬ (4.14)
⎪
w 2 = − K + 4K 2 ⎭
Use of these w i ' s(i = 0,1,2 ) removes the bias up to terms of order o(n −1 ) at (4.1).
5. Empirical study
The data for the empirical study are taken from two natural population data sets
Scalars Population
I II
h0 -2.2065 -20.93
h1 2.4985 8.62
h2 0.7079 13.30
Using these values of hi’s (i = 0,1,2) given in the table 5.1, one can reduce the bias
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In table 5.2, Percent relative efficiency (PRE) of y , t1, t2 and th (in optimum case) are
Population I Population II
y 100 100
t1 272.75 32.55
t2 47.07 126.81
Table 5.2 clearly shows that the suggested estimator th in its optimum condition is
better than usual unbiased estimator y , Bahl and Tuteja (1991) estimators t1 and t2.
populations:
y : Output
x : Number of workers
C y = 0.3542 , C x = 0.9484 , ρ = 0.9150 , N = 80, n ′ = 20 , n = 8.
In table 5.3 the values of scalars w i ' s(i = 0,1,2 ) are listed.
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Table 5.3: Values of w i ' s(i = 0,1,2 )
w0 0.659 0.2415
w1 0.808 0.0713
w2 0.125 0.6871
Using these values of w i ' s(i = 0,1,2 ) given in table 5.3 one can reduce the bias
Population I Population II
y 100 100
t 1d 128.07 74.68
t 2d 41.42 103.64
tw 138.71 106.11
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References
Bahl, S. and Tuteja, R.K. (1991): Ratio and product type exponential estimator.
Cochran, W. G. (1977): Sampling techniques. Third edition Wiley and Sons, New York.
Hidiroglou, M. A. and Sarndal, C.E. (1998): Use of auxiliary information for two-phase
Murthy, M..N (1967): Sampling Theory and Methods. Statistical Publishing Society,
Calcutta, India.
Rao, T. J. (1983): A new class of unbiased product estimators. Tech. Rep. No. 15183,
Singh, R. and Singh, J. (2006): Separation of bias in the estimators of population mean
332.
Singh, S. and Singh, R. (1993): A new method: Almost separation of bias precipitates in
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