On predicting the finite population distribution function

DOI10.1016/0167-7152(94)90187-2MaRDI QIDQ1324558zbMATH OpenOpenAlexFDO

Authors Heleno Bolfarine, Mônica C. Sandoval

Publication date 12 December 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)90187-2

zbMATH Keywords

asymptotic relative efficiencybest unbiased predictorerror variancefinite populationlocation modelnormally distributed errorsoptimal predictionordinary sample empirical distribution functionprediction variancessample approximations

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Review text

Consider a finite population of size \(N\) with \(y_ 1, y_ 2, \dots, y_ N\) as values of a study variable \(y\). The finite population distribution function is defined by \[ F_ n(t)= N^{-1} \sum_{j=1}^ N \Delta(t- y_ j) \quad \text{where} \quad \Delta(x)=1 \text{ if } x\geq 0 \text{ and 0 otherwise}. \] The authors discuss the problem of optimal prediction of \(F_ N(t)\) under general linear regression models with normally distributed errors when the error variance is unknown and derive its best unbiased predictor as well as the asymptotic distribution. Under a simple location model the asymptotic relative efficiency of this predictor, relative to that of the ordinary sample empirical distribution function, is derived. Further, for some important special cases, large sample approximations for the prediction variances are obtained for the best unbiased predictors.

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Cites work

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Cited in

(8)

• Adaptive ridge-type predictors in finite population
• Prediction theory for finite populations
• Predicting a population total under balanced samples
• Nonlinear Prediction Theory and the Estimation of Proportions in a Finite Population
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• PREDICTION OF THE FINITE POPULATION DISTRIBUTION FUNCTION UNDER GAUSSIAN SUPERPOPULATION MODELS
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