Properties of Successive Sample Moment Estimators

DOI10.1002/SAPM1985733239MaRDI QIDQ3719615zbMATH OpenOpenAlexFDO

Authors

Publication date 1985

Published in Studies in Applied Mathematics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1721.1/48755

zbMATH Keywords

approximately unbiased estimatorsasymmetric pairfinite populationsHorvitz-Thompson type estimatorsinclusion probabilitieslack of informationmoment type estimatornumerical analysispopulation totalsuccessive sampling proceduresymmetric pairstranscendental equations

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05)

Recommendations

• Estimation for large successive samples with unknown inclusion probabilities
• Estimators of the population mean in finite population sampling on successive occasions
• Quantile estimation under successive sampling
• Estimation of Population Mean Under Successive Sampling Scheme when Various Weights and Regression Coefficients are Unknown
• Population moments and moments of the sample mean

Cites work

• A Generalization of Sampling Without Replacement From a Finite Universe
• Successive sampling in large finite populations

Cited in

(3)

• Estimation for large successive samples with unknown inclusion probabilities
• Estimation of Finite Population Properties When Sampling is Without Replacement and Proportional to Magnitude
• How many moments can be estimated from a large sample?

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