Revisiting Variance Decomposition when Independent Samples Intersect
Résumé The variance and the estimated variance of the expanded estimator in the intersection of two independent samples can be decomposed into two ways. Due to the inclusion probabilities, it is generally more practical to compute the variance with one decomposition. With the other one, it is more convenient to estimate the variance.
Mots-clés everse approachTwo-phase samplingTwo-stage samplingVariance estimation
Citation Tillé, Y., & Vallée, A. A. (2017). Revisiting Variance Decomposition when Independent Samples Intersect. Statistics and Probability Letters, 130, 71-75.
Type Article de périodique (Anglais)
Date de publication 21-7-2017
Nom du périodique Statistics and Probability Letters
Volume 130
Pages 71-75
URL https://www.sciencedirect.com/science/article/pii/S016771...
Liée au projet Convention Université de Neuchâtel/Office fédéral de la s...