On two sampling techniques for estimation of quantiles

Arkadiusz Kozłowski

Abstract

The balanced sampling design, which is defined by the property that Horvitz-Thompson estimators of the population totals of a set of auxiliary variables equal the known totals of these variables, is a good method for decreasing the variability of estimators of totals of variables of interest. Similar idea can be utilized in the context of estimation of quantiles. If the sample is drawn in a way that simple estimators of quantiles or cumulative distribution functions of a set of auxiliary variables equal the known quantiles or cumulative distribution functions of these variables, than estimators of quantiles of variables of interest should be less variable. Simulation experiments were carried out which indicate that this is a justified supposition.
Author Arkadiusz Kozłowski (FM / DS)
Arkadiusz Kozłowski,,
- Department of Statistics
Journal seriesZarządzanie i Finanse, ISSN 2084-5189, (B 10 pkt)
Issue year2018
Vol16
No4, cz. 3
Pages147-161
Publication size in sheets0.7
Keywords in Englishquantile estimation, sampling algorithms, balanced sampling, cumulative distribution function
Languageen angielski
Score (nominal)10
Score sourcejournalList
ScoreMinisterial score = 10.0, 06-03-2020, ArticleFromJournal
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