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以多辅助指标线性组合为辅助信息的比估计法 被引量:2

Ratio Estimation with Multivariate Auxiliary Variable Linear Combination
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摘要 本文以提高估计量的精度为目的,把多个辅助变量适当加权构造了一个单辅助变量,利用构造的单辅助指标定义了一个新的比估计量,从理论上研究了这种辅助指标组合中权w_k的选取方法.并将这种新构造的比估计量与单辅助指标比估计量、Srivastava及B.Kiregyera链式比估计量在精度上进行了数值比较,结果表明:这种新的多辅助指标组合比估计在精度上要优于以上几种比估计. In this paper, with the purpose of improving the accuracy of estimation,we constructed a new ratio estimation using a linear combination auxiliary index which is created by proper weighted in multivariate auxiliary index,and discussed how to choose the weight Wk in the theory. At last,a numerical study was carried out to compare the ratio estimation with a single auxiliary index. Srivastava chain estimation and B.Kiregyera chain estimation with the new ratio estimation.The result shows that the new ratio estimation may improve the precision of estimation.
出处 《数理统计与管理》 CSSCI 北大核心 2009年第3期443-448,共6页 Journal of Applied Statistics and Management
基金 国家自然科学基金(10761004)资助
关键词 多辅助指标 线性组合 比估计 multivariate auxiliary index, linear combination, ratio estimation
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参考文献6

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