Optimality of the recursive Neyman allocation
| Autor: | Wojciech Wójciak, Robert Wieczorkowski, Jacek Wesołowski |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2021 |
| Předmět: |
Statistics and Probability
Scheme (programming language) Computer science Applied Mathematics 05 social sciences Sample (statistics) Coma (optics) Mathematics - Statistics Theory Statistics Theory (math.ST) 01 natural sciences Formal proof Set (abstract data type) 010104 statistics & probability 0502 economics and business FOS: Mathematics 62D05 0101 mathematics Statistics Probability and Uncertainty Special case Algorithm computer Social Sciences (miscellaneous) 050205 econometrics computer.programming_language |
| Popis: | We derive a formula for the optimal sample allocation in a general stratified scheme under upper bounds on the sample strata sizes. Such a general scheme includes SRSWOR within strata as a special case. The solution is given in terms of V-allocation with V being the set of take-all strata. We use V-allocation to give a formal proof of optimality of the popular recursive Neyman algorithm, rNa. We also propose a quick proof of optimality of the algorithm of Stenger and Gabler, SGa, as well as of our proposed modification, coma. Finally, we compare running times of rNa, SGa, and coma. Ready-to-use R-implementations of these algorithms are available on CRAN repository at https://cran.r-project.org/web/packages/stratallo. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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