Revista Colombiana de Estadística January 2016, Volume 39, Issue 1, pp. 63 to 79 DOI: http://dx.doi.org/10.15446/rce.v39n1.55139
Enhancing the Mean Ratio Estimators for Estimating Population Mean Using Non-Conventional Location Parameters
Mejoras a los estimadores de razón de medias con el fin de estimar la media poblacional usando parámetros de localización no convencionales
Muhammad Abid1,2,a, Nasir Abbas2,b, Hafiz Zafar Nazir3,c, Zhengyan Lin1,d
1Department of Mathematics, Faculty of Basic and Applied Sciences, Institute of Statistics, Zhejiang University, Hangzhou, China 2Department of Statistics, Faculty of Science And Technology, Government College University, Faisalabad, Pakistan 3Department of Statistics, Faculty of Science, University of Sargodha, Sargodha, Pakistan
Abstract Conventional measures of location are commonly used to develop ratio es- timators. However, in this article, we attempt to use some non-conventional location measures. We have incorporated tri-mean, Hodges-Lehmann, and mid-range of the auxiliary variable for this purpose. To enhance the efficiency of the proposed mean ratio estimators, population correlation coefficient, co- efficient of variation and the linear combinations of auxiliary variable have also been exploited. The properties associated with the proposed estimators are evaluated through bias and mean square errors. We also provide an em- pirical study for illustration and verification. Key words: Bias, Correlation Coefficient, Coefficient of Variation, Hodges- Lehmann Estimator, Mean Square Error, Tri-Mean.
aLecturer. E-mail: [email protected] bVisiting Lecturer. E-mail: [email protected] cAssistant Professor. E-mail: hafi[email protected] dProfessor. E-mail: [email protected]
63 64 Muhammad Abid, Nasir Abbas, Hafiz Zafar Nazir & Zhengyan Lin
Resumen
Las medidas convencionales de localización son a menudo usadas con el fin de desarrollar estimatores de raz ón. Sin embargo, en este artículo, se hace un intento por usar algunas medidas de localización no convencionales. Se incorpora la trimean, el estimador de Hodges-Lehmann y el rango medio de la variable auxiliar con este propósito. Para mejorar la eficiencia de los estimadores de razón de medias propuestos, el coeficiente de correlación poblacional, el coeficiente de variación y combinaciones lineales de variables auxiliares también han sido explotados. Las propiedades asociadas con los estimadores propuestos son evaluadas a través del sesgo y el error cuadrático medio. Un studio empírico es presentado con fines de ilustración y verifi- cación. Palabras clave: coeficiente de correlación poblacional, coeficiente de varia- ción, error cuadrático medio, estimador de Hodges-Lehmann, sesgo, trimean.
1. Introduction
A mechanism, in statistical analysis, in which a predetermined number of ob- servations are taken from a statistical population is called sampling. Sampling plays a vital role in all kinds of disciplines. The purpose is to reduce the cost and/or the amount of work that it would take to survey the entire target popula- tion. The variable of interest or the variable about which we want to draw some inference is called a study variable. In survey research, there are situations in which when the information is avail- able on every unit in the population. If a variable, that is known for every unit of the population, is not a variable of direct interest but instead employed to improve the sampling plan or to enhance estimation of the variables of interest, then it is called an auxiliary variable. The auxiliary information is commonly associated with the use of ratio, product and regression estimation methods and to improve the efficiency of the estimators in survey sampling. The ratio estimator is most ef- fective for estimating population mean when there is a linear relationship between study variable and auxiliary variable and they have a positive correlation.
Consider a finite population U = {U1,U2,...,UN } of N distinct and iden- tifiable units. Let Y be the study variable with value Yi measured on Ui, i = 1, 2,...,N giving a vector Y = {Y1,Y2,...,YN }. The objective is to estimate 1 PN population mean Y = N i=1 Yi, on the basis of a random sample. When the population parameters of the auxiliary variable X such as population mean, co- efficient of variation, co-efficient of kurtosis, co-efficient of skewness, median, quar- tiles, population correlation coefficient, deciles etc., are known then a number of estimators available in the literature which performs better than the usual simple random mean under certain conditions. Below we provide here the complete list of notations that are used in this paper:
Revista Colombiana de Estadística 39 (2016) 63–79 Enhancing the Mean Ratio Estimators Using Non-Conventional Measures 65
Nomenclature Roman N Population size n Sample size X Auxiliary variable 1 f = N Sampling fraction x, y Sample means
Sx,Sy Population standard deviations x, y Sample totals
Cx,Cy Coefficient of variation B(.) Bias of the Estimator MSE(.) Mean squared error of the estimator
Y i Existing estimators
Y j Proposed estimators
Md Median of X
HL = median ((Xj + Xk)/2, 1 ≤ j ≤ k ≤ N) Hodges-Lehmann estimator X(1)+X(N) MR = 2 Mid-range Q1+2Q2+Q3 TM = 4 Tri-mean Q3−Q1 QD = 2 Quartile Deviation Subscript i For existing estimators j For proposed estimators
Greek ρ Coefficient of correlation PN 3 β = N i=1(Xi−X) 1 (N−1)(N−2)S3 Coeff. of skewness of auxiliary variable PN 4 2 β = N(N+1) i=1(Xi−X) − 3(N−1) 2 (N−1)(N−2)(N−3)S4 (N−2)(N−3) Coeff. of kurtosis of auxiliary variable
Yb i Existing modified ratio estimator of Y
Yb pj Proposed modified ratio estimator of Y
Based on the above mentioned notations, the mean ratio estimator for estimat- ing the population mean Y of the study variable Y is defined as
y Yb r = X = RbX, (1) x where R = y = y is the estimate of R = Y = Y . b x x X X The bias, constant and the mean square error of the mean ratio estimator is given by:
(1 − f) 1 2 B(Yb r) = RS − ρSxSy n X x Y R = . X
Revista Colombiana de Estadística 39 (2016) 63–79 66 Muhammad Abid, Nasir Abbas, Hafiz Zafar Nazir & Zhengyan Lin
(1 − f) MSE(Yb ) = S2 + R2S2 − 2RρS S r n y x x y
The mean ratio estimator given in (1) is used to improve the precision of the estimate of the population mean in comparison with the sample mean estimator whenever a positive correlation exists between the study variable and the auxiliary variable. Moreover, we mode improvements by introducing a large number of modified ratio estimators with the use of the known coefficient of variation, co- efficient of kurtosis, co- efficient of skewness, deciles etc. Cochran (1940) suggested a classical ratio type estimator for the estimation of a finite population mean using one auxiliary variable under a simple random sampling scheme. Murthy (1967) proposed a product type estimator to estimate the population mean or total of study variable y by using auxiliary information when the coefficient of a correlation is negative. Rao (1991) introduced a difference type estimator that outperforms conventional ratio and linear regression estimators. Singh & Tailor (2003) proposed a family of estimators using known values of some parameters by using SRSWOR to estimate the population mean of the study variable. Singh, Tailor, Tailor & Kakran (2004) and Sisodia & Dwivedi (2012) used a coefficient of variation of the auxiliary variate. Upadhyaya & Singh (1999) derived ratio type estimators using a coefficient of variation and coefficient of kurtosis of the auxiliary variate. The organization of the rest of the article is as follows: Section 2 provides a description of the existing estimators. The structure of the proposed mean ratio estimator and the efficiency comparison of the proposed estimator with the existing estimator are presented in Section 3. Section 4 consists of an empirical study of proposed estimators. Finally, Section 5 summarizes the findings of this study.
2. Existing Modified Ratio Estimators
Kadilar & Cingi (2004) suggested the following ratio estimators for the popu- lation mean Y in simple random sampling using some auxiliary information.
y + b X − x Yb = X 1 x y + b X − x Yb 2 = X + Cx (x + Cx) y + b X − x Yb 3 = X + β2 (x + β2) y + b X − x Yb 4 = Xβ2 + Cx (xβ2 + Cx) y + b X − x Yb 5 = XCx + β2 (xCx + β2)
Revista Colombiana de Estadística 39 (2016) 63–79 Enhancing the Mean Ratio Estimators Using Non-Conventional Measures 67
The biases, constants and the mean squared errors of estimators of Kadilar & Cingi (2004) are given by:
2 (1 − f) Sx 2 Y (1 − f) 2 2 2 2 B(Y 1) = R1 R1 = MSE(Y 1) = R1Sx + Sy 1 − ρ n Y X n 2 (1 − f) Sx 2 Y (1 − f) 2 2 2 2 B(Y 2) = R2 R2 = MSE(Y 2) = R2Sx + Sy 1 − ρ n Y (X+Cx) n 2 (1 − f) Sx 2 Y (1 − f) 2 2 2 2 B(Y 3) = R3 R3 = MSE(Y 3) = R3Sx + Sy 1 − ρ n Y (X+β2) n 2 (1 − f) Sx 2 Y β2 (1 − f) 2 2 2 2 B(Y 4) = R4 R4 = MSE(Y 4) = R4Sx + Sy 1 − ρ n Y (Xβ2+Cx) n 2 (1 − f) Sx 2 YCx (1 − f) 2 2 2 2 B(Y 5) = R5 R5 = MSE(Y 5) = R5Sx + Sy 1 − ρ n Y XCx+β2 n They showed that the above ratio estimators are more efficient than traditional ratio estimators to estimate the population mean. Kadilar & Cingi (2006) has developed some modified ratio estimators using the correlation coefficient, which are shown below:
y + b X − x Yb = X + ρ 6 x y + b X − x Yb 7 = XCx + ρ (xCx + ρ) y + b X − x Yb 8 = Xρ + Cx (xρ + Cx) y + b X − x Yb 9 = Xβ2 + ρ (xβ2 + ρ) y + b X − x Yb 10 = Xρ + β2 (xρ + β2)
The biases, constants and the mean squared errors in Kadilar & Cingi (2006) are given by:
2 (1 − f) Sx 2 Y (1 − f) 2 2 2 2 B(Y 6) = R6 R6 = MSE(Y 6) = R6Sx + Sy 1 − ρ n Y X+ρ n 2 (1 − f) Sx 2 YCx (1 − f) 2 2 2 2 B(Y 7) = R7 R7 = MSE(Y 7) = R7Sx + Sy 1 − ρ n Y XCx+ρ n 2 (1 − f) Sx 2 Y ρ (1 − f) 2 2 2 2 B(Y 8) = R8 R8 = MSE(Y 8) = R8Sx + Sy 1 − ρ n Y Xρ+Cx n 2 (1 − f) Sx 2 Y β2 (1 − f) 2 2 2 2 B(Y 9) = R9 R9 = MSE(Y 9) = R9Sx + Sy 1 − ρ n Y Xβ2+ρ n 2 (1 − f) Sx 2 Y ρ (1 − f) 2 2 2 2 B(Y 10) = R10 R10 = MSE(Y 10) = R10Sx + Sy 1 − ρ n Y Xρ+β2 n These five estimators proved to be more efficient than all the existing ratio esti- mators, as is evident from their application to some natural populations.
Revista Colombiana de Estadística 39 (2016) 63–79 68 Muhammad Abid, Nasir Abbas, Hafiz Zafar Nazir & Zhengyan Lin
Yan & Tian (2010) proposed the following two modified ratio estimators using coefficient of skewness and kurtosis; y + b X − x Yb 11 = X + β1 (x + β1) y + b X − x Yb 12 = Xβ1 + β2 (xβ1 + β2)
The biases, constants and the mean squared errors for Yan & Tian (2010) are given by:
2 (1 − f) Sx 2 Y (1 − f) 2 2 2 2 B(Y 11) = R11 R11 = MSE(Y 11) = R11Sx + Sy 1 − ρ n Y (X+β1) n 2 (1 − f) Sx 2 Y β1 (1 − f) 2 2 2 2 B(Y 12) = R12 R12 = MSE(Y 12) = R12Sx + Sy 1 − ρ n Y (Xβ1+β2) n The above-defined estimators that use the skewness and kurtosis coefficient re- spectively provide better estimates of the population mean in comparison with traditional ratio estimators. Subramani & Kumarapandiyan (2012a, 2012b, 2012c) have introduced esti- mators with the use of population median, skewness, kurtosis and coefficient of variation for auxiliary information in simple random sampling to estimate popu- lation mean. y + b X − x Yb 13 = X + Md (x + Md) y + b X − x Yb 14 = CxX + Md (Cxx + Md) y + b X − x Yb 15 = B1(x)X + Md B1(x)x + Md y + b X − x Yb 16 = B2(x)X + Md B2(x)x + Md The biases, constants and the mean squared errors for Subramani & Kumara- pandiyan (2012a, 2012b, 2012c) are given by;
2 (1 − f) Sx 2 Y (1 − f) 2 2 2 2 B(Y 13) = R13 R13 = MSE(Y 13) = R13Sx + Sy 1 − ρ n Y X+Md n 2 (1 − f) Sx 2 YCx (1 − f) 2 2 2 2 B(Y 14) = R14 R14 = MSE(Y 14) = R14Sx + Sy 1 − ρ n Y XCx+Md n 2 (1 − f) Sx 2 YB1(x) (1 − f) 2 2 2 2 B(Y 15) = R15 R15 = MSE(Y 15) = R15Sx + Sy 1 − ρ n Y XB1(x)+Md n 2 (1 − f) Sx 2 YB2(x) (1 − f) 2 2 2 2 B(Y 16) = R16 R16 = MSE(Y 16) = R16Sx + Sy 1 − ρ n Y XB2(x)+Md n Jeelani, Maqbool & Mir (2013) suggested an estimator with the use of the coefficient of skweness and quartile deviation of auxiliary information in simple random sampling to estimate population mean.
Revista Colombiana de Estadística 39 (2016) 63–79 Enhancing the Mean Ratio Estimators Using Non-Conventional Measures 69