Estimation of Variance of the Ratio Estimator.
Technical summary rept.,
WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
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A general class of estimators of the variance of the ratio estiamtor is considered, which includes two standard estimators V sub 0 and V sub 2 and approximates another estiamtor V sub H. Asymptotic expansions for the variances and biases of the proposed estimators are obtained. Based on this optimal variance estimator in the class is obtained and compared to the relative merits of three estimators V sub 0, V sub 1 and V sub 2 without any model assumption. Under a simple regression model a more definite comparison of V sub 0, V sub 1 and V sub 2 is made in terms of variance and bias.
- Statistics and Probability