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Anda di halaman 1dari 23

Simple random sampling (SRS) is a method of selection of a sample comprising of n number of

sampling units out of the population having N number of sampling units such that every sampling

unit has an equal chance of being chosen.

The sampling units are chosen without replacement in the sense that the units once chosen

are not placed back in the population .

The sampling units are chosen with replacement in the sense that the chosen units are

placed back in the population.

SRSWOR is a method of selection of n units out of the N units one by one such that at any stage of

selection, anyone of the remaining units have same chance of being selected, i.e. 1/ N .

SRSWR is a method of selection of n units out of the N units one by one such that at each stage of

selection each unit has equal chance of being selected, i.e., 1/ N . .

The procedure of selection of a random sample follows the following steps:

1.

2.

numbers.

3.

Choose the sampling unit whose serial number corresponds to the random number drawn

4.

In case of SRSWR, all the random numbers are accepted ever if repeated more than once.

In case of SRSWOR, if any random number is repeated, then it is ignored and more

numbers are drawn.

1

Such process can be implemented through programming and using the discrete uniform distribution.

Any number between 1 and N can be generated from this distribution and corresponding unit can be

seleced into the sample by associating an index with each sampling unit. Many statistical softwares

like R, SAS, etc. have inbuilt functions for drawing a sample using SRSWOR or SRSWR.

Notations:

The following notations will be used in further notes:

N:

n:

Y:

Yi :

y=

1 n

yi : sample mean

n i =1

Y =

1

N

y

i =1

: population mean

N

1 N

1

(Yi =

( Yi 2 NY 2 )

Y )2

N 1 i 1=

N 1 i 1

=

=

S2

1 N

1 N

N i 1=

N i1

=

n

n

1

1

2

2

( yi =

( yi2 ny 2 )

s

=

y)

n 1 i 1=

n 1 i 1

=

2 =

=

(Yi Y )2 =( Yi 2 NY 2 )

1.SRSWOR:

N

If n units are selected by SRSWOR, the total number of possible samples are .

n

So the probability of selecting any one of these samples is

1

.

N

n

Note that a unit can be selected at any one of the n draws. Let ui be the ith unit selected in the

sample. This unit can be selected in the sample either at first draw, second draw, , or nth draw.

2

Let Pj (i ) denotes the probability of selection of ui at the jth draw, j = 1,2,...,n. Then

Pj (i=

) P1 (i ) + P2 (i ) + ... + Pn (i )

1 1

1

+ + ... +

(n times )

N N

N

n

=

N

=

Now if u1 , u2 ,..., un are the n units selected in the sample, then the probability of their selection is

P(u1 , u2 ,..., un ) = P(u1 ).P(u2 ),..., P(un )

Note that when the second unit is to be selected, then there are (n 1) units left to be selected in the

sample from the population of (N 1) units. Similarly, when the third unit is to be selected, then

there are (n 2) units left to be selected in the sample from the population of (N 2) units and so on.

If P(u1 ) =

P(u2 )

=

n

, then

N

1

n 1

,..., P(un )

.

=

N 1

N n +1

Thus

=

P(u1 , u2 ,.., un )

n n 1 n 2

1

1

=

.

.

...

.

N N 1 N 2 N n +1 N

n

Alternative approach:

The probability of drawing a sample in SRSWOR can alternatively be found as follows:

Let ui ( k ) denotes the ith unit drawn at the kth draw. Note that the ith unit can be any unit out of the N

units. Then so = (ui (1) , ui (2) ,..., ui ( n ) ) is an ordered sample in which the order of the units in which they

are drawn, i.e., ui (1) drawn at the first draw, ui (2) drawn at the second draw and so on, is also

considered. The probability of selection of such an ordered sample is

P ( so ) = P (ui (1) ) P(ui (2) | ui (1) ) P(ui (3) | ui (1)ui (2) )...P(ui ( n ) | ui (1)ui (2) ...ui ( n 1) ).

ui (1) , ui (2) ,..., ui ( k 1) have already been drawn in the first (k 1) draws.

P (ui ( k ) | ui (1)ui (2) ...ui ( k 1) ) =

1

.

N k +1

So

n

N k +1

=

P( so )

k =1

( N n)!

.

N!

( N n)!

N!

So the probability of drawing a sample in which the order of units in which they are drawn is

( N n)!

1

=

irrelevant n=

!

.

N!

N

n

2. SRSWR

When n units are selected with SRSWR, the total number of possible samples are N n . The

Probability of drawing a sample is

1

.

Nn

Alternatively, let ui be the ith unit selected in the sample. This unit can be selected in the sample

either at first draw, second draw, , or nth draw. At any stage, there are always N units in the

population in case of SRSWR, so the probability of selection of ui at any stage is 1/N for all i =

1,2,,n. Then the probability of selection of n units u1 , u2 ,..., un in the sample is

P(u1 , u2 ,.., un ) = P(u1 ).P(u2 )...P(un )

1 1 1

. ...

N N N

1

= n

N

=

1. SRSWOR

Let Ae denotes an event that a particular unit u j is not selected at the th draw. The

probability of selecting, say, j th unit at k th draw is

P (selection of u j at k th draw) = P( A1 A2 .... Ak 1 Ak )

1

1

1

1

1

=

1 1

1

... 1

N N 1 N 2 N k + 2 N k +1

N 1 N 2 N k +1

1

=

.

...

.

N N 1 N +2 N k + 1

1

=

N

2. SRSWR

P[ selection of u j at kth draw] =

1

.

N

One of the main objectives after the selection of a sample is to know about the tendency of the data

to cluster around the central value and the scatterdness of the data around the central value. Among

various indicators of central tendency and dispersion, the popular choices are arithmetic mean and

variance. So the population mean and population variability are generally measured by the arithmetic

mean (or weighted arithmetic mean) and variance, respectively. There are various popular estimators

for estimating the population mean and population variance. Among them, sample arithmetic mean

and sample variance are more popular than other estimators. One of the reason to use these

estimators is that they possess nice statistical properties. Moreover, they are also obtained through

well established statistical estimation procedures like maximum likelihood estimation, least squares

estimation, method of moments etc. under several standard statistical distributions. One may also

consider other indicators like median, mode, geometric mean, harmonic mean for measuring the

central tendency and mean deviation, absolute deviation, Pitman nearness etc. for measuring the

dispersion. The properties of such estimators can be studied by numerical procedures like

bootstraping.

5

arithmetic mean y =

1

N

Y =

1 n

yi as an estimator of population mean

n i =1

i =1

SRSWOR

n

Let ti = yi . Then

i =1

n

1

E ( yi )

n i =1

1

= E ( ti )

n

1 1 n

=

ti

n N i =1

E( y ) =

N

n

1 1

n

yi .

n N=

i 1=

i 1

When n units are sampled from N units by without replacement , then each unit of the population

can occur with other units selected out of the remaining ( N 1) units is the population and each unit

N

N 1

occurs in

of the possible samples. So

n

n 1

N

n

So

N 1

y = n 1 y .

i

=i 1 =i 1

=i 1

Now

E( y ) =

=

( N 1)!

n !( N n)! N

yi

(n 1)!( N n)!

nN!

i =1

1

N

y

i =1

=Y.

Thus y is an unbiased estimator of Y . Alternatively, the following approach can also be adopted to

show the unbiasedness property.

n

1

n

E( y ) =

E( y j )

j =1

1 n N

Yi Pj (i )

n=j 1 =

i 1

1 n N

1

Yi .

n=j 1 =

i 1 N

1

n

Y

j =1

=Y

SRSWR

n

1

E ( yi )

n i =1

1 n

= E ( yi )

n i =1

E( y ) =

1 n

(Y1P1 + .. + YN P)

n i =1

=

=

1 n

Y

n

=Y.

where

Pi =

1

for all i = 1, 2,..., N is the probability of selection of a unit. Thus y is an unbiased

N

Assume that each observation has some variance 2 . Then

V (=

y ) E ( y Y )2

2

1 n

= E ( yi Y )

n i =1

1 n

1 n n

= E 2 ( yi Y ) 2 + 2 ( yi Y )( y j Y )

n i j

=

n i 1

n

n

n

1

1

= 2 E ( yi Y ) 2 + 2 E ( yi Y )( y j Y )

n

n i j

1 n 2 K

+ n2

n2

N 1 2 K

S + 2

=

Nn

n

where =

K

E ( y Y )( y Y )

j

SRSWOR

=

K

E ( y Y )( y Y ) .

i

Consider

E ( y=

i Y )( y j Y )

N N

1

( yk Y )( ye Y )

N ( N 1) k

Since

2

N

N N

N

2

y

Y

y

Y

+

(

)

(

)

( yk Y )( y Y ))

k

k

=

i 1

k

k 1=

0 =( N 1) S 2 + ( yk Y )( y Y )

N

( y

k

Y )( y=

Y )

1

[( N 1) S 2 ]

N ( N 1)

=

S2

.

N

Thus K =

n(n 1)

S2

N

N 1 2 1

S2

S 2 n(n 1)

Nn

n

N

N n 2

=

S .

Nn

V ( yWOR )=

SRSWR

=

K

=

E ( y Y )( y Y )

i

E ( y Y ) E ( y

i

je

Y )

=0

because the ith and jth draws (i j ) are independent.

Thus the variance of y under SRSWR is

V ( yWR ) =

N 1 2

S .

Nn

V ( y) =

S2

n

N n

is responsible for changing the

N

variance of y when the sample is drawn from a finite population in comparison to an infinite

population. This is why

N n

is called a finite population correction (fpc) . It may be noted that

N

n

N n

n

N n

is close to 1 if the ratio of sample size to population

, is very small or

= 1 , so

N

N

N

N

n

is called sampling fraction. In practice, fpc can be ignored whenever

N

n

< 5% and for many purposes even if it is as high as 10%. Ignoring fpc will result in the

N

overestimation of variance of y .

N n 2

S

Nn

N 1 2

V ( yWR ) =

S

Nn

N n 2 n 1 2

=

S +

S

Nn

Nn

= V ( yWOR ) + a positive quantity

V ( yWOR ) =

Thus

V ( yWR ) > V ( yWOR )

and so, SRSWOR is more efficient than SRSWR.

Since the expressions of variances of sample mean involve S 2 which is based on population values,

so these expressions can not be used in real life applications. In order to estimate the variance of y

on the basis of a sample, an estimator of S 2 (or equivalently 2 ) is needed. Consider S 2 as an

estimator of s 2 (or 2 ) and we investigate its biasedness for S 2 in the cases of SRSWOR and

SRSWR,

Consider

=

s2

1 n

( yi y ) 2

n 1 i =1

1 n

=

( yi Y ) ( y Y )

n 1 i =1

=

1 n

( yi y ) 2 n( y Y ) 2

n 1 i =1

=

E (s 2 )

=

1 n

E ( yi Y ) 2 nE ( y Y ) 2

n 1 i =1

1 n

1

n 2 nVar ( y )

Var ( yi ) nVar ( y ) =

n 1 i =1

n 1

10

In case of SRSWOR

V ( yWOR ) =

N n 2

S

Nn

and so

=

E (s 2 )

n 2 N n 2

S

n 1

Nn

n N 1 2 N n 2

S

S

n 1 N

Nn

= S2

In case of SRSWR

V ( yWR ) =

N 1 2

S

Nn

and so

E (s 2 )

=

n 2 N n 2

S

n 1

Nn

n N 1 2 N n 2

S

S

n 1 N

Nn

N 1 2

S

=

N

=2

Hence

S 2 is SRSWOR

E (s2 ) = 2

is SRSWR

N n 2

V ( yWOR ) =

s in case of SRSWOR and

Nn

N 1 N 2

V ( yWR ) =

s

.

Nn N 1

s2

=

in case of SRSWR.

n

11

Standard errors

The standard error of y is defined as

Var ( y ) .

In order to estimate the standard error, one simple option is to consider the square root of estimate of

variance of sample mean.

under SRSWOR, a possible estimator is ( y ) =

N n

s.

Nn

N 1

s.

Nn

( y) .

It is to be noted that this estimator does not possess the same properties as of Var

In fact, the ( y ) is a negatively biased estimator under SRSWOR.

(Reference: Sampling Theory of Surveys with Applications, P.V. Sukhatme, B.V. Sukhatme, S.

Sukhatme, C. Asok, Iowa State University Press and Indian Society of Agricultural Statistics,

1984, India)

Consider s as an estimator of S .

Let

s2 =

S 2 + with E ( ) =

0, E ( 2 ) =

S 2.

Write

=

s ( S 2 + )1/2

= S 1 + 2

S

1/2

2

= S 1 + 2 4 + ...

8S

2S

assuming will be small as compared to S 2 and as n becomes large, the probability of such an

event approaches one. Neglecting the powers of higher than two and taking expectation, we have

12

Var ( s 2 )

E ( s=

) 1

S

8S 4

where

2S 4 n 1

Var ( s ) =

1+

( 2 3) ) for large N .

(n 1) 2n

1

=

j

N

2 =

4

S4

(Y Y )

i =1

: coefficient of kurtosis.

Thus

3

1

2

E (s) =

S 1

8n

4(n 1)

2

1 Var ( s 2 )

Var ( s ) =

S S 1

4

8 S

2

Var ( s )

=

4S 2

S 2 n 1

=

1+

( 2 3) .

2 ( n 1) 2n

Var ( s ) =

S2

.

2 ( n 1)

Both Var ( s ) and Var ( s 2 ) are inflated due to nonnormality to the same extent, by the inflation factor

n 1

1 + 2n ( 2 3)

This is an important result to be kept in mind while determining the sample size in which it is

assumed that

13

Alternative approach:

The results for the unbiasedness property and the variance of sample mean can also be proved in an

alternative way as follows:

(i) SRSWOR

With the ith unit of the population, we associate a random variable ai defined as follows:

1, if the i th unit occurs in the sample

ai =

th

0, if the i unit does not occurs in the sample (i =1, 2,..., N )

Then,

E (ai ) = 1 Probability that the i th unit is included in the sample

n

=

, i 1, 2,..., N .

N

E (ai2 ) = 1 Probability that the i th unit is included in the sample

=

n

=

, i 1, 2,..., N

N

E (ai a j ) = 1 Probability that the i th and j th units are included in the sample

=

n(n 1)

=

, i j 1, 2,..., N .

N ( N 1)

n( N n)

2

Var (ai ) =

E (ai2 ) ( E (ai ) ) = 2 , i =

1, 2,..., N

N

n( N n)

Cov(ai=

i j 1, 2,..., N .

, a j ) E (ai a j ) E (ai ) E=

(a j )

,=

N 2 ( N 1)

We can rewrite the sample mean as

1 N

ai yi

n i =1

Then

y=

=

E( y )

1 N

=

E (ai ) yi Y

n i =1

and

N

1

N

1 N

2

Var

(

a

)

y

+

Cov(ai , a j ) yi y j .

Var ( y ) = =

Var

a

y

i

i

i i

2

2

n

i j

n i 1

i =1=

14

Substituting the values of Var (ai ) and Cov(ai , a j ) in the expression of Var ( y ) and simplifying, we

get

Var ( y ) =

N n 2

S .

Nn

1 n 2

1 N

2

y

ny

ai yi2 ny 2 .

(n 1) i 1 =

=

(n 1) i 1

s2

=

1 N

(n 1) i =1

E (s 2 )

=

Substituting the values of E (ai ) and Var ( y ) in this expression and simplifying, we get E ( s 2 ) = S 2 .

(ii)

SRSWR

Let a random variable ai associated with the ith unit of the population denotes the number of times

the ith unit occurs in the sample i = 1, 2,..., N .

So

P(a1 , a2 ,..., aN ) =

n!

N

a !

i =1

where

a

i =1

1

Nn

n

,

N

n( N 1)

Var (ai ) =

=

, i 1, 2,..., N .

N2

n

Cov(ai , a j ) = 2 , i j =

1, 2,..., N .

N

We rewrite the sample mean as

E (ai ) =

y=

1 N

ai yi .

n i =1

Hence, taking expectation of y and substituting the value of E (ai ) = n / N we obtain that

E( y ) = Y .

15

Further,

N

1 N

2

(

)

Var

a

y

Cov(ai , a j ) yi y j

+

i

i

2

n i 1 =i 1

=

Var ( y )

=

n( N 1) / N 2 and Cov(ai , a j ) =

n / N 2 and simplifying, we get

Substituting, the values of Var (ai ) =

Var ( y ) =

N 1 2

S .

Nn

N 1 2

S 2 in SRSWR, consider

=

N

To prove that=

E (s 2 )

n

yi2 ny 2 =

(n 1) s 2 =

a y

=i 1 =i 1

(n 1) E ( s 2=

)

E (a ) y

i =1

2

i

2

i

ny 2 ,

n {Var ( y ) + Y 2 }

( N 1) 2

n N

S nY 2

= yi2 n.

N i =1

nN

(n 1)( N 1) 2

S

=

N

N 1 2

E (s 2 ) =

S 2

=

N

Sometimes, it is also of interest to estimate the population total, e.g. total household income, total

expenditures etc. Let denotes the population total

=

YT

Y

=

i =1

NY

YT = NY

= Ny .

16

Obviously

( )

E YT = NE ( y )

= NY

( )

Var YT = N 2 ( y )

2 N n 2 N ( N n) 2

S for SRSWOR

N Nn S =

n

=

N 2 N 1 S 2 = N ( N 1) S 2 for SRSWOR

Nn

n

N ( N n) 2

s for SRSWOR

Var (YT ) =

N s2

for SRSWOR

n

Now we construct the 100 (1 ) % confidence interval for the population mean. Assume that the

population is normally distributed N ( , 2 ) with mean and variance 2 .

then

y Y

Var ( y )

follows N (0,1) when 2 is known. If 2 is unknown and is estimated from the sample then

y Y

follows a t -distribution with (n 1) degrees of freedom. When 2 is known, then the

Var ( y )

100( 1 ) % confidence interval is given by

y Y

P Z

Z

Var ( y )

2

2

or P y Z Var ( y )

1

=

y y + Z

2

Var ( y ) =1

y Z

Var ( y ), y + Z

2

Var ( y

17

when Z

y Y

P t

t =1

Var( y )

2

2

or P y t Var( y ) y y + t Var( y ) =1

2

2

y t Var( y ) y + t Var( y )

2

2

2

The size of the sample is needed before the survey starts and goes into operation. One point to be

kept is mind is that when the sample size increases, the variance of estimators decreases but the cost

of survey increases and vice versa. So there has to be a balance between the two aspects. The

sample size can be determined on the basis of prescribed values of standard error of sample mean,

error of estimation, width of the confidence interval, coefficient of variation of sample mean,

relative error of sample mean or total cost among several others.

An important constraint or need to determine the sample size is that the information regarding the

population standard derivation S should be known for these criterion. The reason and need for this

will be clear when we derive the sample size in the next section. A question arises about how to

have information about S before hand? The possible solutions to this issue are to conduct a pilot

survey and collect a preliminary sample of small size, estimate S and use it as known value of S

it. Alternatively, such information can also be collected from past data, past experience, long

association of experimenter with the experiment, prior information etc.

Now we find the sample size under different criteria assuming that the samples have been drawn

using SRSWOR. The case for SRSWR can be derived similarly.

18

1. Prespecified variance

The sample size is to be determined such that the variance of y should not exceed a given value, say

V. In this case, find n such that

Var ( y ) V

or

N n

( y) V

Nn

or

N n 2

S V

Nn

or

1 1

V

2

n N S

or

1 1

1

n N ne

ne

n

1+ e

N

where ne =

S2

.

v

It may be noted here that ne can be known only when S 2 is known. This reason compels to assume

that S should be known. The same reason will also be seen in other cases.

The smallest sample size needed in this case is

nsmallest =

ne

.

ne

1+

N

n ne and nsmallest = ne .

It may be possible to have some prior knowledge of population mean Y and it may be required that

the sample mean y should not

estimation error, i.e., which is a small quantity. Such requirement can be satisfied by associating a

probability (1 ) with it and can be expressed as

P y Y e = (1 ).

19

Since y follows N (Y ,

N n 2

S ) assuming the normal distribution for the population, we can write

Nn

y Y

e

P

1

=

Var ( y )

Var ( y )

e

= Z

Var ( y )

2

or Z 2 Var ( y ) = e 2

2

or Z 2

2

N n 2

S = e2

Nn

Z S 2

2

or n =

2

Z S

1 2

1+

N e

2

Z S

n = 2e .

If the requirement is that the width of the confidence interval of y with confidence coefficient

(1 ) should not exceed a prespecified amount W , then the sample size n is determined such that

2 Z Var ( y ) W

2

2Z

2

N n

S W

Nn

1 1

or 4Z 2 S 2 W 2

N

2 n

20

or

1

1

W2

+

n N 4 Z 2 S 2

2

4 Z 2 S 2

2

W2

.

4 Z 2 S 2

or n

1+

NW 2

4 Z 2 S 2

2

W2

4 Z 2 S 2

nsmallest =

1+

NW 2

If N is large then

4Z 2 S 2

n

W2

4Z 2 S 2

nsmallest =

W2

The coefficient of variation (CV) is defined as the ratio of standard error (or standard deviation)

and mean. The know ledge of coefficient of variation has played an important role in the sampling

theory as this information has helped in deriving efficient estimators.

If it is desired that the the coefficient of variation of y should not exceed a given or prespecified

value of coefficient of variation, say C0 , then the required sample size n is to be determined such

that

CV ( y ) C0

or

Var ( y )

C0

Y

21

N n 2

S

or Nn 2

C02

Y

or

1 1 C02

n N C2

C2

Co2

or n

C2

1+

NC02

is the required sample size where C =

S

is the population coefficient of variation.

Y

nsmallest

C2

C02

=

.

C2

1+

NC02

If N is large, then

n

C2

C02

and nsmalest

C2

= 2

C0

When y is used for estimating the population mean Y , then the relative estimation error is defined

as

y Y

. If it is required that such relative estimation error should not exceed a prespecified value

Y

R with probability (1 ) , then such requirement can be satisfied by expressing it like such

y Y

RY

P

1.

=

Var ( y )

Var ( y )

N n 2

Assuming the population to be normally distributed, y follows N Y ,

S .

Nn

22

RY

= Z .

Var ( y )

2

N n 2

2 2

or Z 2

S = R Y

Nn

2

R2

1 1

or =

2 2

n N C Z

2

Z C

2

R

or n =

2

Z C

1

1+ 2

N R

where C =

S

is the population coefficient of variation and should be known.

Y

If N is large, then

2

z C

n= 2 .

R

6. Prespecified cost

Let an amount of money C is being designated for sample survey to called n observations, C0 be

the overhead cost and C1 be the cost of collection of one unit in the sample. Then the total cost C

can be expressed as

C

= C0 + nC1

Or n =

C C0

C1

23

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