A comparison of pivotal sampling and unequal probability sampling with replacement

Guillaume Chauvet and Anne Ruiz-Gazen

Statistics & Probability Letters, 2017, vol. 121, issue C, 1-5

Abstract: We prove that any implementation of pivotal sampling is more efficient than multinomial sampling. This yields the weak consistency of the Horvitz–Thompson estimator and the existence of a conservative variance estimator. A small simulation study supports our findings.

Keywords: Cube method; Mean-square consistency; Sampling algorithm; Unequal probabilities; Variance estimator; With-replacement sampling (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2016.09.027

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