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Truncating sample weights reduces variance

Kai Fun Yu

Statistics & Probability Letters, 1994, vol. 19, issue 4, 267-269

Abstract: A simple proof is given to confirm the intuitive notion that truncation of extreme sample weights in a complex design sample survey for the estimation of the mean reduces the variance.

Keywords: Truncation; sample; weights; variance (search for similar items in EconPapers)
Date: 1994
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