Pareto Sampling versus Sampford and Conditional Poisson Sampling

Lennart Bondesson, Imbi Traat and Anders Lundqvist

Scandinavian Journal of Statistics, 2006, vol. 33, issue 4, 699-720

Abstract: Abstract. Pareto sampling was introduced by Rosén in the late 1990s. It is a simple method to get a fixed size πps sample though with inclusion probabilities only approximately as desired. Sampford sampling, introduced by Sampford in 1967, gives the desired inclusion probabilities but it may take time to generate a sample. Using probability functions and Laplace approximations, we show that from a probabilistic point of view these two designs are very close to each other and asymptotically identical. A Sampford sample can rapidly be generated in all situations by letting a Pareto sample pass an acceptance–rejection filter. A new very efficient method to generate conditional Poisson (CP) samples appears as a byproduct. Further, it is shown how the inclusion probabilities of all orders for the Pareto design can be calculated from those of the CP design. A new explicit very accurate approximation of the second‐order inclusion probabilities, valid for several designs, is presented and applied to get single sum type variance estimates of the Horvitz–Thompson estimator.

Date: 2006
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Citations: View citations in EconPapers (8)

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