Revisiting variance decomposition when independent samples intersect

Yves Tillé and Audrey-Anne Vallée

Statistics & Probability Letters, 2017, vol. 130, issue C, 71-75

Abstract: The variance and the estimated variance of the expanded estimator in the intersection of two independent samples can be decomposed into two ways. Due to the inclusion probabilities, it is generally more practical to compute the variance with one decomposition. With the other one, it is more convenient to estimate the variance.

Keywords: Reverse approach; Two-phase sampling; Two-stage sampling; Variance estimation (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2017.07.012

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