EconPapers    
Economics at your fingertips  
 

Some Useful Moment Results in Sampling Problems

B. O'Neill

The American Statistician, 2014, vol. 68, issue 4, 282-296

Abstract: We consider the standard sampling problem involving a finite population of N objects and a sample of n objects taken from this population using simple random sampling without replacement. We consider the relationship between the moments of the sampled and unsampled parts and show how these are related to the population moments. We derive expectation, variance, and covariance results for the various quantities under consideration and use these to obtain standard sampling results with an extension to variance estimation with a "finite population correction." This clarifies and extends standard results in sampling theory for the estimation of the mean and variance of a population.

Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1080/00031305.2014.966589 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:amstat:v:68:y:2014:i:4:p:282-296

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/UTAS20

DOI: 10.1080/00031305.2014.966589

Access Statistics for this article

The American Statistician is currently edited by Eric Sampson

More articles in The American Statistician from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:amstat:v:68:y:2014:i:4:p:282-296