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Research Articles

A simulation study: new optimal estimators for population mean by using dual auxiliary information in stratified random sampling

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Pages 557-568 | Received 11 Sep 2019, Accepted 30 Mar 2020, Published online: 15 Apr 2020

ABSTRACT

Recently, Haq et al. [A new estimator of finite population mean based on the dual use of the auxiliary information. Commun Stat Theory Methods. 2017;46(9):4425–4436] utilized the dual auxiliary information under simple random sampling only. Motivated by their idea, we initiated the dual use of auxiliary variable under a stratified random sampling scheme. Dual use of auxiliary variable consists: (1) the original auxiliary information and (2) the ranked auxiliary information. We proposed new optimal exponential-type estimators for the estimation of the finite population mean. Mathematical properties such as bias and mean squared error of the proposed estimators are derived. Monte Carlo simulation studies are included to successfully validate the theoretical results. Moreover, the applicability of the proposed estimators is highlighted through empirical interpretation with the help of a real-life data set. It is clearly identified from the numerical results that our proposed estimators are more efficient over the competitors.

1. Introduction

One of the objectives of sample survey theory is to estimate the unknown population parameters of the study variable such as population total, mean, proportion, ratio and variance etc. A procedure is desirable that provides a precise estimator of the parameter of interest by surveying a suitably chosen sample of individuals. Supplementary/additional information provided by an auxiliary variable which is correlated with the study variable enhances the precision of the estimators. Survey statisticians take advantage of this information whenever it is available to explore the efficient estimators. Ratio, product, regression and their modified estimators are best examples in this regard.

An elaborate literature has grown for identifying more efficient estimators under different sampling designs, e.g. simple random sampling, stratified random sampling, cluster sampling, systematic sampling and etc. Simple random sampling does not produce administrative convenience and representative sample for a heterogeneous population. As it does not capture the diversity which is likely to be mined through stratified random sampling. Stratified random sampling is one of the possible ways to increase the precision of the estimates. It is a powerful and flexible method that is widely used in practice. Many researchers, such as Kadilar and Cingi [Citation1,Citation2], Koyuncu and Kadilar [Citation3,Citation4], Singh and Vishwakarma [Citation5], Shabbir and Gupta [Citation6], Haq and Shabbir [Citation7], Singh and Solanki [Citation8], Yadav et al. [Citation9], Solanki and Singh [Citation10,Citation11], Aslam [Citation12], Bhatti et al. [Citation13], Javed et al. [Citation14], Marin et al. [Citation15–17], etc. have contributed to estimate the finite population mean under stratified random sampling scheme. All these contributions and alike published work under a stratified random sampling scheme are based on only the utilization of original auxiliary information. None of them tried the dual use of auxiliary information to enhance the estimation procedure.

Recently, Haq et al. [Citation18] used an additional information of the auxiliary variable called ranked auxiliary variable to develop efficient estimators for the estimation of mean. These estimators are developed only to cope with the simple random sampling scheme.

Here, comes a new challenge/idea for exploring more optimal estimators using dual use of auxiliary information to deal with the stratified random sampling scheme. This challenge is successfully meet and new optimal estimators for finite population mean are developed under a stratified random sampling scheme in this article.

The remaining part of the paper is organized as follows: In section 2, procedures, notations and various estimators under stratified random sampling are introduced. In section 3, proposed estimators for estimating finite population mean using the original and ranked auxiliary information are defined. In section 4, an empirical study is carried out to evaluate the performance of the proposed estimators. Monte Carlo simulation studies are included to successfully validate the theoretical results in section 5. Finally, concluding remarks are enclosed in the last section.

2. Procedure, notations and review of literature

Consider U={U1,U2,U3,,UN} be a finite population of size N and is divided into L homogenous strata with hth stratum containing Nh, (h=1,2,. . ., L) units with the condition that h=1LNh=N. Under the condition h=1Lnh=n, a sample of size nh is drawn under simple random sampling without replacement (SRSWOR) from hth stratum. Let Y¯=Y¯st=h=1LWhY¯h be the population mean of thestudy variable (Y) X¯=X¯st=h=1LWhX¯h be the population mean of theauxiliary variable (X) Z¯=Z¯st=h=1LWhZ¯hbe the population mean of theranked auxiliary variable (Z) y¯st=h=1LWhy¯h be the sample mean of the Y x¯st=h=1LWhx¯hbe the sample mean of the X z¯st=h=1LWhz¯h be the sample mean of the Z Y¯h=i=1NhyhiNh be the population mean (hth stratum) of the Y X¯h=i=1NhxhiNh be the population mean (hth stratum) of the X Z¯h=i=1NhzhiNh be the population mean (hth stratum) of the Z y¯h=i=1nhyhinh be the sample mean (hth stratum) of the Y x¯h=i=1nhxhinh be the sample mean (hth stratum) of the X z¯h=i=1nhzhinh be the sample mean (hth stratum) of the Z Wh=NhNbe the known stratum weight

We define the following relative error terms and their expectations to drive the expressions for bias, MSE and minimum MSE of the proposed estimators. ξ0=y¯stY¯Y¯,ξ1=z¯stZ¯Z¯ and ξ2=x¯stX¯X¯,such that E(ξ0)=E(ξ1)=E(ξ2)=0,

Let us define, (2.1) Vabc=h=1LWha+b+cE[(y¯hY¯h)a(z¯hZ¯h)b(x¯hX¯h)c]Y¯aZ¯bX¯c.(2.1)

Using (2.1), we can write as: (2.2) E(ξ02)=h=1LWh2ϕhSyh2Y¯2=V200E(ξ12)=h=1LWh2ϕhSzh2Z¯2=V020E(ξ22)=h=1LWh2ϕhSxh2X¯2=V002,(2.2) and (2.3) E(ξ0ξ1)=h=1LWh2ϕhSyzhY¯Z¯=V110E(ξ0ξ2)=h=1LWh2ϕhSyxhY¯X¯=V101E(ξ1ξ2)=h=1LWh2ϕhSzxhZ¯X¯=V011,(2.3) where ϕh=1fhnh be the finite populationcorrection factor fh=nhNh be the sampling fracation for the stratum Syh2=i=1Nh(yhiY¯h)2Nh1 be the population variance(hth stratum) of Y Sxh2=i=1Nh(xhiX¯h)2Nh1 the population variance (hth stratum) of X Szh2=i=1Nh(zhiZ¯h)2Nh1 be the population variance (hth stratum) of Z Syxh=i=1Nh(yhiY¯h)(xhiX¯h)Nh1 be the populationcovariance between Y and X Syzh=i=1Nh(yhiY¯h)(zhiZ¯h)Nh1 be the populationcovariance between Y and Z Szxh=i=1Nh(zhiZ¯h)(xhiX¯h)Nh1 be the populationcovariance between Z and X Cyst=h=1LWhCyhbe the population coefficient of variation (hth stratum) of Y Cxst=h=1LWhCxh be the population coefficient of variation (hth stratum) of X β1xst=h=1LWhβ1xhbe the population coefficient of skewness (hth stratum) of X β2xst=h=1LWhβ2xh be the population coefficient of kurtosis (hth stratum) of X ρyxst=h=1LWhρyxh=h=1LWh2ϕhSyxhh=1LWh2ϕhSyh2h=1LWh2ϕhSxh2=V101V200V002 be the population correlation coefficient (hth stratum) between Y and X ρyzst=h=1LWhρyzh=h=1LWh2ϕhSyzhh=1LWh2ϕhSyh2h=1LWh2ϕhSzh2=V110V200V020 be the population correlation coefficient (hth stratum) between Yand Z ρzxst=h=1LWhρzxh=h=1LWh2ϕhSzxhh=1LWh2ϕhSzh2h=1LWh2ϕhSxh2=V011V020V002 be the population correlation coefficient (hth stratum) between Zand XSome well-known estimators for population mean under stratified random sampling scheme are detailed below. All these estimators are based on only original auxiliary information.

2.1. Usual unbiased, combined ratio and combined regression estimators are detailed below

(2.4) Y¯ˆst=h=1LWhy¯h(2.4) (2.5) Y¯ˆCR=y¯stX¯x¯st(2.5) (2.6) Y¯ˆCReg=[y¯st+bˆ(X¯x¯st)], where bˆ=h=1LWh2ϕhSyxhh=1LWh2ϕhSxh2.(2.6)

2.2. Haq and Shabbir [7] proposed two exponential ratio-type families of estimators detailed below

(2.7) Y¯ˆHS1=[μ1y¯st+μ2(X¯x¯st)]exp×astX¯+bstη(astx¯st+bst)+(1η)(astX¯+bst)1.(2.7) (2.8) Y¯ˆHS2= [μ3y¯st+μ4(X¯x¯st)]exp×astX¯+bstη(astx¯st+bst)+(1η)(astX¯+bst)1×12astX¯+bstη(astx¯st+bst)+(1η)(astX¯+bst)+η(astx¯st+bst)+(1η)(astX¯+bst)astX¯+bst2.(2.8) where η is the suitable constant, ast(0) and b st are either real numbers or functions of known parameters of the auxiliary variable.

2.3. Singh and Solanki [8] proposed a family of estimators as given below

(2.9) Y¯ˆSS1=μ5y¯stη(astx¯st+bst)+(1η)(astX¯+bst)(astX¯+bst)ω1+μ6y¯st(astX¯+bst)η(astx¯st+bst)+(1η)(astX¯+bst)ω2.(2.9)

where η,ast(0) and bst are defined earlier.

Remark 2.1:

Y¯ˆSS1 reduces to the ratio-type Y¯ˆSS1R, product-type Y¯ˆSS1P and ratio-cum-product-type Y¯ˆSS1RP estimators by placing the suitable values of the constants as: (ω1=0, ω2=1, η=1), (ω1=0, ω2=1,η=1) and (ω1=1, ω2=1, η=1), respectively.

2.4. Given below is the class of estimators suggested by Solanki and Singh [9]

(2.10) Y¯ˆSS2=μ7y¯stastX¯+bstη(astx¯st+bst)+(1η)(astX¯+bst)ω3+μ8y¯stexpω4{(astX¯+bst)(astx¯st+bst)}(astX¯+bst)+(astx¯st+bst),(2.10)

where η,ast(0) and bst are defined earlier.

Remark 2.2:

Y¯ˆSS2 reduces the following different estimators by placing different values of η,ω3 and ω4 in (2.10) as:

  1. Y¯ˆSS2R for (η=1,ω3=0,ω4=1).

  2. Y¯ˆSS2P for (η=1,ω3=0,ω4=1).

  3. Y¯ˆSS2RR for (η=1,ω3=1,ω4=1).

  4. Y¯ˆSS2PP. for (η=1,ω3=1,ω4=1).

  5. Y¯ˆSS2RP for (η=1,ω3=1,ω4=1).

  6. Y¯ˆSS2PR for (η=1,ω3=1,ω4=1).

2.5. Recently, Solanki and Singh [10] defined an improved estimation given as

(2.11) Y¯ˆSS3=μ9y¯stX¯stx¯stω5expω6(X¯stx¯st)(X¯st+x¯st)+μ10y¯stx¯stX¯stω7expω8(x¯stX¯st)(X¯st+x¯st),(2.11) where X¯st=h=1LWh(ahX¯h+bh), x¯st=h=1LWh(ahx¯h+bh)and ah(0), bh are either real number to parameters related to auxiliary variate X.

Remark 2.3:

For obtaining different class of estimators Y¯ˆSS3i, assume the different values of the constants ω5,ω6,ω7 and ω8. in Equation (2.11) as:

  1. Y¯ˆSS31 for ω5=1,ω6=1,ω7=1 and ω8=1.

  2. Y¯ˆSS32 for ω5=1,ω6=1,ω7=1 and ω8=0.

  3. Y¯ˆSS33 for ω5=+1,ω6=1,ω7=1 and ω8=1.

Remark 2.4:

The optimal weights of μ1,μ2,μ3,...,μ10 are determined for minimizing the MSE’s of estimators mentioned in (2.7)–(2.11). μ1=V002(2δ2V002)2{V1012+V002(1+V200)},μ2=Y¯{2δ3V00222V101(1+δV101)δV002(2+δV1012V200)}2X¯{V1012+V002(1+V200)},μ3=V002(2+δ2V002)2{V1012+V002(1+2δ2V002+V200)},μ4=Y¯{2δ3V00222V101(1+δV101)+δV002(2+δV101+2V200)}2X¯{V1012+V002(1+2δ2V002+V200)},μ5=A2A4A5A3A2A1A32,μ6=A1A5A4A3A2A1A32,μ7=B2B4B5B3B2B1B32,μ8=B1B5B4B3B2B1B32,μ9=C2C4C5C3C2C1C32,μ10=C1C5C4C3C2C1C32,where τ=astX¯astX¯+bst,δ=ητ, A1=[1+V200+4ηω1τV101+ω1(2ω11)η2τ2V002], A2=[1+V2004ηω2τV101+ω2(2ω2+1)η2τ2V002], A3=1+V200+2η(ω1ω2)τV101+η2τ22(ω1ω2)(ω1ω21)V002, A4=1+ηω1τV101+ω1(ω11)2η2τ2V002, A5=1ηω2τV101+ω2(ω2+1)2η2τ2V002, B1=[1+V200+η2τ2(2ω32+ω3)V0024ηω3τV101], B2=1+V200+τ2(ω42+ω4)2V0022ω4τV101, B3=1+V200+τ2[(2ηω3+ω4)2+2(2η2ω3+ω4)]8V002τ(2ηω3+ω4)V101τ2[(2ηω3+ω4)2+2(2η2ω3+ω4)]8, B4=1+η2τ2(ω32+ω3)2V002ηω3τV101, B5=1+τ2(ω42+2ω4)8V002ω4τ2V101, C1=1+1Y¯2h=1LWh2ϕhSyh22k1ahRSyxhk1(k1+1)2+k1(k1+1)2ah2R2Sxh2, C2=1+1Y¯2h=1LWh2ϕhSyh2+2k2ahRSyxhk1(k1+1)2+k2(k21)2ah2R2Sxh2, C3=1+1Y¯2h=1LWh2ϕhSyh2+(k2k1)ahRSyxhk1(k1+1)2+(k2k1)(k2k12)8ah2R2Sxh2, C4=1k12Y¯h=1LWh2ϕhRahSyxh(k1+2)4ah2R2Sxh2, C5=1+k22Y¯h=1LWh2ϕhRahSyxh+(k22)4ah2R2Sxh2, k1=(2ω5+ω6), k2=(2ω7+ω8),k3=SyxhSxh2, R=Y¯X¯st.

Remark 2.5:

By placing the suitable weights in corresponding estimators, we have the following minimum MSE’s of above-said estimators. (2.12) MSE(Y¯ˆst)=Var(Y¯ˆst)=Y¯2V200.(2.12) (2.13) MSE(Y¯ˆCR)=Y¯2(V200+V0022V101).(2.13) (2.14) MSE(Y¯ˆCReg)=Y¯2V200(1ρyxst2).(2.14) (2.15) MSEmin(Y¯ˆHS1)Y¯2[4V1012+V002{δ4V00224δ2V1012+ 4(1+δ2V002)V200}]4{V1012V002(1+V200)}.(2.15) (2.16) MSEmin(Y¯ˆHS2)Y¯2[4V1012+V002{9δ4V00224δ2V1012+ 4(1+δ2V002)V200}]4{V1012V002(1+2δ2V002+V200)}.(2.16) (2.17) MSEmin(Y¯ˆSS1)Y¯21A2A422A4A3A5+A52A1A2A1A32.(2.17) (2.18) MSEmin(Y¯ˆSS2)Y¯21B2B422B4B3B5+B52B1B2B1B32.(2.18) (2.19) MSEmin(Y¯ˆSS3)Y¯21C1C522C4C3C5+C42C2C2C1C32.(2.19)

3. Proposed estimators

In this section, two new exponential-type estimators are proposed for the estimation of population mean using dual auxiliary information in stratified random sampling. Dual auxiliary information refers to the double use of auxiliary variable (i) the original/actual measurements of the auxiliary variable and (ii) the use of ranks of the auxiliary variable. Mathematical properties such as bias and mean square error (MSE) of the proposed estimators are derived up to first order of approximation. The bias of an estimator is the difference between the estimator's expected value and the true value of the parameter being estimated i.e. Bias(Y¯ˆ)=E(Y¯ˆY¯) and MSE can be defined as the divergence of the estimator values from the true parameter value i.e. MSE(Y¯ˆ)=E(Y¯ˆY¯)2.

3.1. First proposed estimator

(3.1) Y¯ˆP1=μ112X¯x¯st+x¯stX¯Y¯ˆBTst,Avg+μ12(Z¯z¯st)+μ13(X¯x¯st)expX¯x¯stX¯+x¯st,(3.1) where μ11,μ12 and μ13 are the suitably chosen weights.

The bias and MSE of Y¯ˆP1 are given below (3.2) Bias(Y¯ˆP1)(μ111)Y¯+V0022μ13X¯+5μ11Y¯4,(3.2) and (3.3) MSE(Y¯ˆP1)Y¯21+μ1121+V200+54V002+μ122R~2V020+μ132R´2V002μ112+54V002+2+54V0022μ12R~μ13R´V011μ11V110μ13R´V0022κ´μ11μ11+1,(3.3) where κ´=ρyxstCystCxst,R´=X¯Y¯ and R~=Z¯Y¯.

The optimal weights μ11,μ12 and μ13 are obtained by minimizing Equation (3.3), so μ11(opt)=E1E22V002V020E3E2E42E32, μ12(opt)=2V110(E1E22V002V020E3)+ V011(E1E3V002V020E4)2R~V020(E2E42E32), μ13(opt)=V002V020E4E1E32R´(E2E42E32).

Inserting optimal weights of μ11,μ12 and μ13 in Equation (3.3), the minimum MSE of the proposed estimator is (3.4) MSEmin(Y¯ˆP1(st))Y¯24V020F124V020F12+(4V020+4V020V2004V1102+5V002V020)F22+ (V002V020V0112)F32 V020(8+5V002)F1F2+ 22V110V011V020V0022κ1F2F32V002V020F1F3,(3.4) where E1=8V020+5V002V020,E2=V002V020V0112,E3=2V110V011V020V0022κ´1,E4=8V020(1+V200)+10V002V0208V1102,F1=E2E42E32,F2=E1E22V002V020E3,F3=V002V020E4E1E3

3.2. Second proposed estimator

(3.5) Y¯ˆP2=μ14y¯st+μ15(Z¯z¯st)+μ16(X¯x¯st)exp2(X¯x¯st)X¯+x¯st.(3.5) where μ14,μ15 and μ16 are the suitably chosen weights.

The bias and MSE of Y¯ˆP2 are given below (3.6) Bias(Y¯ˆP2)Y¯(μ141)+μ16V002R´,(3.6) and (3.7) MSE(Y¯ˆP2)Y¯21+μ142(1+V200)+μ152R~2V020+μ162R´2V0022μ142μ16R´V0022μ14μ16R´V002κ´1+2μ15μ16R´R~V0112μ14μ15R~V110,(3.7)

By minimizing Equation (3.7), the optimal weights μ14,μ15 and μ16 are as under: μ14(opt)=(1+V200)V020E5E6(V011+V011V200+V110E7)+V002κ´1E7E8(1+V200)(E5E8E62),μ15(opt)=V110E5E6E7R~(E5E8E62)μ16(opt)=E7E8V110E6R´(E5E8E62),

Inserting optimal weights of μ14,μ15 and μ16 in Equation (3.7), the minimum MSE of the proposed estimator is (3.8) MSEmin(Y¯ˆP2(st))Y¯2(1+V200)F42×(1+V200)F42+V002(1+V200)F52+ V020(1+V200)F62+F72 2(V002F4V011F6)(1+V200)F5 2V110F6+V002κ´1F5+F4F7,(3.8) where E5=V002(1+V200)V0022κ´12,E6=V011(1+V200)V110V002κ´1,E7=V002(1+V200)+V002κ´1,E8=V020(1+V200)V1102,F4=E5E8E62,F5=E7E8V110E6,F6=V110E5E6E7,F7=V020(1+V200)E5V011(1+V200)E6V110E6E7+V002κ´1E7E8.

4. Application on a real data

In this section, we compare the performance of newly proposed estimators with the traditional unbiased, combined ratio and combined regression estimators and existing estimators, i.e. Haq and Shabbir [Citation7], Singh and Solanki [Citation8] and Solanki and Singh [Citation10,Citation11]. We considered a real-life data set of Turkey (2007) used by Koyuncu and Kadilar [Citation3]. For the remaining characteristics of the data set, interested readers may refer to Koyuncu and Kadilar [Citation3]. Necessary data statistics are given in Table .

Table 1. Data statistics.

We calculated the MSEs of the proposed and competing exponential-type estimators and are presented in Table . Table  reveals that the proposed estimators have smaller MSE values i.e. (57.0590 and 67.9338) among all the reviewed exponential-type estimators i.e. Y¯ˆHS1,Y¯ˆHS2,Y¯ˆSS1R,Y¯ˆSS1P,Y¯ˆSS1RP,Y¯ˆSS2R,Y¯ˆSS2P,Y¯ˆSS2RR,Y¯ˆSS2PP,Y¯ˆSS2RP,Y¯ˆSS2PR,Y¯ˆSS31,Y¯ˆSS32 and Y¯ˆSS33.

5. Simulation study based on real data

In the previous section, it is clearly observed that proposed estimators are efficient over the competing estimators. In addition, this superiority is assessed through a Monte Carlo simulation study using R software. Again, the real population presented in Table  is used. We considered different sample sizes (n=180,230 and 280) through the proportional allocation method. The steps of a simulation study to find the average MSE of an estimator are as follows:

Step 1: Select a bivariate stratified sample of size n using SRSWOR from the bivariate stratified population.

Step 2: Use sample data from step 1 to find the MSE of all the estimators under study.

Step 3: The whole procedure is repeated 30,000 times and obtain 30,000 values i.e. yˆ for MSEs.

Step 4: Average MSE of each estimator is calculated as: MSE=i=130000(yˆY¯)230000.

Tables  present the minimum mean square errors provided by the simulation study. It is quite obvious, as in the previous section, that the proposed estimators Y¯ˆP1 and Y¯ˆP2 have the least MSEs over all the competing estimators under study in different sample sizes i.e. n=180,230 and 280.

The sequel of the above findings, the performance of the proposed estimators Y¯ˆP1 and Y¯ˆP2 is the best among all the reviewed estimators under study.

6. Concluding remarks

Several estimators for the estimation of finite population mean based only on original auxiliary information under stratified random sampling are available in the literature. Haq et al. [Citation18] built up a family of estimators for evaluating the population mean under simple random sampling scheme by using additional information of the auxiliary variable called ranked auxiliary variable. First time in this manuscript, new optimal estimators are suggested for the estimation of population mean by using the original and the ranked auxiliary information under a stratified random sampling scheme. Mathematical properties such as bias, mean square error (MSE) and minimum MSE of the proposed estimators are derived up to the first degree of approximation. Both real-life applications and simulation studies are performed to access the potentiality of the proposed estimators over the competitors. Numerical findings confirmed that the proposed estimators have the minimum mean square errors than all the other existing estimators such as usual unbiased, combined ratio, combined regression, Haq and Shabbir [Citation7], Singh and Solanki [Citation8] and Solanki and Singh [Citation10,Citation11]. Therefore, new proposed estimators under stratified random sampling are very attractive to the survey statisticians.

The possible extension of this current work to estimate the: (1) finite population mean under other sampling designs like stratified double sampling and different rank set sampling schemes, etc.; (2) other unknown finite population parameters including median, variance, interquartile range and proportions, etc.; (3) population mean of a sensitive variable in the presence of sensitive and non-sensitive auxiliary information.

Disclosure statement

No potential conflict of interest was reported by the author(s).

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Appendix

Table A1. Minimum MSEs of different estimators based on a real population.

Table A2. Minimum MSEs of different estimators based on a simulation study (n=180).

Table A3. Minimum MSEs of different estimators based on a simulation study (n=230).

Table A4. Minimum MSEs of different estimators based on a simulation study (n=280).