Sequential Poisson Sampling
Sequential Poisson Sampling
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顺序泊松采样
DOI:
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发表时间:
1999
期刊:
影响因子:
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通讯作者:
EsbjoÈrn Ohlsson
中科院分区:
文献类型:
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作者:
EsbjoÈrn Ohlsson
where i [ s denotes that unit i is included in the sample s, and n is the desired sample size. Sigman and Monsour (1995) note the use of pps sampling for business surveys, especially for price index estimation. In this kind of application, n is typically of moderate or large size, cf., DaleÂn and Ohlsson (1995). This is in contrast to the case with pps sampling in multi-stage surveys, where n 1 or 2 is common. Poisson sampling is a simple way to draw a probability proportional to size (pps) sample from a ®nite population. It also offers an easy way to update a sample while retaining as many units as possible from the previous sample, and/or to minimize overlap of different samples. A drawback of Poisson sampling is the random sample size. We present a ®xed size alteration of Poisson sampling, sequential Poisson sampling, designed for, and used in, the Swedish Consumer Price Index (CPI). We show that the respective estimators associated with ordinary and sequential Poisson sampling, are both asymptotically normally distributed and unbiased as well as equally ef®cient. Simulations on CPI data verify approximate unbiasedness and approximate equality of variances, plus equally good performance of associated estimators of variance. Therefore, sequential Poisson sampling is preferable, because of the ®xed size.