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• Statistics In Transition

Article | 13-December-2019

#### ESTIMATING POPULATION COEFFICIENT OF VARIATION USING A SINGLE AUXILIARY VARIABLE IN SIMPLE RANDOM SAMPLING

This paper proposes an improved estimation method for the population coefficient of variation, which uses information on a single auxiliary variable. The authors derived the expressions for the mean squared error of the proposed estimators up to the first order of approximation. It was demonstrated that the estimators proposed by the authors are more efficient than the existing ones. The results of the study were validated by both empirical and simulation studies.

Statistics in Transition New Series, Volume 20 , ISSUE 4, 89–111

Research paper | 31-October-2017

#### RATIO-TO-REGRESSION ESTIMATOR IN SUCCESSIVE SAMPLING USING ONE AUXILIARY VARIABLE

The problem of estimation of finite population mean on the current occasion based on the samples selected over two occasions has been considered. In this paper, first a chain ratio-to-regression estimator was proposed to estimate the population mean on the current occasion in two-occasion successive (rotation) sampling using only the matched part and one auxiliary variable, which is available in both the occasions. The bias and mean square error of the proposed estimator is obtained. We

Zoramthanga Ralte, Gitasree Das

Statistics in Transition New Series, Volume 16 , ISSUE 2, 183–202

Article | 06-July-2017

#### A NEW FAMILY OF ESTIMATORS OF THE POPULATION VARIANCE USING INFORMATION ON POPULATION VARIANCE OF AUXILIARY VARIABLE IN SAMPLE SURVEYS

This paper proposes a family of estimators of population variance 2 y S of the study variable y in the presence of known population variance 2 x S of the auxiliary variable x. It is identified that in addition to many, the recently proposed classes of estimators due to Sharma and Singh (2014) and Singh and Pal (2016) are members of the proposed family of estimators. Asymptotic expressions of bias and mean squared error (MSE) of the suggested family of

Housila P. Singh, Surya K. Pal

Statistics in Transition New Series, Volume 17 , ISSUE 4, 605–630

Research Article | 18-March-2020

#### Horvitz-Thompson estimator based on the auxiliary variable

In this paper, the Horvitz and Thompson (1952) estimator will be modiﬁed; so that, the modiﬁed estimators will use the availability of the auxiliary variable. Furthermore, the modiﬁed estimators are extended to be used in stratiﬁed sampling designs. Empirical studies are given for comparison purposes.

J. Al-Jararha, Mazen Sulaiman

Statistics in Transition New Series, Volume 21 , ISSUE 1, 37–53

Article | 20-December-2020

#### Estimating the population mean using a continuous sampling design dependent on an auxiliary variable

Continuous distribution of variables under study and auxiliary variables are considered. The purpose of the paper is to estimate the mean of the variable under study using a sampling design which is dependent on the observation of a continuous auxiliary variable in the whole population. Auxiliary variable values observed in this population allow to estimate the inclusion density function of the sampling design. The variance of the continuous version of the Horvitz-Thompson estimator under the

Janusz L. Wywiał

Statistics in Transition New Series, Volume 21 , ISSUE 5, 1–16

Article | 20-December-2020

#### Some linear regression type ratio exponential estimators for estimating the population mean based on quartile deviation and deciles

This paper deals some linear regression type ratio exponential estimators for estimating the population mean using the known values of quartile deviation and deciles of an auxiliary variable in survey sampling. The expressions of the bias and the mean square error of the suggested estimators have been derived. It was compared with the usual mean, usual ratio (Cochran (1977)), Kadilar and Cingi (2004, 2006) and Subzar et al. (2017) estimators. After comparison, the condition which makes the

Statistics in Transition New Series, Volume 21 , ISSUE 5, 85–98

Research Article | 18-March-2020

#### Estimation of finite population mean using two auxiliary variables under stratified random sampling

This paper addresses the problem of an alternative approach to estimating the population mean of the study variable with the help of the auxiliary variable under stratified random sampling. The properties of the suggested estimator have been studied under large sample approximation. It has been demonstrated that the suggested estimator is more efficient than other considered estimators. To judge the merits of the proposed estimator, an empirical study has been carried out to support the present

Statistics in Transition New Series, Volume 21 , ISSUE 1, 1–12

Article | 06-July-2017

#### ESTIMATION OF MEAN ON THE BASIS OF CONDITIONAL SIMPLE RANDOM SAMPLE

Estimation of the population mean in a finite and fixed population on the basis of the conditional simple random sampling design dependent on order statistics (quantiles) of an auxiliary variable is considered. Properties of the well-known Horvitz-Thompson and ratio type estimators as well as the sample mean are taken into account under the conditional simple random sampling designs. The considered examples of empirical analysis lead to the conclusion that under some additional conditions the

Janusz Wywiał

Statistics in Transition New Series, Volume 17 , ISSUE 3, 411–428

Article | 06-July-2017

#### SMALL AREA PREDICTION UNDER ALTERNATIVE MODEL SPECIFICATIONS

Construction of small area predictors and estimation of the prediction mean squared error, given different types of auxiliary information are illustrated for a unit level model. Of interest are situations where the mean and variance of an auxiliary variable are subject to estimation error. Fixed and random specifications for the auxiliary variables are considered. The efficiency gains associated with the random specification for the auxiliary variable measured with error are demonstrated. A

Andreea L. Erciulescu, Wayne A. Fuller

Statistics in Transition New Series, Volume 17 , ISSUE 1, 9–24

Article | 24-August-2017

#### EFFICIENT FAMILY OF RATIO-TYPE ESTIMATORS FOR MEAN ESTIMATION IN SUCCESSIVE SAMPLING ON TWO OCCASIONS USING AUXILIARY INFORMATION

In this paper, we proposed an efﬁcient family of ratio-type estimators using one auxiliary variable for the estimation of the current population mean under successive sampling scheme. This family of estimators have been studied by Ray and Sahai (1980) under simple random sampling using one auxiliary variable for estimation of the population mean. Using these estimators in successive sampling, the expression for bias and mean squared error of the proposed estimators are obtained up to the ﬁrst

Nazeema T. Beevi, C. Chandran

Statistics in Transition New Series, Volume 18 , ISSUE 2, 227–245

Article | 05-September-2021

#### A calibrated synthetic estimator for small area estimation

Matthew Joshua Iseh, Ekaette Inyang Enang

Statistics in Transition New Series, Volume 22 , ISSUE 3, 15–30

Article | 06-July-2017

#### A NEW MEDIAN BASED RATIO ESTIMATOR FOR ESTIMATION OF THE FINITE POPULATION MEAN

The present paper deals with a new median based ratio estimator for the estimation of finite population means in the absence of an auxiliary variable. The bias and mean squared error of the proposed median based ratio estimator are obtained. The performance of the median based ratio estimator is compared with that of the SRSWOR sample mean, ratio estimator and linear regression estimator for certain natural population. It is shown from the numerical comparisons that the proposed median based

J. Subramani

Statistics in Transition New Series, Volume 17 , ISSUE 4, 591–604

Article | 22-January-2018

#### A NEW ESTIMATOR OF MEAN USING DOUBLE SAMPLING

In this paper, we consider the problem of estimation of population mean of a study variable by making use of first-phase sample mean and first-phase sample median of the auxiliary variable at the estimation stage. The proposed new estimator of the population mean is compared to the sample mean estimator, ratio estimator and the difference type estimator for the fixed cost of the survey by using the concept of two-phase sampling. The magnitude of the relative efficiency of the proposed new

Kalyan Rao Vadlamudi, Stephen A. Sedory, Sarjinder Singh

Statistics in Transition New Series, Volume 18 , ISSUE 4, 637–650

Article | 27-May-2019

#### MODELLING SENSITIVE ISSUES ON SUCCESSIVE WAVES

This paper addresses the problem of estimation of population mean of sensitive character using non-sensitive auxiliary variable at current wave in two wave successive sampling. A general class of estimator is proposed and studied under randomized and scrambled response model. Many existing estimators have been modiﬁed to work for sensitive population mean estimation. The modiﬁed estimators became the members of proposed general class of estimators. The detail properties of all the estimators

Kumari Priyanka, Pidugu Trisandhya

Statistics in Transition New Series, Volume 20 , ISSUE 1, 41–65

Article | 28-May-2019

#### IMPUTATION OF MISSING VALUES BY USING RAW MOMENTS

The estimation of population parameters might be quite laborious and inefﬁcient, when the sample data have missing values. In comparison follow-up visits, the method of imputation has been found to be a cheaper procedure from a cost point of view. In the present study, we can enhance the performance of imputation procedures by utilizing the raw moments of the auxiliary information rather than their ranks, especially, when the ranking of the auxiliary variable is expensive or difﬁcult to do so

Muhammed Umair Sohail, Javid Shabbir, Farinha Sohil

Statistics in Transition New Series, Volume 20 , ISSUE 1, 21–40

Research Article | 13-June-2021

#### Developing calibration estimators for population mean using robust measures of dispersion under stratified random sampling

In this paper, two modified, design-based calibration ratio-type estimators are presented. The suggested estimators were developed under stratified random sampling using information on an auxiliary variable in the form of robust statistical measures, including Gini’s mean difference, Downton’s method and probability weighted moments. The properties (biases and MSEs) of the proposed estimators are studied up to the terms of first order approximation by means of Taylor’s Series

Ahmed Audu, Rajesh Singh, Supriya Khare

Statistics in Transition New Series, Volume 22 , ISSUE 2, 125–142

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