Beruflich Dokumente
Kultur Dokumente
SUBMITTED TO:
Miss Ummara Shahid
SUBMITTED BY:
M.Suleman
14090813-011
Rimsha Naseer
14090813-012
Tahira
14090813-013
Haroon Safdar
14090813-014
Iqra Aslam
14090813-015
ASSIGNMENT:
Separate Product Mean Estimator
&
x
yp y
X
x
yp y
X
We know that
where
y Y
Y
xX
ex
X
ey
y Y (1 e y )
x X(1 e x )
X (1 e x )
y p Y (1 e y )
y p Y (1 e y ) (1 e x )
( 1) e 2x
y p Y (1 e y ) 1 ex
....
2!
y p Y 1 ex ey e y ex
opening
1 ex
series
( 1) e 2x
1 ex
....
2!
y p Y Y ex Yey Y e y ex
Y Y ex Yey Y ey ex
Applying
Expectation on bothside
E y p Y E Y ex Ye y Y e y ex
E y p Y Y E (ex ) YE (e y ) Y E (e y ex )
We know that
E ( ex ) 0
and
E (e x e y )
E (e y ) 0
and
S xy 1
XY n
So
E yp Y Y
E yp Y
S xy 1 1
X Y n N
S xy 1
X n
0 so
its biased .
y p Y Y ex ey
2
2 2 2
2 2
2
p Y Y ex Y e y 2Y ex e y
2
Applying
E y p Y E Y 2 2ex2 Y 2e y2 2Y 2 ex e y
2
E y p Y Y 2 2 E (ex2 ) Y 2 E (e 2y ) 2Y 2 E (ex e y )
2
S x2 1 1
E (e ) 2
X n N
2
x
Where
E (ex ey )
S y2 1 1
E (e ) 2
Y n N
2
y
and
S xy 1 1
XY n N
E yp Y
E yp Y
E yp Y
S y2 1
S x2 1 1
2
Y
Y
2
X 2 n N
n
Y
2
S xy 1
1
2
2Y
N
XY n
Y 2 1 1
1 1
Y 1 1
S
S y2
2 S xy
2
X n N
n N
X n N
1
1 1
Y2
2 1 1
2 2 2 1
2
S x R S y
2 S xy R
where R 2
n N
X
n N
n N
2
x
1 1
.........( A)..equation
n N
E y p Y 2 S x2 R 2 S y2 2 S xy R
2
Partial
Differentiate w.r .t
E yp Y
S R S
2
2
x
1 1
0
n N
2 S x2 R 2 2 S xy R 0
2 S
2
x
R 2 2 S xy R
2 S x2 R 2 2 S xy R
2 S xy R
2 S x2 R 2
S xy
S x2 R
2
y
2 S xy R
Now
putting
S 2
1 1
S xy
xy
2
2
2
V ( y p ) 2 S x R S y 2
S
R
xy
S 2 R
n
N
S x R
( S xy ) 2
1 1
S xy
2
2
2
V ( yp )
S R S y 2 2 S xy R
(S 2 ) 2 R2 x
n N
Sx R
x
( S xy ) 2
( S xy ) 2 1 1
2
V ( yp )
Sy 2 2
(S 2 )
Sx
x
n N
(
S
)
xy
2
V ( yp ) Sy
2
S
x
where
1
n
S xy
Sx S y
so S x S y S xy
V yp
min
V yp
min
V yp
min
V yp
min
( S x S y ) 2 1 1
S
n N
S
2 S x2 S y2 1 1
2
Sy
2
n N
Sx
1 1
S y2 2 S y2
n N
2
y
1 1
n N
S y2 1 2
For Checking
V y V yp
min
Efficiency
0
then V y p
Where V y S y2
min
more..efficient
and V y p
min
1 1
S y2 1 2
n N
1 1
1 1
S y2 1 2
0
n N
n N
S y2
S y2
1
2 1
Sy
N
n
1
1
2 2 1
Sy 0
N
n N
1 1
0 2 0 so
n N
2 S y2
So V y p
is More
Efficient .
y p1
y1
y
y
x1 , y p 2 2 x2 ........ y pL L xL
X1
X2
XL
y ps
N1 y1
N y
N y
x1 2 2 x2 ...... L L xL
N X1
N X2
N XL
y ps
N1
N
N
y p1 2 y p 2 ..... L y pL
N
N
N
y ps W1 y p1 W2 y p 2 ........ WL y pL
L
y ps Wh y ph
h 1
y ps Wh
h 1
yh xh
Xh
Ph
y ps Wh
Xh
h 1
L
Where
p h yh xh
p h yh xh
hth
eyh
yh Yh
Yh
Yh eyh yh Yh
Yh eyh Yh yh
Yh (eyh 1) yh
Similarly
X h (exh 1) xh
Now finally,
Yh (eyh 1) X h (exh 1)
y ps Wh
Xh
h 1
L
y ps Wh Yh (eyh 1)(exh 1)
h 1
h 1
h 1
y ps WhYh WhYh (e y ex ey ex )
y ps Y WhYh (e y ex e y ex )
h 1
y ps Y WhYh (e y ex e y ex )
h 1
Taking Expectation
W Y (e e
E ( y ps Y ) E
Opening
h 1
h h
y x
e y e x )
Sum
E ( y ps Y )
We know that
E (exh e yh )
E (exh )
E ( xh X h ) E ( yh Yh )
Xh
Yh
E ( xh X h )
0
Xh
S 1 1
Cov( xh , yh )
xy
X hYh
X hYh n N
Sx2
C 2x
2
Xh
Sy2
Y h2
E (e yh )
C2y
S xy
X hYh
C xy
E ( yh Yh )
0
Yh
S xy1 1 1
S xy 2
S xyL 1 1
1 1
0 0
W
Y
....
W
Y
2
2
L
L
X Y n
0
2
L L L NL
X 1Y1 n1 N1
X 2Y 2 n2 N
W1Y1
S xy 1
1
0 0
X hYh nh N h
E ( y ps Y ) WhYh
h 1
S xy 1
1
X hYh nh N h
E ( y ps Y ) WhYh
h 1
Baised
2
2
2
W
Y
(
e
e
e
)
..................(ii )
h h
y x
y
x
h 1
E ( y ps Y ) E
2
Opening
Sum
E ( y ps Y ) E
2
h 1
And
Y h2 (2e yh exh e 2 yh e 2 xh )
Apply
Expectation
2
2
..... WLYL (2e yL exL e yL e xL )
2
2
.... WLYL E (2eyL exL e yL e xL )
E ( y ps Y )
2
2
Applying Expectation
h 1
As we know that
E ( xh X h ) 2 S 2 xh
E (e xh )
X 2h
X h2
2
1
1
nh N h
2
E ( xh X h ) 2 S yh 1
1
E (e yh )
Y h2
Yh 2 nh N h
2
E (exh eyh )
S xyh
X hYh
E ( xh X h )( yh Yh ) Cov( xh , yh )
X hYh
X hYh
Cxyh
S 2 xh
C 2 xh
2
Xh
S 2 yh
Yh
C 2 yh
1
S xyh 1 1
2 1 1
1
1
2 1
S
xh
2 yh
2
Y
n
N
X
n
N
X
Y
n
h
h
h
h
h
h
h
h
h
Nh
E ( y ps Y ) W 2 hY h2
2
h 1
Rh
Yh
Xh
V ( y ps ) Wh S yh
h 1
1
2 1 1
1
1 1
2
Rh S xh
2 Rh S xyh
n
N
n
N
n
h
h
h Nh
h
Taking common
L
1
1
S yh 2 Rh 2 S xh 2 2 Rh S xyh
nh N h
V ( y ps ) Wh 2
h 1
1
1
V ( y ps ) Wh
S yh 2 Rh 2 S xh 2 2 Rh S xyh
h 1
nh N h
L
Example:
A psychologist needs information on average duration of sleep (in hours)
during night for the persons equal, or over, 50 years of age in a certain locality.
Voters' list for the locality is used to prepare the list of persons aged 50 years
or more. This population frame has 546 such persons. A WOR equal probability
sample of 30 persons is drawn. Information regarding the age and duration of
sleep gathered from the sampled persons is given in table 7.5.
Table 7.5 Age and average duration of sleep (in hours) for sample persons
Person
Age(x)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
62
75
51
57
81
79
67
74
84
56
68
70
59
64
53
Duration of
sleep (y)
7.00
5.00
8.00
7.75
5.00
5.25
7.00
6.25
4.50
7.75
7.00
7.00
7.25
6.75
8.50
Person
Age (x)
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
66
78
63
77
73
55
71
63
87
61
58
60
69
56
71
Duration of
sleep (y)
7.00
5.75
6.75
5.50
4.75
7.30
6.00
6.50
4.50
6.25
6.25
6.50
6.00
6.50
5.75
relative efficiency of this estimator in relation to the SRS based usual mean
estimator y.
Solution:
We have N= 546 and n=30. The average duration of sleep for
respondents is likely to decrease with increase in age. In order to be sure that
the product method of estimation could work well, we first work out
y
= 6.38
= 66.93
2
y
R
= 70,
= .09532
S xy
2
x
= 1.084
Y
X
=92.409 , and
= - 8.885
These figures in turn yield the sample estimate of the correlation coefficient as
S xy
S x2 S y2
8.885
(1.084)(94.409)
r 0.89
The product method of estimation could be used profitably. Thus, we get, the
estimate of average duration of sleep as
yp
yx
X
(6.38)(66.93)
70
6.10
MSE ( y p ) S y2 R 2 S x2 2 RS xy
1.084 + .09532
.00724
92.409