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Original article
32 (
6
); 2835-2844
doi:
10.1016/j.jksus.2020.07.006

Almost unbiased optimum estimators for population mean using dual auxiliary information

Department of Statistics, Government College University, Faisalabad, Pakistan

⁎Corresponding author. mirfan@gcuf.edu.pk (Muhammad Irfan),

Disclaimer:
This article was originally published by Elsevier and was migrated to Scientific Scholar after the change of Publisher.

Peer review under responsibility of King Saud University.

Abstract

One eminent disadvantage of many existing optimal estimators/class of estimators is that they are typically biased. In this article, we proposed an optimum class of unbiased estimators for estimating the population mean under simple random sampling without replacement (SRSWOR) scheme. Proposed class is a blend of three concepts: 1) information on auxiliary variable, 2) the ranks of auxiliary variable and 3) Hartley-Ross type unbiased estimation procedure. Expressions for the bias and the minimum variance of the new class are derived up to first degree of approximation. To highlight the application of proposed class, five real data sets are used. Numerical findings confirm that the new class behaves efficiently as compared to traditional unbiased estimator and other almost unbiased estimators under study. In addition, Monte Carlo simulation study is conducted through two real populations to assess the performance of proposed class against competitors. On the basis of theoretical and numerical findings, it is concluded that new proposed class can generate optimum unbiased estimators under SRSWOR scheme. Therefore, use of proposed class is recommended for future applications.

Keywords

Auxiliary variable
Hartley-Ross type estimator
Ranked auxiliary variable
Unbiased
Variance
1

1 Introduction

Utilizing the auxiliary information to boost the efficiency of estimators is a common practice in the theory of survey sampling. The auxiliary information such as standard deviation Sx, coefficient of variationCx, coefficient of skewness β1x, coefficient of kurtosis β2x, coefficient of correlation ρyx etc. may play positive role in the selection of sample, strata, type of estimators or in estimation. If this auxiliary information is positively (high) correlated with study variable, ratio estimators are preferred and in case it is negatively (high) correlated, product estimators are used. In this context, some notable contributions were made by Upadhyaya and Singh (1999), Singh and Tailor (2003), Kadilar and Cingi (2006a, 2006b), Gupta and Shabbir (2008), Shabbir and Gupta (2011), Haq and Shabbir (2013), Singh and Solanki (2013), Irfan et al. (2019a, 2019b), Raza et al. (2020) and many others.

Consider a sample of n pair of observations (yi,xi),i=1,2,3,,n for the study and auxiliary variables, respectively are selected from a finite population Θ=Θ1,Θ2,Θ3,,ΘNof size "N" under simple random sampling without replacement (SRSWOR) subject to the constraintn<N. Let r denotes the ranks of auxiliary variable and ri denotes the ithvalue of r in the population. Important measures related to study variable y, auxiliary variable x and the ranks of auxiliary variable r are described in Table 1.

Remark 1.1.

  • y-,x-andr- are the unbiased estimators of Y-,X-andR-, respectively.

  • sy2,sx2andsr2 are also unbiased estimators of Sy2,Sx2andSr2, respectively.

  • Similarly,syx,syrandsxrare the unbiased estimators of their population parameters Syx,SyrandSxr respectively.

Table 1 Measures related to study variable, auxiliary variable and the ranks of auxiliary variable.
Y-=N-1i=1NyiX-=N-1i=1NxiR-=N-1i=1NriPopulationmeans y-=n-1i=1nyix-=n-1i=1nxir-=n-1i=1nriSamplemeans
Sy2=i=1Nyi-Y-2N-1Sx2=i=1Nxi-X-2N-1Sr2=i=1Nri-R-2N-1Populationvariances sy2=i=1nyi-y-2n-1sx2=i=1nxi-x-2n-1sr2=i=1nri-r-2n-1Samplevariances
ρyx=SySx-1Syxρyr=SySr-1Syrρxr=SxSr-1SxrCorrelationcoefficients Cy=Y--1SyCx=X--1SxCr=R--1SrxCoefficientsofvariation
Syx=N-1-1i=1Nyi-Y-xi-X-Syr=N-1-1i=1Nyi-Y-ri-R-Sxr=N-1-1i=1Nxi-X-ri-R-Populationcovariances
syx=n-1-1i=1nyi-y-xi-x-syr=n-1-1i=1nyi-y-ri-r-sxr=n-1-1i=1nxi-x-ri-r-Samplecovariances
φ=1n-1NFinitepopulationcorrectionfactor

2

2 Unbiased/Almost unbiased estimators from literature

Usually, ratio and product type of estimators of population mean are biased and inconsistent and thus can lead to erroneous inferences. Several researchers have attempted to reduce the bias from these estimators as unbiasedness is one of the important properties of estimators. Unbiased ratio and product type estimators have also been discussed by Hartely and Ross (1954), Robson (1957), Murthy and Nanjamma (1959), Biradar and Singh (1992a, 1992b, 1995), Sahoo et al. (1994) and Javed et al. (2019).

This section presents a comprehensive detail of unbiased/almost unbiased estimators of population mean under simple random sampling scheme from literature.

2.1

2.1 Traditional unbiased estimator

The traditional unbiased estimator of population mean along with its variance is

(1)
y-0u=y-
(2)
Vy-0u=φY-2Cy2

2.2

2.2 Hartley and Ross (1954) estimator

Hartley and Ross (1954) suggested an unbiased ratio type estimator for estimating population mean as below

(3)
y-HRu=p-0X-+nN-1Nn-1y--p-0x-wherep-0=n-1i=1npi0,pi0=yixi

The variance of this estimator, to the first order of approximation, is equal to the mean square error of the usual ratio estimator (see Singh and Mangat (1996)).

(4)
Vy-HRuφY-2Cy2+Cx2-2ρyxCyCx

2.3

2.3 Singh et al. (2014) estimators

Singh et al. (2014) considered the estimators of Kadilar and Cingi (2006c) and Upadhyaya and Singh (1999) to propose the following Hartley-Ross type unbiased estimators for population mean.

(5)
y-S1u=p-1X-1+nN-1Nn-1y--p-1x-1
(6)
y-S2u=p-2X-2+nN-1Nn-1y--p-2x-2
wherep-1=n-1i=1npi1,pi1=yiCxxi+ρyx=yixi1,X-1=CxX-+ρyxp-2=n-1i=1npi2,pi2=yiCxxi+β2(x)=yixi2,X-2=CxX-+β2(x)

here ρyx is the coefficient of correlation between study variable y and auxiliary variable x and β2(x) is the coefficient of kurtosis of auxiliary variable x.

Variance of y-S1u and y-S2uare respectively given below.

(7)
Vy-S1uφSy2+P-1Sx12-2P-1Syx1
(8)
Vy-S2uφSy2+P-2Sx22-2P-2Syx2
whereP-=N-1i=1Npi,Sx=N-1-1i=1Nxi-X-2,Syx=N-1-1i=1Nyi-Y-xi-X-,for=1,2

2.4

2.4 Cekim and Kadilar (2016) estimators

A general class of Hartley-Ross type unbiased estimators was developed by Cekim and Kadilar (2016) from special version of estimators of Khoshnevisan et al. (2007) as given below

(9)
y-CK1u=p-3X-3+nN-1Nn-1y--p-3x-3wherep-3=n-1i=1npi3,pi3=yiαxi+β=yixi3,X-3=αX-+β

α0 and β are either known constants or functions of any known population parameters of auxiliary variable including coefficient of skewness, coefficient of kurtosis, coefficient of variation and coefficient of correlation etc.

Variance of y-CK1u is given as under

(10)
Vy-CK1uφSy2+P-(3)Sx32-2P-(3)Syx3whereP-3=N-1i=1Npi3,Sx3=N-1-1i=1Nxi3-X-32,Syx3=N-1-1i=1Nyi-Y-xi3-X-3
Remark 2.1

It is worth pointing out that if we have

1) α=Cx and β=ρyx in pi3, then

pi3=pi1and y-CK1u=y-S1u

2) α=Cx and β=β2(x) in pi3, then

pi3=pi2 and y-CK1u=y-S2u

Another class proposed by Cekim and Kadilar (2016) using the special version of Koyuncu and Kadilar (2009) is defined below

(11)
y-CK2u=k1y-αX-+βγαx-+β+1-γαX-+βt-k1y-φtt+12γ2λ2Cx2-tγλsyxy-X--k1-1y-

hereλ=αX-αX-+β,t=1,γ=1, k1 is the weight to be determined such that the variance becomes minimum and α and β are the same as defined earlier.

(12)
Vy-CK2uφY-2k12t2γ2λ2Cx2-2k1tγλCyx+Cy2-φk1tγλt+12γλCx2-Cyx2-φk1tγλ2Cyxρyxk1tγλCxθ12x-Cyθ21x-t+1γλCx2k1tγλCyx-Cy2

Differentiating Eq. (12) with respect to k1 and equating to zero, we get the optimal value of k1 as followsk1(Opt)=AB

whereA=tγλCyx1-φCyθ21xρyx+t+12φγλCx2Cy2B=t2γ2λ2Cx2+φCyxt+1γλCx2-2Cxθ12xρyx-t+12γλCx2-Cyx2

Putting the optimal value of k1 in Eq. (12), we get the minimum variance as

(13)
Vminy-CK2uφY-2Cy2-A2B

3

3 Methodology

All contributions for efficient estimation of population mean under simple random sampling scheme and alike published work are based on only the utilization of original auxiliary information. None of them tried the dual use of auxiliary information to explore the unbiased estimators for population mean under simple random sampling.

Recently, Irfan et al. (2020) and Javed and Irfan (2020) used an additional information of the auxiliary variable called ranked auxiliary variable to develop efficient estimators under simple and stratified random sampling.

First time, we initiated a blend of three concepts to explore an optimum class of almost unbiased estimators for estimating the population mean:

  1. information on auxiliary variable

  2. the ranks of auxiliary variable

  3. Hartley-Ross type unbiased estimation

A class of biased estimators proposed by Haq et al. (2017) is as follows:

(14)
y-H=k2y-+k3X--x-+k4R--r-expαX--x-αX-+x-+2β

Bias of the class given in Eq. (14) is derived, up to first order of approximation as

(15)
Biasy-H-Y-+12φλCxk3X-Cx+k4R-Crρxr+k2Y-1+φλCx38λCx-12SyxY-Sx

Subtracting Eq. (15) from Eq. (14), we obtained the expression given below

(16)
k2y-+k3X--x-+k4R--r-expαX--x-αX-+x-+2β+Y--12φλCxk3X-Cx+k4R-Crρxr-k2Y-1+φλCx38λCx-12SyxY-Sx

After some simplification and replacing the parameters Y- and Syx by their unbiased estimators y- and syx in Eq. (16), we havey-H+y--12k3φλX-Cx2-12k4φλCxrR--k2y--38k2φλ2y-Cx2+12k2φλsyxX-

So, the proposed class of almost unbiased estimators is as follows:

(17)
y-Pu=y-H+y-1-k2-12φλk3X-Cx2+k4R-Cxr+34k2λy-Cx2-k2syxX-

whereλ=αX-αX-+β,k2,k3andk4 are the suitable weights to be chosen. α0 and β are either known constants or functions of any known population parameters of auxiliary variable including coefficient of skewness β1x, coefficient of kurtosis β2x, coefficient of variation Cx and coefficient of correlation ρyxetc.

Following are the relative error terms along with their expectations, used to derive the expressions for the bias, variance and minimum variance of the proposed estimators.ω0=y--Y-Y-,ω1=x--X-X-,ω2=r--R-R-,ω3=syx-SyxSyx

such thatEωi=0fori=0,1,2,3Eω02=φCy2,Eω12=φCx2,Eω22=φCr2,Eω32=φθ22xρyx-1,Eω0ω1=φρyxCyCx=φCyx,Eω0ω2=φρyrCyCr=φCyr,Eω0ω3=φCyθ21xρyx,Eω1ω2=φρxrCxCr=φCxr,Eω1ω3=φCxθ12xρyx,Eω2ω3=φCrθ12rρyr.

In order to obtain the values of θ21x,θ12x,θ22xandθ12r, following expressions are helpful.θabx=μabxμ20xa2μ02xb2,μabx=i=1Nyi-Y-axi-X-bNθabr=μabrμ20ra2μ02rb2,μabr=i=1Nyi-Y-ari-R-bNfora=b=0,1,2

After rewriting y-Pu in terms of relative errors and expanding up to first order of approximation, we get

(18)
y-Puk2Y-1+ω0-k3X-ω1-k4R-ω21-12λω1+38λ2ω12+Y-1+ω0-12k3φλX-Cx2-12k4φλCxrR--k2Y-1+ω0-38k2φλ2Cx2Y-1+ω0+12k2φλSyx1+ω3X-

Subtracting Y- from both sides of Eq. (18), we have

(19)
y-Pu-Y-Y-1-38k2φλ2Cx2ω0-12k2Y-λ+k3X-ω1-k4R-ω2+12k2φλSyxX-ω3-12k2Y-λω0ω1+12k4R-λω1ω2+38k2Y-λ2+12k3X-λω12-12φλk3X-Cx2+k4CxrR-+34k2Y-λCx2-k2Y-Cyx

Taking expectation on both sides of Eq. (19) to get the Biasy-PuBiasy-Pu=Ey-Pu-Y-=-12k2Y-λφCyx+12k4R-λφCxr+38k2Y-λ2+12k3X-λφCx2-12φλk3X-Cx2+k4CxrR-+34k2Y-λCx2-k2Y-CyxEy-Pu-Y-=-12k2Y-λφCyx+12k4R-λφCxr+38k2Y-λ2φCx2+12k3X-λφCx2+12k2Y-λφCyx-12k4R-λφCxr-38k2Y-λ2φCx2-12k3X-λφCx2

During simplification, all the terms cancel out and we get zero bias which shows that the proposed class generates almost unbiased estimators. As the first order approximation is used in deriving the expression therefore the term “almost” is added here. So,Biasy-Pu=Ey-Pu-Y-0

Squaring both sides of Eq. (19) and taking the expectation, we get the variance of proposed estimators up to first order of approximation as:

(20)
Vy-PuY-2φCy2-Y-2φλA1k2-2X-Y-φCyxk3-2Y-R-φCyrk4+Y-2λ2φA2k22+X-2φCx2A3k32+R-2φCr2A4k42+X-Y-φλCxA5k2k3+R-Y-φλA6k2k4+2R-X-φCxrA3k3k4

whereA1=34φλCy2Cx2+Cyx-φCyxCyθ21xρyxA2=14Cx2-964φλ2Cx4-14φCyx2-φCyxCxθ12x2ρyx+34φλCx2CyxA3=1-14φλ2Cx2A4=1-14φλ2Cx2ρxr2A5=Cx+54φλCxCyx-φCyxθ12xρyx-38φλ2Cx3A6=34φλCx2Cyr+Cxr-φCyxCrθ12rρyr+12φλCxrCyx-38φλ2Cx2Cxr

Partially differentiating Eq. (20) with respect to k2,k3 and k4 and equating them to zero, we get the optimal values of k2,k3 and k4 as follows.k2opt=2C1λC2k3opt=Y-A1B2C2-4A2B2C1-A6B3C2-B6C1X-CxA5B2C2k4opt=Y-B3C2-B6C1R-B2C2

Placing these optimal values in Eq. (20), we obtained the minimum variance as given byVminy-Pu1CxA52B22C22Y-2φCxA52B22Cy2C22-2A1C1C2+4A2C12+D1CxA3D1-2CyxA5B2C2+2CxA52B2C1+CxA52D2Cr2A4D2-2CyrB2C2+2A6B2C1+2CxrA3A5D1D2(21)

whereB1=CxA1A3-CyxA5,B2=CxrA3A6-Cr2CxA4A5,B3=CxrA1A3-CyrCxA5B4=CxA3A6-CxrA3A5,B5=Cx4A2A3-A52,B6=4CxrA2A3-CxA5A6C1=B1B2-B3B4,C2=B2B5-B4B6D1=A1B2C2-4A2B2C1-A6B3C2-B6C1,D2=B3C2-B6C1

4

4 Results and discussion

In this section, we evaluated the performance of proposed class of estimators as compared to other unbiased/almost unbiased estimators. For this purpose, we selected five real life data sets with different correlation coefficients (first three with positive and last two with negative) between study variable and auxiliary variable. The descriptions of the populations are given below.

Population 1: [Source: Singh and Mangat (1996), p. 369]y=Numberoftubewellsx=Netirrigatedareainhectaresfor69villagesofDorahadevelopmentblockofPunjab,IndiaN=69,n=10,Y-=135.2609,X-=345.7536,R-=35,Cy=0.8422,Cx=0.8422,Cr=0.5732,ρyx=0.9224,ρyr=0.7136,ρxr=0.8185,β2(x)=7.2159,β1(x)=2.3808

Population 2: [Source: Cochran (1977), p.152]y=Populationsizein1930x=Populationsizein1920N=49,n=12,Y-=127.7959,X-=103.1429,R-=25,Cy=0.9634,Cx=1.0122,Cr=0.5715,ρyx=0.9817,ρyr=0.7207,ρxr=0.7915,β2(x)=5.1412,β1(x)=2.2553

Population 3: [Source: Singh and Mangat (1996), p. 369]y=Numberoftubewellsx=Numberoftractorsfor69villagesofDorahadevelopmentblockofPunjab,IndiaN=69,n=10,Y-=135.2609,X-=21.2319,R-=35,Cy=0.8422,Cx=0.7969,Cr=0.5726,ρyx=0.9119,ρyr=0.7364,ρxr=0.8616,β2(x)=3.7653,β1(x)=1.8551

Population 4: [Source: Gujarati (2004), p. 433]y=Averagemilespergallonsx=TopSpeed(milesperhour)of81carsN=81,n=16,Y-=33.8346,X-=112.4568,R-=41,Cy=0.2972,Cx=0.1256,Cr=0.5728,ρyx=-0.6908,ρyr=-0.7298,ρxr=0.8456,β2x=4.1454,β1x=1.9016

Population 5: [Source: Gujarati (2004), p. 433]y=Averagemilespergallonsx=Cubicfeetofcabspaceof81carsN=81,n=18,Y-=33.8346,X-=98.7654,R-=41,Cy=0.2972,Cx=0.2258,Cr=0.5727,ρyx=-0.3683,ρyr=-0.4732,ρxr=0.9245,β2x=0.9202,β1x=-0.5902

We calculated the variances of all the estimators i.e. y-0u,y-HRu,y-S1u,y-S2u,y-CK1u,y-CK2uandy-Pufor the populations 1–5. Expressions for the variances of all the existing and proposed estimators are given in section 1 & section 3 in detail. All empirical results are summarized in Tables 2-6.

Table 2 Minimum variance of different estimators for population 1.
Estimator Variance Classes of Estimators
α β y-CK1u y-CK2u y-Pu
y-0u 1109.534 1 Cx 196.0392 152.9700 146.4461
y-HRu 173.4709 1 β2x 184.9776 153.2623 146.9481
y-S1u 195.5583 β2x Cx 197.5358 152.9325 146.3866
y-S2u 183.1241 ρyx Cx 195.8957 152.9736 146.4518
β2x ρyx 197.5143 152.9330 146.3874
ρyx β2x 184.0929 153.2871 146.9945
β2x Sx 165.6300 153.9599 149.1641
1 ρyx 195.8893 152.9738 146.4521
Cx β2x 183.1241 153.3145 147.0466
Cx ρyx 195.5583 152.9821 146.4655
1 β1x 193.0592 153.0459 146.5696

*Bold values indicate minimum variances

Table 3 Minimum variance of different estimators for population 2.
Estimator Variance Classes of Estimators
α β y-CK1u y-CK2u y-Pu
y-0u 953.8721 1 Cx 191.0767 37.6156 16.6971
y-HRu 39.0457 1 β2x 60.3292 37.5857 17.4239
y-S1u 194.9164 β2x Cx 300.6648 37.5954 16.5412
y-S2u 60.9889 ρyx Cx 189.4141 37.6160 16.7006
β2x ρyx 301.8640 37.5952 16.5423
ρyx β2x 59.3432 37.5826 17.4398
β2x Sx 45.8849 36.1171 19.4647
1 ρyx 193.8267 37.6150 16.6914
Cx β2x 60.9889 37.5876 17.4137
Cx ρyx 194.9164 37.6148 16.6891
1 β1x 118.8250 37.6290 16.9256

*Bold values indicate minimum variances

Table 4 Minimum variance of different estimators for population 3.
Estimator Variance Classes of Estimators
α β y-CK1u y-CK2u y-Pu
y-0u 1109.5340 1 Cx 192.3828 207.8877 169.8932
y-HRu 188.2657 1 β2x 202.3949 208.5434 171.9661
y-S1u 188.7435 β2x Cx 205.5316 207.5081 169.3616
y-S2u 215.0774 ρyx Cx 191.3648 207.9301 169.9596
β2x ρyx 204.5481 207.5305 169.3906
ρyx β2x 206.9720 208.5160 172.1645
β2x Sx 211.8509 208.4709 172.3533
1 ρyx 190.9106 207.9504 169.9920
Cx β2x 215.0774 208.4339 172.4686
Cx ρyx 188.7435 208.0659 170.1863
1 β1x 187.1201 208.3344 170.7391

*Bold values indicate minimum variances

Table 5 Minimum variances of different estimators for population 4.
Estimator Variance Classes of Estimators
α β y-CK1u y-CK2u y-Pu
y-0u 5.0712 1 Cx 9.1068 2.6919 2.2790
y-HRu 8.9364 1 β2x 8.9279 2.6920 2.2791
y-S1u 9.3860 β2x Cx 9.1112 2.6919 2.2790
y-S2u 7.9898 ρyx Cx 9.1211 2.6919 2.2789
β2x ρyx 9.1204 2.6919 2.2789
ρyx β2x 9.4125 2.6917 2.2788
β2x Sx 8.9596 2.6920 2.2790
1 ρyx 9.1451 2.6919 2.2789
Cx β2x 7.9898 2.6925 2.2794
Cx ρyx 9.3859 2.6918 2.2789
1 β1x 9.0257 2.6919 2.2790

*Bold values indicate minimum variances

Table 6 Minimum variances of different estimators for population 5.
Estimator Variance Classes of Estimators
α β y-CK1u y-CK2u y-Pu
y-0u 4.3690 1 Cx 10.0399 3.7985 3.3712
y-HRu 9.3363 1 β2x 9.9681 3.7984 3.3715
y-S1u 10.2410 β2x Cx 10.0379 3.7985 3.3713
y-S2u 9.6624 ρyx Cx 10.1291 3.7985 3.3709
β2x ρyx 10.1062 3.7986 3.3710
ρyx β2x 10.3397 3.7986 3.3703
β2x Sx 8.2728 3.7976 3.3778
1 ρyx 10.1028 3.7985 3.3710
Cx β2x 9.6624 3.7984 3.3725
Cx ρyx 10.2410 3.7986 3.3706
1 β1x 10.1266 3.7985 3.3709

*Bold values indicate minimum variances

In case of positive correlation between study variable and auxiliary variable (populations 1–3), some important observations are made from Tables 2-4 as follows:

  • y-HRu performs better than y-0u.

  • It is worth pointing out that y-HRu has less variance than y-S1u,y-S2uandy-CK1u.

  • All the proposed estimators have minimum variance as compared to y-0u,y-HRu,y-S1u,y-S2u,y-CK1uandy-CK2u.

  • A deep insight of columns of y-Pu reveals that the value of α,β=β2x,Cx provides the least variance among all proposed estimators.

In case of negative correlation between study variable and auxiliary variable (populations 4–5), following important considerations are made from Tables 5-6:

  • It is perceived that y-0u performs better than y-HRu.

  • It is important to mention that y-0u has less variance than y-S1u,y-S2uandy-CK1u.

  • All proposed estimators have minimum variance as compared to existing estimators.

  • α,β=ρyx,β2x is an appropriate choice in order to get the minimum variance among all the proposed estimators.

4.1

4.1 A simulation study

It is clearly observed from numerical findings that the proposed class provides almost unbiased and efficient estimators for estimating population mean in case of SRSWOR. In addition, this superiority is assessed through a Monte Carlo simulation study using R software. For this purpose, two real populations are used. Different sample sizes i.e. n=180and220andn=18and20 are used for both real populations.

Following steps are performed to carry out the simulation study:

Step 1. Select a SRSWOR of size n from the population of size N.

Step 2. Use sample data from step 1 to find the variance/minimum variance of all the

existing and proposed estimators.

Step 3. Step 1 and step 2 are repeated 10,000 times.

Step 4. Obtain 10,000 values for variance of each estimator.

Step 5. Average of 10,000 values, obtained in step 4 is the variance of each estimator.

Remark 4.1

The following expression is used for calculation of variance/minimum variance for all estimators considered in this study:

Vary-=i=110000y--Y-210000wherey-=y-0u,y-HRu,y-S1u,y-S2u,y-CK1u,y-CK2uandy-Pu.

4.1.1

4.1.1 Real population 1

We used a real data of primary and secondary schools for 923 districts of Turkey in 2007, taking number of teachers as study variable and number of students as auxiliary variable (Source: Koyuncu and Kadilar, 2009). Some important parameters of the data set are:Y-=436.4345,X-=11440.5,R-=462,Cy=1.7183,Cx=1.8645,Cr=0.5770,ρyx=0.9543,ρyr=0.6444,ρxr=0.6307,β1x=3.9365,β2x=18.7208

4.1.2

4.1.2 Real population 2

This real data relates to 81 cars in which average miles per gallons (MPG) is taken as a study variable and top speed, miles per hour (SP) as an auxiliary variable. (Source: Gujarati (2004), p. 433). Some important parameters of the data set are:Y-=33.8346,X-=112.4568,R-=41,Cy=0.2972,Cx=0.1256,Cr=0.5728,ρyx=-0.6908,ρyr=-0.7298,ρxr=0.8456,β1x=1.9016,β2x=4.1454

Variances calculated for different sample sizes through real populations 1–2 are reported in Tables 7-8. Simulation study, alike in applications to real data reveals that

  • y-HRu is more efficient than y-0u in case of positive correlation between study variable and auxiliary variable (see Table 7) but less efficient in case of negative correlation (see Table 8).

  • By increasing the sample size, variance of all the estimators reduces.

  • Proposed estimators y-Puhave minimum variance as compared to all other estimators.

Table 7 Minimum variance of estimators based on simulation through real population 1.
Estimator Variance Classes of Estimators
α β y-CK1u y-CK2u y-Pu
n=180
y-0u 2510.8720 1 Cx 505.7589 206.0152 178.9120
y-HRu 271.3697 1 β2x 478.7737 208.0823 180.6443
y-S1u 506.8906 β2x Cx 505.8466 204.0754 176.6485
y-S2u 490.9651 ρyx Cx 508.3117 207.6117 180.2311
β2x ρyx 505.5180 207.5761 180.9583
ρyx β2x 483.6694 202.0577 175.2135
β2x Sx 229.4068 206.3638 179.6351
1 ρyx 504.0403 208.9553 182.3116
Cx β2x 490.9651 200.0236 173.7984
Cx ρyx 506.8906 203.3060 176.9591
1 β1x 498.5304 203.1903 176.5236
n=220
y-0u 1938.0569 1 Cx 390.0107 161.6810 144.0454
y-HRu 209.1543 1 β2x 372.9320 162.4285 144.7053
y-S1u 393.2290 β2x Cx 393.0053 158.8819 141.2770
y-S2u 385.2977 ρyx Cx 390.6282 160.2888 142.3775
β2x ρyx 393.9777 162.1509 144.2795
ρyx β2x 373.2435 163.9430 146.4945
β2x Sx 178.2684 159.8451 142.1195
1 ρyx 392.5001 163.9137 146.3558
Cx β2x 385.2977 158.3126 140.8176
Cx ρyx 393.2290 160.8272 143.2344
1 β1x 388.8904 158.9783 141.3371

*Bold values indicate minimum variances

Table 8 Minimum variance of estimators based on simulation through real population 2.
Estimator Variance Classes of Estimators
α β y-CK1u y-CK2u y-Pu
n=18
y-0u 4.3528 1 Cx 7.8021 2.0194 1.5434
y-HRu 7.7071 1 β2x 7.6910 2.0369 1.5463
y-S1u 8.0659 β2x Cx 7.8296 2.0300 1.5328
y-S2u 6.8708 ρyx Cx 7.8169 2.0165 1.5264
β2x ρyx 7.8105 2.0501 1.5596
ρyx β2x 8.1228 2.0344 1.5473
β2x Sx 7.6585 2.0146 1.5305
1 ρyx 7.8603 2.0412 1.5490
Cx β2x 6.8708 2.0101 1.5387
Cx ρyx 8.0659 2.0610 1.5616
1 β1x 7.7222 2.0231 1.5402
n=20
y-0u 3.8208 1 Cx 6.8307 1.8090 1.3954
y-HRu 6.7615 1 β2x 6.6893 1.7862 1.3836
y-S1u 7.0436 β2x Cx 6.8060 1.8016 1.4004
y-S2u 5.9986 ρyx Cx 6.8150 1.8009 1.3975
β2x ρyx 6.8163 1.7871 1.3887
ρyx β2x 7.0883 1.8057 1.3974
β2x Sx 6.6915 1.7788 1.3871
1 ρyx 6.8542 1.7990 1.3909
Cx β2x 5.9986 1.8138 1.4053
Cx ρyx 7.0436 1.8051 1.3953
1 β1x 6.7303 1.8095 1.3998

*Bold values indicate minimum variances

The performance of the proposed estimators y-Puas compared to y-0u,y-HRu,y-S1u,y-S2u,y-CK1uandy-CK2u are also shown graphically for both populations considered in simulation study. Figs. 1-2 comprise the average of mean squared errors of the estimators based on different sample sizes. From Figs. 1 & 2, it can be seen that: 1) By increasing the sample size, variance of all the estimators reduces. 2) Proposed estimators y-Pu have minimum variance as compared to all other estimators under study.

Minimum variance of estimators based on simulation through real population 1.
Fig. 1
Minimum variance of estimators based on simulation through real population 1.
Minimum variance of estimators based on simulation through real population 2.
Fig. 2
Minimum variance of estimators based on simulation through real population 2.

5

5 Conclusion

We proposed a new class of almost unbiased estimators for estimating population mean under SRSWOR. This class is developed through the Hartley-Ross type estimation using the information of auxiliary variable and the ranks of auxiliary variable. Minimum variance of proposed class is derived up to first degree of approximation. Five real life data sets are used to check the numerical performance of new estimators. A comparison of new class is made with existing unbiased/almost unbiased estimators. A simulation study through two real data sets is also conducted to assess the potential of suggested class. On the basis of numerical findings, it is concluded that new class can generate optimum almost unbiased estimators. Therefore, use of proposed class is recommended for future applications.

The possible extensions of this work are to estimate the: 1) finite population mean under other sampling designs like stratified random sampling, double sampling, rank set sampling etc. 2) other unknown finite population parameters including median, variance and proportions etc. 3) population mean in the presence of non-sampling errors.

Declaration of Competing Interest

The authors declare that they have no known competing financial interests or personal relationships that could have appeared to influence the work reported in this paper.

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