Statistics & Probability Letters 48 (2000) 205212

Double-ranked set sampling

M. Fraiwan Al-Saleh
a,
, M. Ali Al-Kadiri
b
a
Statistics Department, Yarmouk University, Irbid, Jordan
b
Islamic Hospital, Amman, Jordan
Received April 1999; received in revised form August 1999
Abstract
As a variation of ranked set sampling (RSS), double-ranked set sampling technique (DRSS) is introduced and inves-
tigated. It is shown that this extension of RSS is more ecient in estimating the population mean than both RSS and
simple random sampling (SRS). It is also shown, using the concept of degree of distinguishability between the sample
observations, that ranking in the second stage is easier than that in the rst stage. c 2000 Elsevier Science B.V. All
rights reserved
Keywords: Ranked set sampling; Double-ranked set sampling; Relative precision; Probability of perfect ranking; Degree
of distinguishability
1. Introduction
Ranked set sampling technique was rst introduced by McIntyre (1952). This technique of sampling is
proper to use when the observer faces diculty in measuring a large number of sampling units, but visual
ranking for a few of them is not dicult. The procedure consists of drawing m random samples, each of
size m, from the population. The m units of each set are ranked visually or by a negligible cost method.
Then m measurements are obtained by quantifying the ith visual order statistic from the ith set. The whole
process may be repeated n times until a total of nm
2
elements have been drawn from the population but only
nm elements have been measured. The nm measured observations are referred to as the ranked set sample
(RSS).
Takahasi and Wakimoto (1968), provided the statistical theory for RSS procedure. Assuming the sampling
is from an absolutely continuous distribution, they showed that the mean of the RSS, j

, is the unbiased
estimator for the population mean, j, and has higher eciency than the mean of SRS, j. Takahasi and

Correspondence address: Department of Mathematics & Statistics, Sultan Qaboos University, P.O. Box 36, Al Khodh, Oman.
E-mail address: malsaleh@squ.edu.om (M.F. Al-Saleh)
0167-7152/00/$ - see front matter c 2000 Elsevier Science B.V. All rights reserved
PII: S0167- 7152( 99) 00206- 0
206 M.F. Al-Saleh, M.A. Al-Kadiri / Statistics & Probability Letters 48 (2000) 205212
Wakimoto established the following bound for the relative precision (eciency):
16RP =
var( j)
var( j

)
6
m + 1
2
,
where the upper bound is achieved when the distribution is uniform. Here, RP can be written as
RP =
1
1 (1}m)

m
i=1
((j

i
j)}o
2
)
2
, (1)
where j

i
is the mean of the ith-order statistic.
Stokes (1980) showed that the RSS variance does not enjoy the same advantage as an estimator of the
population variance.
Annotated bibliography of ranked set sampling was provided by Kour et al. (1995). A comparison between
RSS and stratied sampling was considered by Kour et al. (1996). Also, Kour et al. (1997) used unequal
allocation methods for ranked set sampling with skewed distributions.
The eciency of j

relative to j is independent of n, but increases in m. However, accurate visual ordering

would be dicult in practice for large m, m is usually taken to be 2 or 3.
In this paper we introduce DRSS as a procedure, which yields an increase in the eciency of j

(the
mean of the DRSS) relative to j and j

without increasing the value of m. The DRSS is described as follows

(assume n = 1).
(1) Identify m
3
elements from the target population and divide these elements randomly into m sets each
of size m
2
elements.
(2) Use the usual RSS procedure on each set to obtain m ranked set samples of size m each.
(3) Apply the RSS procedure again on step (2) to obtain a DRSS of size m.
The procedure is illustrated for the case of m = 3 in the following example.
Example 1. Consider the case of m = 3. In this case we must identify 27 elements (3 sets of size 9 each).
Assume the elements are
X
(1)
11
, X
(1)
12
, . . . , X
(1)
33
, X
(2)
11
, . . . , X
(2)
33
, X
(3)
11
, . . . , X
(3)
33
.
After ranking the elements of each set (visually) we obtain

X
(1)
(11)
, X
(1)
(12)
, X
(1)
(13)
X
(1)
(21)
, X
(1)
(22)
, X
(1)
(23)
X
(1)
(31)
, X
(1)
(32)
, X
(1)
(33)

X
(2)
(11)
, X
(2)
(12)
, X
(2)
(13)
X
(2)
(21)
, X
(2)
(22)
, X
(2)
(23)
X
(2)
(31)
, X
(2)
(32)
, X
(2)
(33)

and

X
(3)
(11)
, X
(3)
(12)
, X
(3)
(13)
X
(3)
(21)
, X
(3)
(22)
, X
(3)
(23)
X
(3)
(31)
, X
(3)
(32)
, X
(3)
(33)

,
so we have 3 RSS
S
1
= {X
(1)
(11)
, X
(1)
(22)
, X
(1)
(33)
}, S
2
= {X
(2)
(11)
, X
(2)
(22)
, X
(2)
(33)
} and S
3
= {X
(3)
(11)
, X
(3)
(22)
, X
(3)
(33)
}.
Let Y
1
= min(S
1
), Y
2
= med(S
2
) and Y
3
= max(S
3
), then {Y
1
, Y
2
, Y
3
} is DRSS of size 3. For general m, we
have {X
(i)
(11)
, X
(i)
(22)
, . . . , X
(i)
(mm)
} i = 1, 2, . . . , m. If Y
i
= ith min{X
(i)
(11)
, X
(i)
(22)
, . . . , X
(i)
(mm)
}, then {Y
1
, . . . , Y
m
} is DRSS
of size m.
2. General setup and some basic results
Assume that the variable of interest X has density [(x), with absolutely continuous distribution function
F(x), mean j and variance o
2
. Let X
1
, . . . , X
m
be i.i.d [(x), then the p.d.f. [
) : m
of the )th ordered statistic
M.F. Al-Saleh, M.A. Al-Kadiri / Statistics & Probability Letters 48 (2000) 205212 207
X
())
is
[
) : m
(x) = m

m 1
) 1

[(x)(F(x))
)1
(1 F(x))
m)
,
with mean j

)
and variance o

)
.
Let {Y
1
, . . . , Y
m
} be DRSS and assume that Y
)
q
) : m
(x) with c.d.f. G
) : m
(,). Note that q
) : m
(x) is the
density of the )th-ordered statistic from an RSS, Z
1
, . . . , Z
m
say, with Z
)
[
) : m
(x). Let E(Y
)
) = j

)
and
Var(Y
)
) = o
2
)
. Clearly, Y
1
, . . . , Y
m
are independent but not identically distributed.
The identities in the following lemma are an analogue to Takahasi and Wakimoto (1968) identities for
RSS.
Lemma 1. (i) [(x) = (1}m)

m
)=1
q
) : m
(x).
(ii) j = (1}m)

m
)=1
j

)
.
(iii) o
2
= (1}m)

m
)=1
o
2
)
+ (1}m)

m
)=1
(j

)
j)
2
.
Proof. To prove (i), let
W
)
=

1 if Z
)
6x,
0 o.w.
and
W =
m

)=1
W
)
,
then
E(W) =
m

)=1
P[Z
)
6x] =
m

)=1
F
) : m
(x) = mF
(by Takahasi and Wakimoto, 1968).
On the other hand,
m

)=1
G
) : m
(x) =
m

)=1
P[Y
)
6x]
=
m

)=1
P[at least ) of Z
1
, . . . , Z
m
6x]
=
m

)=1
P[W)] = E(W) = mF
and hence (i) follows. The proofs of (ii) and (iii) follow easily from (i).
3. Diculty of ranking in the second stage
For RSS to be more advantageous over SRS, judgment ranking should be accurate and has negligible cost.
Likewise, for DRSS to be of practical use and more useful than RSS and SRS, it is necessary that the ranking
in the second phase should be accurate and almost costless. In this section, it is shown in some sense, that
208 M.F. Al-Saleh, M.A. Al-Kadiri / Statistics & Probability Letters 48 (2000) 205212
Table 1
Distribution: U(0,1) Exp(1) N(0,1)
c P
(1)
2
P
(2)
2
c P
(1)
2
P
(2)
2
c P
(1)
2
P
(2)
2
(a) Probability of perfect ranking for m = 2
0.1 0.8100 0.8667 0.1 0.9048 0.9336 0.1 0.9436 0.9531
0.5 0.2500 0.3542 0.9 0.4065 0.4328 0.5 0.7236 0.7800
0.9 0.0100 0.0187 1.5 0.2231 0.2809 1.0 0.4796 0.5650
(b) Probability of perfect ranking for m = 3
0.01 0.9427 0.9635 0.1 0.7300 0.8008 0.1 0.8310 0.8737
0.5 0.5199 0.6000 0.9 0.0661 0.0700 0.9 0.3780 0.4374
0.9 0.0000 0.001 1.5 0.0071 0.0077 1.5 0.0931 0.1330
ranking in the second stage of obtaining DRSS is easier than ranking in the rst stage (obtaining RSS). Thus,
if perfect ranking can be achieved easily in the rst stage, then it is even easier to be achieved in the second
stage. We believe that this is essential for DRSS to be useful.
Suppose that w
1
, w
2
can be correctly ranked if |w
1
w
2
| c for some preassigned positive number c.
Takahasi (1970) used this denition to study the degree of diculty in doing the ranking to obtain an RSS.
However, this does not appear to have led to any useful results in the subsequent literature. The following
denition is an obvious extension of the above denition.
Denition 1. We say that the units w
1
, w
2
, . . . , w
m
can be perfectly ranked if min
i, )
[|w
i
w
)
|] c for a pre
chosen positive number c.
If W
1
, W
2
, . . . , W
m
are random variables then P
m
=Pr{min
i, )
[|W
i
W
)
|] c} is called the probability of perfect
ranking. Let P
(1)
m
and P
(2)
m
be, respectively, the probability of perfect ranking in the rst and the second stage
of obtaining a DRSS of size m.
If m = 2, then using the terminology of the previous section, we have P
(1)
2
= 2E[F(X c)] and P
(2)
2
=
E[F
1
(X
2
c)] + E[F
2
(X
1
c)].
Example 2. (i) If X U(0, 1) then P
(1)
2
= (1 c)
2
and P
(2)
2
= 1
4
3
c +
1
3
c
4
.
(ii) If X exponential (0 = 1) then P
(1)
2
= e
c
and P
(2)
2
=
4
3
e
c

1
3
e
2c
.
(iii) If X N(0, 1), then P
(1)
2
= 2[1(c}

2)], P
(2)
2
can be calculated numerically.
It can be seen in each of the three examples above, that P
(2)
2
P
(1)
2
. Table 1 contains the values of P
(1)
2
,
P
(2)
2
, P
(1)
3
and P
(2)
3
for the above distributions. It is clear that P
m
depends solely on the underlying distribution
F (and on the choice of c), in constrast to the non-parametric character of RSS and DRSS.
Next, we will consider another way of measuring diculty in ranking, that does not depend on the
underlying distribution.
Denition 2. Assume W
1
, W
2
, . . . , W
m
is a sample from an absolutely continuous distribution function F.
The degree of distinguishability between the sample elements, is dened as DD
m
= max
S
[P(W
i
1
W
i
2

W
i
m
)] where S is the set of all permutations of the numbers 1, 2, . . . , m.
Let DD
(1)
m
and DD
(2)
m
be, respectively the values of DD
m
for the rst and second stage of ranking. The
following properties are almost obvious.
(1) DD
(1)
m
= 1}m!; this is true, because in the rst stage, we rank an iid sample.
M.F. Al-Saleh, M.A. Al-Kadiri / Statistics & Probability Letters 48 (2000) 205212 209
(2) DD
(2)
m
1}m! and DD
(2)
m
is decreasing in m.
(3) If Y
1
, Y
2
, . . . , Y
m
is a DRSS then P(Y
i
1
Y
i
2
Y
i
m
) = E[h(F(X))], where h is a polynomial in F.
Hence, the value of DD
m
does not depend on F and therefore DD
m
has a non-parametric character.
It can be shown via direct evaluation of the above probability that
P(Y
i
1
Y
i
2
Y
i
m
)
=
(m)
m

m
)=1
(i
)
1)!
mi
1

)
1
=0
mi
2

)
2
=0

mi
m

)
m
=0
(1)

m
k=1
J
k

m
k=1
[

k
r=1
()
r
+ i
r
)]

m
k=1
[)
k
!(m i
k
)
k
)!]
DD
(2)
m
can be calculated for any value of m. For example, DD
(2)
2
=0.8333; DD
(2)
3
=0.6095 and DD
(2)
4
=0.4028;
while, DD
(1)
2
= 0.50; DD
(1)
3
= 0.1667 and DD
(1)
4
= 0.0417.
Hence, the degree of distinguishability between the elements of the RSS (which are to be ranked to obtain
a DRSS) is much higher than the degree of distinguishability between the elements of SRS (which are to be
ranked to obtain an RSS). In this sense, it can be said that ranking in the second stage is much easier than
in the rst stage.
4. Eciency of the method
To see how ecient this method is, compared to SRS or RSS, we will use {Y
1
, Y
2
, . . . , Y
m
} to estimate the
population mean j. Let j

= (1}m)

m
i=1
Y
i
, be the DRSS estimator, while j = (1}m)

m
i=1
X
i
is the SRS
estimator, and j

is the RSS estimator. Clearly, var( j) = o

2
}m. (Assuming that we are sampling from an
innite population.)
Lemma 3. (i) E( j

) = j.
(ii) var( j

) = (1}m)[o
2
(1}m)

(j

i
j)
2
] = (1}m)

m
i=1
o
2
i
.
(iii) RP of j

w.r.t. j is
RP =
1
1 (1}m)

m
i=1
[(j

i
j)}o]
2
.
(iv) var ( j

)6var( j

).
Proof. (i) and (ii) can be easily proved using Lemma 1 and the independency of Y
1
, Y
2
, . . . , Y
m
.
To prove (iii), we have
RP =
var( j)
var( j

)
=
o
2
}m
(1}m
2
)

m
i=1
o
2
i
=
o
2
}m
(1}m)[o
2
(1}m)

m
i=1
(j

i
j)
2
]
=
1
1 (1}m)

m
i=1
[(j

i
j)}o]
2
. (2)
Clearly, RP1.
The quantity (1}m)

m
i=1
[(j

i
j)}o]
2
can be shown to equal the quantity [var( j) var( j

)]}var( j). For

this reason this quantity is called by some authors, the relative saving (RS). Thus, RP = 1}(1 RS).
210 M.F. Al-Saleh, M.A. Al-Kadiri / Statistics & Probability Letters 48 (2000) 205212
To prove (iv), let Z
1
, Z
2
, . . . , Z
m
be an RSS then,
var( j

) = var

m
i=1
Z
i
m

= var

m
i=1
Z
(i)
m

=
1
m
2
m

i=1
var(Z
(i)
) +
1
m
2

i=)
cov(Z
(i)
, Z
( ))
)
= var( j

) +
1
m
2

i=)
cov(Z
(i)
, Z
( ))
) [since for all i, var(Y
i
) = var(Z
(i)
)].
Now, if (J
i
, W
)
) and (J

i
, W

)
) are two independent vectors having the same joint distribution as (Z
(i)
, Z
( ))
)
then, similar to Lehman (1966) for the i.i.d. case, we have
2 cov(Z
(i)
, Z
( ))
) = 2 cov(J
i
, W
)
)
= 2[E(J
i
W
)
) E(J
i
)E(W
)
)]
=E[(J
i
J

i
)(W
)
W

)
)].
Let
I (J

i
, u) =

1, J

i
6u,
0, o.w.
Then,
E[(J
i
J

i
)(W
)
W

)
)] =

[(I (t

i
, u) I (t
i
, u)) (I (w

i
, t) I (w
i
, t))] du dt
= 2

[P(Z
(i)
6u, Z
())
6t) P(Z
(i)
6u)P(Z
())
6t)] du dt.
Esary et al. (1967), showed that if 1
1
, . . . , 1
n
are independent random variable and S
1
, . . . , S
n
are non-
decreasing functions of 1
1
, . . . , 1
n
then P(S
1
6s
1
, . . . , S
k
6s
k
)

k
i=1
P(S
i
6s
i
). Let k =2, S
1
=Z
(i)
and S
2
=Z
( ))
then S
1
and S
2
are non-decreasing in each of Z
1
, . . . , Z
m
. Thus,
P[Z
(i)
6u, Z
( ))
6t]P[Z
(i)
6u]P[Z
( ))
6t].
Therefore, Cov(Z
(i)
, Z
( ))
)0 and hence var( j

)var( j

); i.e. the DRSS estimator is at least as ecient as

RSS estimator.
Example 3. If m = 2, then
F
1
(x) = 1 [1 F(x)]
2
and F
2
(x) = F
2
(x),
G
1
(x) = 1 [1 F
1
(x)][1 F
2
(x)] and G
2
(x) = F
1
(x)F
2
(x).
While if m = 3 then,
F
1
(x) = 1 [1 F(x)]
3
and F
3
(x) = F
3
(x) and F
2
(x) = 3F(x) F
1
(x) F
3
(x)
G
1
(x) = 1 [1 F
1
(x)][1 F
2
(x)][1 F
3
(x)] and G
3
(x) = F
1
(x)F
2
(x)F
3
(x) and
G
2
(x) = 3F(x) G
1
(x) G
3
(x).
Now, we will calculate the eciency of the RSS and DRSS estimators with respect to SRS estimator, for
uniform, exponential and normal distributions.
M.F. Al-Saleh, M.A. Al-Kadiri / Statistics & Probability Letters 48 (2000) 205212 211
Table 2
Eciencies of RSS and DRSS with respect to SRS
Distribution Method m = 2 m = 3 m = 4 m = 5
U(0,1) RSS 1.500 2.000 2.500 3.000
DRSS 1.923 3.026 4.711 5.816
Exp(1) RSS 1.330 1.640 1.990 2.728
DRSS 1.516 2.024 2.374 3.375
N(0,1) RSS 1.470 1.914 2.347 2.770
DRSS 1.648 2.558 3.198 4.459
4.1. Uniform distribution, U(0, 1)
Using the above formulas, we have for m = 2,
(j

1
, j

2
) = (
1
3
,
2
3
) and (j

1
, j

2
) = (
7
10
,
3
10
).
Hence, the eciencies of RSS and DRSS estimators with respect to SRS are (1.5, 1.923) respectively (using
(1) and (2)).
For m = 3 we have
(j

1
, j

2
, j

3
) = (
1
4
,
1
2
,
3
4
) and (j

1
, j

2
, j

3
) = (
59
280
,
1
12
,
221
280
),
and hence the corresponding eciencies are (2, 3.026).
4.2. Exponential distribution, Exp(1)
Using the above formulas, we have for m = 2,
(j

1
, j

2
) = (
1
2
,
3
2
) and (j

1
, j

2
) = (
5
12
,
19
12
).
Hence, the eciencies of RSS and DRSS estimators with respect to SRS are (1.33, 1.516) respectively (using
(1) and (2)).
For m = 3 we have
(j

1
, j

2
, j

3
) = (
1
3
,
5
6
,
11
6
) and (j

1
, j

2
, j

3
) = (
131
504
,
983
1260
,
4939
2520
)
and hence the corresponding eciencies are (1.640, 2.024).
4.3. Normal distribution, N(0,1)
For m = 2 we have (j

1
, j

2
) = (1}

, 1}

) and hence the eciency of j

with respect to j is
}(1 ) =1.470. The eciency of j

with respect to j is found to be 1.648 (using numerical integration).

For m = 3, (j

1
, j

2
, j

3
) = (3}2

, 0, 3}2

) and hence the eciency of j

with respect to j is 2}
(23) =1.914. The corresponding eciency of j

with respect to j is 2.558 (using numerical integration).

For higher values of m (m = 4, 5), the eciencies are calculated numerically. Table 2 summarizes the
values.
It can be seen from Table 2, that there is a signicant improvement in the eciency when using DRSS
rather than RSS or SRS. Also, the improvement in eciency for the two symmetric distributions (normal and
uniform) is higher than that for the skewed distribution (exponential).
212 M.F. Al-Saleh, M.A. Al-Kadiri / Statistics & Probability Letters 48 (2000) 205212
5. Concluding remarks
It has be seen that the DRSS estimator of the population mean is more ecient than both SRS and RSS
estimators. Thus, a gain in eciency is obtained using DRSS without increasing the set size m. Hence, DRSS
is a more representative sample of the population than RSS and SRS. It appears also, using the concept of
degree of distinguishability, that no extra eort is needed to obtain accurate ranking in the second stage of
obtaining DRSS.
It is believed that this work is the rst step towards the study of multi-stage RSS.
Acknowledgements
Our sincere thanks are due to the referee who provided many critical comments and helpful suggestions
which signicantly improved the original version of the paper.
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