Sampling Theory

MODULE IV
LECTURE - 13

STRATIFIED SAMPLING

DR. SHALABH
DEPARTMENT OF MATHEMATICS AND STATISTICS
INDIAN INSTITUTE OF TECHNOLOGY KANPUR

Implementation of interpenetrating subsamples in stratified sampling

Consider the set up of stratified sampling. Suppose that each stratum provides an independent
interpenetrating subsample. So based on each stratum, there are L independent interpenetrating subsamples
drawn according to same sampling scheme.
Let

Yij (tot ) be the unbiased estimator of total of

jth stratum based on the ith subsample, i = 1,2,...,L; j = 1,2,...,k.

An unbiased estimator of the jth stratum total is given by

1 J

Y j (tot ) = Yij (tot )

L i =1
and an unbiased estimator of the variance of

(Y )
=
Var
j ( tot )

Yij (tot ) is given by

L
1
(Yij ( tot ) Yj ( tot ) ) 2 .

L( L 1) i =1

Thus an unbiased estimator of population total

=
Ytot

Ytot is

k
1 L k

=
Y
Yij (tot )

j ( tot )
k
=j 1
=i 1 =j 1

and unbiased estimator of its variance is

j =1

L k
1
(Yij ( tot ) Yj ( tot ) ) 2 .

L( L 1)=i 1 =j 1

(Y =

Var
tot ) = Var (Y j ( tot ) )

Post Stratifications
Sometimes the stratum to which a unit belongs may be known after the field survey only. For example, the
age of persons, their educational qualifications etc. can not be known in advance. In such cases, we adopt the
post stratification procedure to increase the precision of the estimates.
In post stratification,
draw a sample by simple random sampling from the population and carry out the survey.
After the completion of survey, stratify the sampling units to increase the precision of the estimates.
Assume that the stratum size Ni is fairly accurately known. Let
mi : number of sampling units from ith stratum, i = 1,2,...,k.
k

m
i =1

= n.

Note that mi is a random variable (and that is why we are not using the symbol ni as earlier).
Assume n is large enough or the stratification is such that the probability that some mi =0 is negligibly
small. In case, mi =0 for some strata, two or more strata can be combined to make the sample size nonzero before evaluating the final estimates.

A post stratified estimator of population mean Y is

k

N y .
i =1

y post

1
=
N

Now

1 k

E ( y post ) = E N i E ( yi / m1 , m2 ,..., mk )
N i =1

1 k

E N i yi
N i =1

=Y
Var ( y post ) E Var ( y post | m1 , m2 ,..., mk ) + Var E ( y post | m1 , m2 ,..., mk )
=
k
1
1 2
= E wi2
Si + Var (Y )
i =1 mi N i
=

w
i =1

1
To find E
mi

2
i

1 1 2
E Si (Var (Y ) = 0).
mi N i

1
, proceed as follows:
Ni

Consider the estimate of ratio based on ratio method of estimation as

n

yj

Yj

y
Y
=
1
= j 1=
R=
R= = Nj
,
.
n
x
X
xj
Xj

=j 1 =j 1

We know that

N n RS X2 S XY

E ( R) R =
.
.
Nn
X2
Let

1 if j th unit belongs to i th stratum

xj =
0 otherwise

and

y j = 1 for all j = 1,2,...,N.

Then R, R and S x reduces to

2

=
R

n
=
n
xj i
j =1
n

j =1
N

=
R

N
=
N
xj i
j =1
N

j =1

N i2
Ni 2
1 N 2
1
1
2
S=
x j Nx =

Ni

N i N 2=

N 1 j =1
N
N
N
N
1
1

2
x

Ni N
1 N
1
N

=
x j y j Nx y=

0.
N 1 j =1
N
N
1

S xy=

Using these values in E ( R ) R, we have

n
E ( R ) =
R E
ni

N N ( N n)( N N i )
.
=
2
N
nN
N

(
1)
i
i

Thus
1 1
N ( N n)( N N i ) 1
N
E
=
+

n 2 N i2 ( N 1)
Ni
ni N i nN i
=

N 1
( N n) N
.
1 +
n( N 1) N i N i n n

Replacing mi in place of ni , we obtain

1 1
( N n) N
E =

mi N i n( N 1) N i

N 1
.
1 +
N
n
n
i

Now substitute this in the expression of Var ( y post ) as

=
Var ( y post )

w
i =1

2
i

1
E
mi

1 2
Si
Ni

N n N
2 2
w
S
.

i i

N
n
Ni
(
1)
i =1

N n k 2 2 1
wi Si w
n( N 1) i =1
i

N 1
+

1

nN i n

1
1

1 +
nwi n

N n k
1
wi Si2 n 1 +

2
n ( N 1) i =1
wi

N n k
= 2
(nwi + 1 wi ) Si2

n ( N 1) i =1
N n k
N n k
2
w
S
+
(1 wi ) Si2 .

i i
2
n( N 1) i 1 =
n ( N 1) i 1
=
=

Assuming N 1 N .

N n n 2 2 N n n
wi Si + 2 (1 wi ) Si2

Nn i 1 =
n N i1
=

V ( y post=
)

N n n
V prop ( yst ) +
=
(1 wi ) Si2 .
2
Nn i =1
The second term is the contribution in the variance of

y post

due to mi ' s not being proportionately

distributed.

If Si2 S w2 , say for all i, then the last term is

k
N n k
N n 2
2
w
S
S
k
wi 1)

=
(1
)
(
1)
(
Since

i
i
w
Nn 2 i 1 =
Nn 2
i 1

k 1 N n 2
=

Sw
n Nn
=

k 1
Var ( yst ).
n

The increase in variance over Varprop ( yst ) is small if the average sample size n =
reasonably large.

n
per stratum is
2

Thus a post stratification with a large sample produces an estimator which is almost as precise as an

estimator in stratified sampling with proportional allocation.