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. 2021 May 13;16(5):e0246947. doi: 10.1371/journal.pone.0246947

A generalized exponential-type estimator for population mean using auxiliary attributes

Sohail Ahmad 1,*, Muhammad Arslan 2, Aamna Khan 3, Javid Shabbir 4
Editor: Feng Chen5
PMCID: PMC8118354  PMID: 33983938

Abstract

In this paper, we propose a generalized class of exponential type estimators for estimating the finite population mean using two auxiliary attributes under simple random sampling and stratified random sampling. The bias and mean squared error (MSE) of the proposed class of estimators are derived up to first order of approximation. Both empirical study and theoretical comparisons are discussed. Four populations are used to support the theoretical findings. It is observed that the proposed class of estimators perform better as compared to all other considered estimator in simple and stratified random sampling.

Introduction

In survey sampling, we generally use the auxiliary information to increase precision of the estimators by taking the advantages of correlation between the study variable y and the auxiliary variable x. When the relationship between y and x is positive, then the ratio estimator gives efficient results, and when the relationship is negative, then the product estimator performs better. However under different setup, the auxiliary attributes have been studied by different authors. In some situations, auxiliary information can be quantified in the form of auxiliary proportions to get better precision. For this reason, several authors have used one or more auxiliary proportions at the estimation stage to increase the efficiency of the estimators. The ratio, product and regression methods of estimation are the good examples in this context. These methods of estimation are more efficient than the usual mean per unit estimator under certain conditions. Different estimators have been suggested or modified by many authors when used mixed types estimators i.e using regression and ratio type estimators or exponential type estimator. These mixed estimators outperformed than the individual estimators. For this reason, several authors have used the auxiliary variables and auxiliary attributes at estimation stage to increase the efficiency of the estimators. For example, the expansiveness of a tree can be used as a key auxiliary variable while estimating the ordinary stature of trees in a forest and moreover the sort of a dairy creatures is a significant auxiliary characteristic while estimating typical milk yield. Additionally, to estimate the mean time-based compensations earned by the individuals, the auxiliary attribute can be utilized in type of the education and martial status etc.

Wynn [1] proposed an unbiased ratio estimator using the auxiliary characters in the form of known population proportion of the auxiliary variable when the population is divided into two classes. Singh et al. [2] suggested ratio of proportion utilizing the auxiliary variables for further investigation. Naik and Gupta [3] introduced the idea of point bi-serial correlation co-efficient. Using this idea, many authors have used the information on the auxiliary attribute for improving the precision of the estimators. Solanki and Singh [4] suggested a class of estimators for population mean of the study variable using known population proportion of the auxiliary attribute. The suggested class of estimators is more general and includes the usual unbiased sample mean estimator. Expressions of bias and mean square error (MSE) are obtained under large sample approximation. Malik and Singh [5] introduced the exponential type estimator using two auxiliary attributes. Zeng et al. [6] proposed Tobit model for the analysis of crash rates by injury severity for both correlation across injury severity and unobserved heterogeneity across road-segment observations are accommodated. The Tobit model is compared multivariate parameters in the context of Bayesian. In anaother study, Zeng et al. [7] researches multivariate spatio-transient examination for characterizing territory wide accident rates by injury seriousness. Likewise, Zeng et al. [8] investigated the connection between zone-level daytime and evening time crash frequencies and different elements identified with traffic, organization, and land use, including VHT, normal speed, street thickness, crossing point thickness, network example, and land use design.

Consider a finite population U = {U1, U2,…,UN} of size N. We draw a sample of size n by SRSWOR from a population U. Let yi be the study variable and ϕi be the characteristics of the auxiliary attribute i.e ϕi = 1 if the ith unit possess attribute and ϕi = 0, otherwise. Let A=i=1Nϕi be the total number of units in the population possessing attribute ϕi and a=i=1nϕi be the total number of units in the sample possessing attribute ϕi. Let P = (A/N) be the proportion of units in the population and p = (a/n) be the proportion of units in the sample. Let Y¯=i=1NyiN and y¯=i=1nyin be the population mean and the sample mean respectively. Let P1 and P2 be the population proportion of auxiliary attributes and p1 and p2 be the sample proportion of auxiliary attributes. Let Sy2=i=1N(yiY¯)2N1 be the population variance of the study variable y. Let Sp12=i=1N(p1P1)2N1 and Sp22=i=1N(p2P2)2N1 respectively be the population variance of the auxiliary attributes p1 and p2. Let Cy=SyY¯ respectively be the co-efficient of variation of the study variable y. Let Cp1=Sp1P1 and Cp2=Sp2P2 be the co-efficients of variation of the auxiliary attributes p1 and p2. Let Syp12=i=1N(yiY)(p1P1)N1 be the population covariance between the study variable y and the auxiliary attribute p1 and Syp22=i=1N(yiY)(p2P2)N1 be the population covariance between the study variable y and the auxiliary attribute p2. Let Sp1p22=i=1N(p1P1)(p2P2)N1 be the population covariance between the auxiliary attributes p1 and p2. Let ρyp1=Syp1SySp1 be the population point bi-serial correlation co-efficient between the study variable y and the auxiliary attribute p1. Let ρyp2=Syp2SySp2 be the population point bi-serial correlation co-efficient between the study variable y and the auxiliary attribute p2. Let ρp1p2=Sp1p2Sp1Sp2 be the phi-correlation coefficient between the auxiliary attributes p1 and p2. Let e0=y¯Y¯Y¯,e1=p1P1P1ande2=p2P2P2 be the error terms such that E(ei) = 0, (i = 0,1,2), E(e02)=λCy2,E(e12)=λCp12,E(e22)=λCp22,E(e0e1)=λρyp1CyCp1,E(e0e2)=λρyp2CyCp2andE(e1e2)=λρp1p2Cp1Cp2, where λ=(1n1N) and f=nN.

Existing estimators in simple random sampling

We discuss the following estimators available in literature.

1. The usual mean per unit estimator in simple random sampling is:

y¯0=y¯ (1)

The MSE or variance of y¯0, is given by:

Var(y¯0)=λY¯2Cy2 (2)

2. The ordinary ratio type estimator, is given by:

y¯R=y¯(P1p1) (3)

3. The usual product type estimator, is given by:

y¯P=y¯(p1P1) (4)

It is well known that the y¯R and y¯P are more precise than usual mean estimator y¯0 when ρyp1>12Cp1Cy and ρyp1<12Cp1Cy respectively.

The bias and MSE of y¯R, are given by:

Bias(y¯R)Y¯λ[Cp12ρyp1CyCp1], (5)

and

MSE(y¯R)Y¯2λ[Cy2+Cp122ρyp1CyCp1]. (6)

Similarly the bias and MSE of y¯P, are given by:

Bias(y¯P)Y¯λ[ρyp1CyCp1], (7)

and

MSE(y¯P)Y¯2λ[Cy2+Cp12+2ρyp1CyCp1]. (8)

4. Bahl and Tuteja [9] proposed ratio and product type estimators for estimating finite population mean using information on single auxiliary attribute.

y¯exp(R)=y¯exp[P1p1P1+p1], (9)

and

y¯exp(P)=y¯exp[p1P1p1+P1]. (10)

The bias and MSE of y¯exp(R), are given by:

Bias(y¯exp(R))Y¯λ[38Cp1212ρyp1CyCp1], (11)

and

MSE(y¯exp(R))Y¯2λ[Cy2+14Cp12ρyp1CyCp1]. (12)

Similarly the bias and MSE of y¯exp(P), are given by:

Bias(y¯exp(P))=12Y¯λ[ρyp1CyCp114Cp12], (13)

and

MSE(y¯exp(P))=Y¯2λ[Cy2+14Cp12+ρyp1CyCp1]. (14)

5. Kumar and Bhougal [10] proposed an exponential ratio-product type estimator, is given by:

y¯KB(RP)=y¯[αexp(P1p1P1+p1)+(1α)exp(p1P1p1+P1)] (15)

where α is unknown constant.

The bias and minimum MSE of y¯KB(RP), are given by:

Bias(y¯KB(RP))Y¯λ[18(4α1)Cp12(α12)ρyp1CyCp1] (16)

and

MSE(y¯KB(RP))minλY¯2Cy2[1ρyp12]. (17)

The optimum value of α, is given by:

αopt12+ρyp1CyCp2. (18)

6. Singh and Kumar [11] suggested double ratio and product type estimators, are given by:

y¯SK(DR)=y¯(P1p1)(P2p2), (19)

and

y¯SK(DP)=y¯(p1P1)(p2P2). (20)

The bias and MSE of y¯SK(DR), are given by:

Bias(y¯SK(DR))Y¯λ[Cp12+Cp22+ρp1p2Cp1Cp2ρyp1CyCp1ρyp2CyCp2], (21)

and

MSE(y¯SK(DR))Y¯2λ[Cy2+Cp12+Cp222(ρyp1CyCp1ρp1p2Cp1Cp2+ρyp2CyCp2)]. (22)

Similarly the bias and MSE of y¯SK(DP), are given by:

Bias(y¯SK(DP))λY¯[ρp1p2Cp1Cp2+ρyp1CyCp1+ρyp2CyCp2], (23)

and

MSE(y¯SK(DP))Y¯2λ[Cy2+Cp12+Cp22+2(ρyp1CyCp1+ρp1p2Cp1Cp2+ρyp2CyCp2)]. (24)

Proposed class of estimators

In the lines of Shukla et al. [12], we proposed a generalized class of factor type estimators for mean estimator. The proposed estimator, is given by:

y¯prop=y¯[exp(S1M1S1+M1)exp(S2M2S2+M2)], (25)

where,

S1=(A1+C1)P1+fB1p1,S2=(A2+C2)P2+fB2p2,M1=(A1+fB1)P1+C1p1,
M2=(A2+fB2)P2+C2p2,Ai=(Ki1)(Ki2),Bi=(Ki1)(Ki4)and
Ci=(Ki2)(Ki3)(Ki4).

Substituting different values of Ki (i = 1,2,3,4) in (25), we can generate many more different types of estimators from our general proposed class of estimators (see Table 1).

Table 1. Family members of proposed class of estimators.

S.No. K1 K2 Estimators
1 1 1 y¯prop1=y¯exp(P1p1P1+p1)exp(P2p2P2+p2)
2 1 2 y¯prop2=y¯exp(P1p1P1+p1)exp(p2P2p2+P2)
3 1 3 y¯prop3=y¯exp(P1p1P1+p1)exp(n(P2p2)2NP2n(p2+P2))
4 1 4 y¯prop4=y¯exp(P1p1P1+p1)
5 2 1 y¯prop5=y¯exp(p1P1p1+P1)exp(P2p2P2+p2)
6 2 2 y¯prop6=y¯exp(p1P1p1+P1)exp(p2P2p2+P2)
7 2 3 y¯prop7=y¯exp(p1P1p1+P1)exp(n(P2p2)2NP2n(p2+P2))
8 2 4 y¯prop8=y¯exp(p1P1p1+P1)
9 3 1 y¯prop9=y¯exp(n(P1p1)2NP1n(p1+P1))exp(P2p2P2+p2)
10 3 2 y¯prop10=y¯exp(n(P1p1)2NP1n(p1+P1))exp(p2P2p2+P2)
11 3 3 y¯prop11=y¯exp(n(P1p1)2NP1n(p1+P1))exp(n(P2p2)2NP2n(p2+P2))
12 3 4 y¯prop12=y¯exp(n(P1p1)2NP1n(p1+P1))
13 4 1 y¯prop13=y¯exp(P2p2P2+p2)
14 4 2 y¯prop14=y¯exp(p2P2p2+P2)
15 4 3 y¯prop15=y¯exp(n(P2p2)2NP2n(p2+P2))
16 4 4 y¯prop16=y¯

Solving y¯prop given in Eq (25) in terms of errors, we have

y¯propY¯(1+e0)[(1+12σ1e114σ1v1e12+18σ12e12+)(1+12σ2e214σ2v2e22+18σ22e22+)], (26)

where

σ1=fB1C1A1+fB1+C1,v1=fB1+C1A1+fB1+C1,

and

σ2=fB2C2A2+fB2+C2,v2=fB2+C2A2+fB2+C2.

To first order approximation, we have

(y¯propY¯)=Y¯[e0+12σ1e1+12σ2e2+12σ1e0e1+12σ2e0e214σ1v1e1214σ2v2e22+18σ12e12+18σ22e22]. (27)

Using (27), the bias and MSE of y¯prop are given by:

Bias(y¯prop)Y¯λ[12σ1ρyp1CyCp1+12σ2ρyp2CyCp2+18Cp12(σ122σ1v1)+18Cp22(σ222σ2v2)], (28)

and

MSE(y¯prop)=Y¯2λ[Cy2+14σ12Cp12+14σ22Cp22+σ1ρyp1CyCp1+σ2ρyp2CyCp2+12σ1σ2ρp1p2Cp1Cp2] (29)

Differentiate Eq (29) with respect to σ1 and σ2, we get the optimum values of σ1 and σ2 i.e.

σ1(opt)=2Cy(ρyp1ρp1p2ρyp2)Cp1(ρp1p221),

and

σ2(opt)=2Cy(ρyp2ρp1p2ρyp1)Cp2(ρp1p221).

Substituting the optimum values i.e σ1(opt) and σ2(opt) in (29), we get minimum MSE of y¯prop, is given by:

MSE(y¯prop)minλY¯2Cy2[1Ryp1p22], (30)

where

Ryp1p22=ρyp12+ρyp222ρyp1ρyp2ρp1p21ρp1p22

is the multiple correlation coefficient of y on p1 and p2.

Now by putting different values of Ki in Eq (25) some members of the proposed class of estimators can be obtained as:

1. For K1 = 1 and K2 = 1

y¯prop1=y¯exp(P1p1P1+p1)exp(P2p2P2+p2)

The bias and MSE of y¯prop1, are given by:

Bias(y¯prop1)λY¯[38Cp12+38Cp2212ρyp1CyCp112ρyp2CyCp2]

and

MSE(y¯prop1)λY¯2[Cy2+14Cp12+14Cp22ρyp1CyCp1ρyp2CyCp2+12ρp1p2Cp1Cp2].

2. For K1 = 1 and K2 = 2

y¯prop2=y¯exp(P1p1P1+p1)exp(p2P2p2+P2)

The bias and MSE of y¯prop2, are given by:

Bias(y¯prop2)λY¯[18Cp1218Cp2212ρyp1CyCp1]

and

MSE(y¯prop2)λY¯2[Cy2+14Cp12+14Cp22ρyp1CyCp1+ρyp2CyCp212ρp1p2Cp1Cp2].

3. For K1 = 1 and K2 = 3

y¯prop3=y¯exp(P1p1P1+p1)exp(n(P2p2)2NP2n(p2+P2))

The bias and MSE of y¯prop3, are given by:

Bias(y¯prop3)λY¯[38Cp12+18Cp2214(f1f)2Cp2212ρyp1CyCp112(f1f)ρyp2CyCp2]

and

MSE(y¯prop3)λY¯2[Cy2+14Cp12+14(f1f)2Cp22ρyp1CyCp1(f1f)ρyp2CyCp2+12(f1f)ρp1p2Cp1Cp2].

4. For K1 = 2 and K2 = 1

y¯prop5=y¯exp(p1P1p1+P1)exp(P2p2P2+p2)

The bias and MSE of y¯prop5, are given by:

Bias(y¯prop5)λY¯[18Cp12+38Cp12+12ρyp1CyCp112ρyp2CyCp2]

and

MSE(y¯prop5)λY¯2[Cy2+14Cp12+14Cp22+ρyp1CyCp1ρyp2CyCp212ρp1p2Cp1Cp2].

5. For K1 = 2 and K2 = 2

y¯prop6=y¯exp(p1P1p1+P1)exp(p2P2p2+P2)

The bias and MSE of y¯prop6, are given by:

Bias(y¯prop6)λY¯[18Cp1218Cp12+12ρyp1CyCp1+12ρyp2CyCp2]

and

MSE(y¯prop6)λY¯2[Cy2+14Cp12+14Cp22+ρyp1CyCp1+ρyp2CyCp2+12ρp1p2Cp1Cp2].

6. For K1 = 2 and K2 = 3

y¯prop7=y¯exp(p1P1p1+P1)exp(n(P2p2)2NP2n(p2+P2))

The bias and MSE of y¯prop7, are given by:

Bias(y¯prop7)λY¯[18Cp1218(f1f)Cp22+12ρyp1CyCp112(f1f)ρyp2CyCp2]

and

MSE(y¯prop7)λY¯2[Cy2+14Cp12+14(f1f)2Cp22+ρyp1CyCp1(f1f)ρyp2CyCp212(f1f)ρp1p2Cp1Cp2].

7. For K1 = 3 and K2 = 1

y¯prop9=y¯exp(p1P1p1+P1)exp(n(P2p2)2NP2n(p2+P2))

The bias and MSE of y¯prop9, are given by:

Bias(y¯prop9)λY¯[18(f1f)2Cp12+38Cp2212(f1f)ρyp1CyCp1+12ρyp2CyCp2]

and

MSE(y¯prop9)λY¯2[Cy2+14(f1f)2Cp12+14Cp22(f1f)ρyp1CyCp1ρyp2CyCp2+12(f1f)ρp1p2Cp1Cp2].

8. For K1 = 3 and K2 = 2

y¯prop10=y¯exp(n(P1p1)2NP1n(p1+P1))exp(p2P2p2+P2)

The bias and MSE of y¯prop10, are given by:

Bias(y¯prop10)λY¯[18(f1f)2Cp1218Cp2212(f1f)ρyp1CyCp1+12(f1f)ρyp2CyCp2]

and

MSE(y¯prop10)λY¯2[Cy2+14(f1f)2Cp12+14Cp22(f1f)ρyp1CyCp1+ρyp2CyCp212(f1f)ρp1p2Cp1Cp2].

9. For K1 = 3 and K2 = 3

y¯prop11=y¯exp(n(P1p1)2NP1n(p1+P1))exp(n(P2p2)2NP2n(p2+P2))

The bias and MSE of y¯prop11, are given by:

Bias(y¯prop11)λY¯[18(f1f)2Cp1218(f1f)2Cp2212(f1f)ρyp1CyCp112(f1f)ρyp2CyCp2]

and

MSE(y¯prop11)λY¯2[Cy2+14(f1f)2Cp12+14(f1f)2Cp22(f1f)ρyp1CyCp1(f1f)ρyp2CyCp2+12(f1f)2ρp1p2Cp1Cp2].

10. For K1 = 3 and K2 = 4

y¯prop12=y¯exp(n(P1p1)2NP1n(p1+P1))

The bias and MSE of y¯prop12, are given by:

Bias(y¯prop12)λY¯[18(f1f)2Cp1212(f1f)ρyp1CyCp1]

and

MSE(y¯prop12)λY¯2[Cy2+14(f1f)2Cp12(f1f)ρyp1CyCp1].

11. For K1 = 4 and K2 = 1

y¯prop13=y¯exp(P2p2P2+p2)

The bias and MSE of y¯prop13, are given by:

Bias(y¯prop13)λY¯[38Cp2212ρyp2CyCp2]

and

MSE(y¯prop13)λY¯2[Cy2+14Cp22ρyp1CyCp2].

12. For K1 = 4 and K2 = 2

y¯prop14=y¯exp(p2P2p2+P2)

The bias and MSE of y¯prop14, are given by:

Bias(y¯prop14)λY¯[18Cp22+12ρyp2CyCp2]

and

MSE(y¯prop14)λY¯2[Cy2+14Cp22+ρyp1CyCp2].

13. For K1 = 4 and K2 = 3

y¯prop15=y¯exp(n(P2p2)2NP2n(p2+P2))

The bias and MSE of y¯prop15, are given by:

Bias(y¯prop15)λY¯[18(f1f)2Cp2212(f1f)ρyp2CyCp2]

and

MSE(y¯prop15)λY¯2[Cy2+14(f1f)2Cp22(f1f)ρyp2CyCp2].

Theoretical comparison

In this section, we compare our proposed generalized exponential type estimator with other estimator is given by:

Under simple random sampling

1. From (2) and (30),

MSE(y¯prop)min<MSE(y¯0)if
MSE(y¯o)MSE(y¯prop)min>0orif
λY¯2Cy2Y¯2λCy2[1Ryp1p22]>0,orif
Ryp1p22>0.

2. From (6) and (30),

MSE(y¯prop)min<MSE(y¯R)if
MSE(y¯R)MSE(y¯prop)min>0orif
Y¯2λ[Cy2+Cp122ρyp1CyCp1]Y¯2λCy2[1Ryp1p22]>0,orif
[Cp122ρyp1CyCp1+Cy2Ryp1p22]>0.

3. From (8) and (30),

MSE(y¯prop)min<MSE(y¯P)if
MSE(y¯P)MSE(y¯prop)min>0orif
Y¯2λ[Cy2+Cp12+2ρyp1CyCp1]Y¯2λCy2[1Ryp1p22]>0,orif
[Cp12+2ρyp1CyCp1+Cy2Ryp1p22]>0.

4. From (12) and (30),

MSE(y¯prop)min<MSE(y¯exp(R))if
MSE(y¯exp(R))MSE(y¯prop)min>0orif
Y¯2λ[Cy2+14Cp12ρyp1CyCp1]Y¯2λCy2[1Ryp1p22]>0,orif
[14Cp12ρyp1CyCp1+Cy2Ryp1p22]>0.

5. From (14) and (30),

MSE(y¯prop)min<MSE(y¯exp(P))if
MSE(y¯exp(P))MSE(y¯prop)min>0orif
Y¯2λ[Cy2+14Cp12+ρyp1CyCp1]Y¯2λCy2[1Ryp1p22]>0,orif
[14Cp12+ρyp1CyCp1+Cy2Ryp1p22]>0.

6. From (17) and (30),

MSE(y¯prop)min<MSE(y¯KB(RP))if
MSE(y¯KB(RP))MSE(y¯prop)min>0orif
λY¯2Cy2[1ρyp12]Y¯2λCy2[1Ryp1p22]>0,orif
[Ryp1p22ρyp12]>0.

7. From (22) and (30),

MSE(y¯prop)min<MSE(y¯SK(R))if
MSE(y¯SK(R))MSE(y¯prop)min>0orif
Y¯2λ[Cp12+Cy2+Cp222(ρyp1CyCp1ρp1p2Cp2+ρyp2CyCp2)]Y¯2λCy2[1Ryp1p22]>0,orif
[Cp12+Cp222(ρyp1CyCp1ρp1p2Cp1Cp2+ρyp2CyCp2)+Cy2Ryp1p22]>0.

8. From (24) and (30),

MSE(y¯prop)min<MSE(y¯SK(P))if
MSE(y¯SK(P))MSE(y¯prop)min>0orif
Y¯2λ[Cp12+Cy2+Cp22+2(ρyp1CyCp1+ρp1p2Cp2+ρyp2CyCp2)]Y¯2λCy2[1Ryp1p22]>0,orif
[Cp12+Cp22+2(ρyp1CyCp1+ρp1p2Cp1Cp2+ρyp2CyCp2)+Cy2Ryp1p22]>0.

Numerical comparison under simple random sampling

To observe the performance of our proposed generalized class of estimators with respect to other considered estimators under simple random sampling, we use the following data sets, which earlier used by many authors in literature.

Population 1. [Source: Koyuncu and Kadilar [13]]

Let y be the number of teachers, p1 be the number of students both primary and secondary schools in Turkey in 2007 for 923 districts in six regions which is greater than 11440.5 and p2 be the number of students both primary and secondary schools in Turkey in 2008 for 923 districts in six regions which is greater than 333.1647. We use the proportional allocation.

Y¯=436.4345,P1=2.6625,P2=3.125,ρyp1=0.6904898,Cp1=1.826732,ρp1p2=0.8465885,Cp2=1.641621,Cy=1.718333 and ρyp2=0.652149.

Population 2. [Source: Singh [14]]

Let y be the estimated number of fish caught by marine recreational fisherman in year 1995, p1 be the proportion of fishes caught greater than 1000 in 1993 and p2 be the proportion of fishes caught greater than 2000 in 1994.

N=69,n=14,Y¯=4514.89,P1=0.7391304,P2=0.5507246,Cp1=0.5984409,ρp1p2=0.6577519,Cp2=0.9098277,Cy=1.350,ρyp2=0.538047 and ρyp1=0.3966081.

Population 3. [Source: www.pbs.gov.pk]

Let y be the tobacco area production in hectares during the year 2009, p1 be the proportion of farms with tobacco cultivation area greater than 500 hectares during the year 2007 and p2 be the proportion of farms with tobacco cultivation area greater than 800 hectares during the year 2008 for 47 districts of Pakistan.

N=47,n=10,Y¯=1004.447,P1=0.4255319,P2=0.3829787,Cp1=1.174456,ρp1p2=0.9153857,Cp2=1.283018,Cy=2.341245,ρyp2=0.4661508 and ρyp1=0.4395989.

Population 4. [Source: www.pbs.gov.pk]

Let y be the cotton production in hectares during the year 2009, p1 be the proportion of farms with cotton cultivation area greater than 37 hectares during the year 2007 and p2 be the proportion of farms with cotton cultivation area greater than 35 hectares during the year 2008 for 52 districts of Pakistan.

N=52,n=11,Y¯=50.03846,P1=0.3846154,P2=0.4423077,Cp1=1.277252,ρp1p2=0.8877181,Cp2=1.13384,Cy=1.421524,ρyp2=0.6935718 and ρyp1=0.7369579.

We use the following expression to obtain the Percentage Relative Efficiency (PRE):

PRE=MSE(y¯0)MSE(y¯i)orMSE(y¯i)(min)×100,

where i = 0, R, P, exp(R), exp(P), KB(RP), SK(DR), SK(DP) and y¯prop.

The results based on data sets (1–4) are given in Table 2. It is observed in Table 2, that the proposed esstimators (y¯prop) is more efficient then its competators in SRS.

Table 2. Percentage relative efficiency (PRE) with y¯0.

Estimator Population 1 Population 2 Population 3 Population 4
y¯0 100 100 100 100
y¯R 151.0459 118.3598 123.3652 207.0429
y¯P 27.79133 64.59406 59.07796 31.9321
y¯exp(R) 182.3193 114.5063 118.7098 185.2997
y¯exp(P) 49.58877 81.63674 77.91625 53.64828
y¯KB(RP) 191.1228 118.6659 123.9537 218.8696
y¯SK(DR) 48.82051 103.427 90.63836 77.81008
y¯SK(DP) 13.37497 32.04538 33.25377 16.268981
y¯prop 551.1775 141.3846 127.9299 222.428

Table 2 clearly shows that our generalized proposed class of estimators is better than all existing estimators. The product estimators y¯P,y¯exp(P) and y¯SK(DP) perform poor in all four populations because of negative correlation. It is also observed that y¯SK(DR) also perform poor in populations 1, 3 and 4. From this results, we conclude that the generalized proposed class of estimators is more efficient than other estimators. Some members of the proposed family of estimators based on PRE are given in Table 3.

Table 3. Percentage relative efficiency of proposed family estimators.

Population 1 Population 2 Population 3 Population 4
y¯prop1 171.3685 138.4056 126.9301 215.6989
y¯prop2 103.1149 79.9349 95.5017 107.0865
y¯prop3 102.8836 112.9439 123.0256 204.9024
y¯prop5 83.90536 113.9393 102.3297 86.82563
y¯prop6 30.32412 55.59706 57.4785 34.5501
y¯prop7 30.2428 89.68737 84.3266 60.913388
y¯prop9 83.54702 136.1699 125.2152 189.3723
y¯prop10 30.23099 70.94277 80.54632 68.31584
y¯prop11 32.99369 114.0681 112.8626 141.189
y¯prop12 49.40173 104.3372 105.8206 119.4923
y¯prop13 165.2506 133.1671 122.0072 165.0596
y¯prop14 54.01867 67.74307 75.15793 58.40237
y¯prop15 53.8342 109.283 106.7871 115.8713

Table 3 gives the PRE of the proposed family of estimators in simple random sampling. It is obsessed that the proposed family of estimators perform poorly because of poor correlation between study and auxiliary variables.

Existing estimators in stratified random sampling

The auxiliary information is used in reduction of MSE of various estimators for estimating different population parameters that is mean, variance, ratio of two population means and variances etc. To increase the precision we divide the population into homogeneous groups with respect to some characteristic of interest. Many Statisticians have used the auxiliary information in the estimation of population parameters in stratified random sampling for improving the efficiency of estimators.

Dalabehera and Sahoo [15] proposed different regression type estimators in stratified random sampling with two auxiliary variables. Later Kadilar and Cingi [16] also proposed ratio type estimators in stratified random sampling to get efficient results by extending the estimators Upadhyaya and Singh [17]. Singh and Kumar [11] used transformed variables in stratified random sampling. Koyuncu and Kadilar [13] also used ratio and product types estimators using two auxiliary variables in stratified sampling.

Let U = {U1, U2….UN} be a finite population of size N and let y, p1 and p2 respectively be the study and two auxiliary attributes associated with each unit Uj = (j = 1,2,…,N). Assume that a population is stratified into L homogeneous strata with the hth stratum containing Nh units, where h = 1,2,…,L such that h=1LNh=N. A simple random sample of size nh is drawn without replacement from the hth stratum such that h=1Lnh=n. Let (yhi,p1hi,p2hi) be the observed values of y, p1 and p2 on the ith unit of the hth stratum, where i = 1,2,…,nh. Moreover, let y¯h=h=1nhyhinh,y¯st=h=1LWhy¯h, and Y¯h=h=1NhyhiNh,Y¯=Y¯st=h=1LWhY¯h be the sample and population means of y respectively, where Wh=NhN is the known stratum weight.

Let

e0h=y¯hY¯hY¯h,e1h=p1hP1hP1hande2h=p2hP2hP2h,

such that E(eih) = 0, (i = 0,1,2),

1E(e0h2)=λhCyh2,E(e1h2)=λhCp1h2,E(e2h2)=λhCp2h2,E(e0he1h)=λhρyp1hCyhCp1h,
E(e0he2h)=λhρyp2hCyhCp2handE(e1he2h)=λhρp1hp2hCp1hCp2h.

where,

1λh=(1nh1Nh),fh=nhNh,Cyh2=Syh2Y¯h2,Cp1h2=Sp1h2P1h2,Cp2h2=Sp2h2P2h2,Syh2=1Nh1i=1Nh(yhiY¯h)2,
Sp1h2=1Nh1i=1Nh(p1hiP1h)2andSp2h2=1Nh1i=1Nh(p2hiP2h)2.

Now we discuss the same existing estimators in stratified random sampling.

1. The usual mean per unit estimator and its MSE in stratified random sampling, are given by:

y¯st=h=1LWhy¯h (31)

and

MSE(y¯st)=h=1LWh2λhY¯h2Cyh2. (32)

2. The usual ratio estimator under stratified random sampling, is given by:

y¯Rh=h=1LWhy¯h(P1hp1h) (33)

3. The usual product estimator under stratified random sampling, is given by:

y¯Ph=h=1LWhy¯h(p1hP1h) (34)
Bias(y¯Rh)h=1LWhλhY¯h[Cp1h2ρyhp1hCyhCp1h], (35)

and

MSE(y¯Rh)h=1LWh2λhY¯h2[Cyh2+Cp1h22ρyhp1hCyhCp1h]. (36)

Similarly the bias and MSE of the y¯Ph, are given by:

Bias(y¯Ph)h=1LWhλhY¯h[ρyhp1hCyhCp1h], (37)

and

MSE(y¯Ph)h=1LWh2λhY¯h2[Cyh2+Cp1h2+2ρyhp1hCyhCp1h]. (38)

4. Bahl and Tuteja [9] estimator in stratified random sampling, are given by:

y¯exp(Rh)=h=1LWhy¯hexp[P1hp1hP1h+p1h], (39)

and

y¯exp(Ph)=h=1LWhy¯hexp[p1hP1hp1h+P1h]. (40)

The bias and MSE of y¯exp(Rh), are given by:

Bias(y¯exp(Rh))h=1LWhλhY¯h[38Cp1h212ρyhp1hCyhCp1h], (41)

and

MSE(y¯exp(Rh))h=1LWh2λhY¯h2[Cyh2+14Cp1h2ρyhp1hCyhCp1h]. (42)

Similarly the bias and MSE of y¯exp(Ph), are given by:

Bias(y¯exp(Ph))12h=1LWhλhY¯h[ρyhp1hCyhCp1h14Cp12], (43)

and

MSE(y¯exp(Ph))h=1LWh2λhY¯h2[Cyh2+14Cp1h2+ρyhp1hCyhCp1h]. (44)

5. Kumar and Bhougal [10] proposed exponential ratio-product type estimator for the population mean in stratified random sampling, is given by:

y¯KB(RPh)=h=1LWhy¯h[αhexp(P1hp1hP1h+p1h)+(1αh)exp(p1hP1hp1h+P1h)] (45)

where αh is unknown constant.

The bias and minimum MSE of y¯KB(RPh), are given by:

Bias(y¯KB(RPh))h=1LWhλhY¯h[18(4αh1)Cp1h2(αh12)ρyhp1hCyhCp1h], (46)

and

MSE(y¯KB(RPh))min=λY¯2Cyh2[1ρyhp1h2]. (47)

The optimum value of αh, is given by:

αhopt12+ρyhp1hCyhCp2h.

6. Singh and Kumar [11] suggested double ratio and product type estimators in stratified random sampling, are given by:

y¯SK(DRh)=h=1LWhy¯h(P1hp1h)(P2hp2h), (48)

and

y¯SK(DPh)=h=1LWhy¯h(p1hP1h)(p2hP2h). (49)

The bias and MSE of y¯SK(DR), are given by:

Bias(y¯SK(DRh))h=1LWhλhY¯h[Cp1h2+Cp2h2+ρp1hp2hCp1hCp2hρyhph1CyhCp1hρyhp1hCyhCp2h], (50)

and

MSE(y¯SK(DRh))h=1LWh2λhY¯h2[Cyh2+Cp1h2+Cp2h22(ρyhp1hCyhCp1hρp1hp2Cp1hCp2h+ρyhp2hCyhCp2h)]. (51)

Similarly the bias and MSE of y¯SK(DPh), are given by:

Bias(y¯SK(DPh))h=1LWhλhY¯h[ρp1hp2hCp1hCp2h+ρyhp1hCyhCp1h+ρyhp1hCyhCp2h], (52)

and

MSE(y¯SK(DPh))h=1LWh2λhY¯h2[Cyh2+Cp1h2+Cp2h2+2(ρyhp1hCyhCp1h+ρp1hp2hCp1hCp2h+ρyhp2hCyhCp2h)]. (53)

Proposed class of estimators

In the lines of Shukla et al. [12], we proposed a generalized class of estimators in stratified random sampling, is given by:

y¯proph=h=1LWhy¯h[exp(S1hM1hS1h+M1h)exp(S2hM2hS2h+M2h)], (54)

where,

1S1h=(A1h+C1h)P1h+fhB1hp1h,S2h=(A2h+C2h)P2h+fhB2hp2h,
M1h=(A1h+fhB1h)P1h+C1hp1h,M2h=(A2h+fhB2h)P2h+C2hp2h,
Aih=(Kih1)(Kih2),Bih=(Kih1)(Kih4)and
Cih=(Kih2)(Kih3)(Kih4).

Substituting different values of Kih (i = 1,2,3,4) in (54), we can generate many more different types of estimators from our general proposed class of estimators, given in Table 4.

Table 4. Some members of the proposed class of family of estimators y¯proph.

S.No K1h K2h Estimators
1 1 1 y¯prop1h=h=1LWhy¯hexp(P1hp1hP1h+p1h)exp(P2hp2hP2h+p2h)
2 1 2 y¯prop2h=h=1LWhy¯hexp(P1hp1hP1h+p1h)exp(p2hP2hp2h+P2h)
3 1 3 y¯prop3h=h=1LWhy¯hexp(P1hp1hP1h+p1h)exp(n(P2hp2h)2NP2hn(p2h+P2h))
4 1 4 y¯prop4h=h=1LWhy¯hexp(P1hp1hP1h+p1h)
5 2 1 y¯prop5h=h=1LWhy¯hexp(p1hP1hp1h+P1h)exp(P2hp2hP2h+p2h)
6 2 2 y¯prop6h=h=1LWhy¯hexp(p1hP1hp1h+P1h)exp(p2hP2hp2h+P2h)
7 2 3 y¯prop7h=h=1LWhy¯hexp(p1hP1hp1h+P1h)exp(n(P2hp2h)2NP2hn(p2h+P2h))
8 2 4 y¯prop8h=h=1LWhy¯hexp(p1hP1hp1h+P1h)
9 3 1 y¯prop9h=h=1LWhy¯hexp(n(P1hp1h)2NP1h(n(p1h+P1h))exp(P2hp2hP2h+p2h)
10 3 2 y¯prop10h=h=1LWhy¯hexp(n(P1hp1h)2NP1hn(p1h+P1h))exp(p2hP2hp2h+P2h)
11 3 3 y¯prop11h=h=1LWhy¯hexp(n(P1hp1h)2NP1hn(p1h+P1h))exp(n(P2hp2h)2NP2h(n(p2h+P2h))
12 3 4 y¯prop12h=h=1LWhy¯hexp(n(P1hp1h)2NP1hn(p1h+P1h))
13 4 1 y¯prop13h=h=1LWhy¯hexp(P2hp2hP2h+p2h)
14 4 2 y¯prop14h=h=1LWhy¯hexp(p2hP2hp2h+P2h)
15 4 3 y¯prop15h=h=1LWhy¯hexp(n(P2hp2h)2NP2hn(p2h+P2h))
16 4 4 y¯prop16h=h=1LWhy¯h

Solving y¯proph given in Eq (54) in terms of errors, we have

y¯proph=h=1LWhY¯h[(1+e0h)(1+12σ1he1h14σ1hv1he1h2+18σ1h2e1h2+)(1+12σ2he2h14σ2hv2he2h2+18σ2h2e2h2+)], (55)

where

σ1h=fhB1hC1hA1h+fhB1h+C1h,v1h=fhB1h+C1hA1h+fhB1h+C1h,

and

σ2h=fhB2hC2hA2h+fhB2h+C2h,v2h=fhB2h+C2hA2h+fhB2h+C2h.

To first order approximation, we have

(y¯prophY¯h)h=1LWhY¯h[e0h+12σ1he1h+12σ2he2h+12σ1he0he1h+12σ2he0he2h14σ1hv1he1h214σ2hv2he2h2+18σ1h2e1h2+18σ2h2e2h2]. (56)

Taking squaring and expectation of Eq (56) to first order of approximation, we get the bias and MSE:

Bias(y¯proph)i1LWhY¯hλh[12σ1hρyhp1hCyhCp1h+12σ2hρyhp2hCyhCp2h+18Cp1h2(σ1h22σ1hv1h)+18Cp2h2(σ2h22σ2hv2h)], (57)

and

MSE(y¯proph)i=1LWh2Y¯h2λh[Cyh2+14σ1h2Cp1h2+14σ2h2Cp2h2+σ1hρyhp1hCyhCp1h+σ2hρyhp2hCyhCp2h+12σ1hσ2hρp1hp2hCp1hCp2h]. (58)

Differentiate Eq (58) with respect to σ1h and σ2h, we get the optimum values of σ1h and σ2h i.e.

σ1h(opt)=2Cyh(ρyhp1hρp1hp2hρyhp2h)Cp1h(ρp1hp2h21)andσ2h(opt)=2Cyh(ρyhp2hρp1hp2hρyhp1h)Cp2h(ρp1hp2h21).

Substituting the optimum values of σ1h(opt) and σ2h(opt) in Eq (58), we get minimum MSE of y¯prop is given by:

MSE(y¯proph)mini=1LWh2Y¯h2λhCyh2[1Ryhp1hp2h2], (59)

where

Ryhp1hp2h2=ρyhp1h2+ρyhp2h22ρyhp1hρyhp2hρp1hp2h1ρp1hp2h2

is the multiple correlation coefficient of yh on p1h and p2h.

Now by putting different values of Kih in Eq (54), some member of the proposed class of estimators can be obtained as:

1. For K1h = 1 and K2h = 1

y¯prop1h=h=1LWhy¯hexp(P1hp1hP1h+p1h)exp(P2hp2hP2h+p2h)

The bias and MSE of y¯prop1h, are given by:

Bias(y¯prop1h)h=1LWhλhY¯h[38Cp1h2+38Cp2h212ρyhp1hCyhCp1h12ρyhp2hCyhCp2h]

and

MSE(y¯prop1h]h=1LWh2λhY¯h2[Cyh2+14Cp1h2+14Cp2h2ρyhp1hCyhCp1hρyhp2hCyhCp2h+12ρp1hp2hCp1hCp2h].

2. For K1h = 1 and K2h = 2

y¯prop2h=h=1LWhy¯hexp(P1hp1hP1h+p1h)exp(p2hP2hp2h+P2h)

The bias and MSE of y¯prop2h, are given by:

Bias(y¯prop2h)h=1LWhλhY¯h[18Cp1h218Cp2h212ρyhp1hCyhCp1h]

and

MSE(y¯prop2h)h=1LWh2λhY¯h2[Cyh2+14Cp1h2+14Cp2h2ρyhp1hCyhCp1h+ρyhp2hCyhCp2h12ρp1hp2hCp1hCp2h].

3. For K1h = 1 and K2h = 3

y¯prop3h=h=1LWhy¯hexp(P1hp1hP1h+p1h)exp(n(P2hp2h)2NP2hn(p2h+P2h))

The bias and MSE of y¯prop3h, are given by:

Bias(y¯prop3h)h=1LWhλhY¯h[38Cp1h2+18Cp2h214(fh1fh)2Cp2h212ρyhp1hCyhCp1h12(fh1fh)ρyhp2hCyhCp2h]

and

MSE(y¯prop3h)h=1LWh2λhY¯h2[Cyh2+14Cp1h2+14(fh1fh)2Cp2h2ρyhp1hCyhCp1h(fh1fh)ρyhp2hCyhCp2h+12(fh1fh)ρp1hp2hCp1hCp2h]

4. For K1h = 2 and K2h = 1

y¯prop5h=h=1LWhy¯hexp(p1hP1hp1h+P1h)exp(P2hp2hP2h+p2h)

The bias and MSE of y¯prop5h, are given by:

Bias(y¯prop5h)h=1LWhλhY¯h[18Cp1h2+38Cp1h2+12ρyhp1hCyhCp1h12ρyhp2hCyhCp2h]

and

MSE(y¯prop5h)h=1LWh2λhY¯h2[Cyh2+14Cp1h2+14Cp2h2+ρyhp1hCyhCp1hρyhp2hCyhCp2h12ρp1hp2hCp1hCp2h].

5. For K1h = 2 and K2h = 2

y¯prop6h=h=1LWhy¯hexp(p1hP1hp1h+P1h)exp(p2hP2hp2h+P2h)

The bias and MSE of y¯prop6h, are given by:

Bias(y¯prop6h)h=1LWhλhY¯h[18Cp1h218Cp1h2+12ρyhp1CyhCp1h+12ρyhp2hCyhCp2h]

and

MSE(y¯prop6h)h=1LWh2λhY¯h2[Cyh2+14Cp1h2+14Cp2h2+ρyhp1hCyhCp1h+ρyhp2hCyhCp2h+12ρp1hp2hCp1hCp2h].

6. For K1h = 2 and K2h = 3

y¯prop7h=h=1LWhy¯hexp(p1hP1hp1h+P1h)exp(n(P2hp2h)2NP2hn(p2h+P2h))

The bias and MSE of y¯prop7h, are given by:

Bias(y¯prop7h)h=1LWhλhY¯h[18Cp1h218(fh1fh)Cp2h2+12ρyhp1CyhCp1h12(fh1fh)ρyhp2hCyhCp2h]

and

MSE(y¯prop7h)h=1LWh2λhY¯h2[Cyh2+14Cp1h2+14(fh1fh)2Cp2h2+ρyhp1hCyhCp1h(fh1fh)ρyhp2hCyhCp2h12(fh1fh)ρp1hp2hCp1hCp2h].

7. For K1h = 3 and K2h = 1

y¯prop9h=h=1LWhy¯hexp(n(P1hp1h)2NP1h(n(p1h+P1h))exp(P2hp2hP2h+p2h)

The bias and MSE of y¯prop9h, are given by:

Bias(y¯prop9h)h=1LWhλhY¯h[18(fh1fh)2Cp1h2+38Cp2h212(fh1fh)ρyhp1hCyhCp1h+12(fh1fh)ρyhp2hCyhCp2h]

and

MSE(y¯prop9h)h=1LWh2λhY¯h2[Cyh2+14(fh1fh)2Cp1h2+14Cp2h2(fh1fh)ρyhp1hCyhCp1hρyhp2hCyhCp2h+12(fh1fh)ρp1hp2hCp1hCp2h].

8. For K1h = 3 and K2h = 2

y¯prop10h=h=1LWhy¯hexp(n(P1hp1h)2NP1hn(p1h+P1h))exp(p2hP2hp2h+P2h)

The bias and MSE of y¯prop10h, are given by:

Bias(y¯prop10h)h=1LWhλhY¯h[18(fh1fh)2Cp1h218Cp2h212(fh1fh)ρyhp1hCyhCp1h+12ρyhp2hCyhCp2h]

and

MSE(y¯prop10hh=1LWh2λhY¯h2[Cyh2+14(fh1fh)2Cp1h2+14Cp2h2(fh1fh)ρyhp1hCyhCp1h+ρyhp2hCyhCp2h12(fh1fh)ρp1hp2hCp1hCp2h].

9. For K1h = 3 and K2h = 3

y¯prop11h=h=1LWhy¯hexp(n(P1hp1h)2NP1hn(p1h+P1h))exp(n(P2hp2h)2NP2h(n(p2h+P2h))

The bias and MSE of y¯prop11h, are given by:

Bias(y¯prop11h)h=1LWhλhY¯h[18(fh1fh)2Cp1h218(fh1fh)2Cp2h212(fh1fh)ρyhp1hCyhCp1h12(fh1fh)ρyhp2hCyhCp2h]

and

MSE(y¯prop11h)h=1LWh2λhY¯h2[Cyh2+14(fh1fh)2Cp1h2+14(fh1fh)2Cp2h2(fh1fh)ρyhp1hCyhCp1h(fh1fh)ρyhp2hCyhCp2h+12(fh1fh)2ρp1hp2hCp1hCp2h]

10. For K1h = 3 and K2h = 4

y¯prop12h=h=1LWhy¯hexp(n(P1hp1h)2NP1hn(p1h+P1h))

The bias and MSE of y¯prop12h, are given by:

Bias(y¯prop12h)h=1LWhλhY¯h[18(fh1fh)2Cp1h212(fh1fh)ρyhp1hCyhCp1h]

and

MSE(y¯prop12h)h=1LWh2λhY¯h2[Cyh2+14(fh1fh)2Cp1h2(fh1fh)ρyhp1hCyhCp1h].

11. For K1h = 4 and K2h = 1

y¯prop13h=h=1LWhy¯hexp(P2hp2hP2h+p2h)

The bias and MSE of y¯prop13h, are given by:

Bias(y¯prop13h)h=1LWhλhY¯h[38Cp2h212ρyhp2hCyhCp2h]

and

MSE(y¯prop13h)h=1LWh2λhY¯h2[Cyh2+14Cp2h2ρyhp1hCyhCp2h]

12. For K1h = 4 and K2h = 2

y¯prop14h=h=1LWhy¯hexp(p2hP2hp2h+P2h)

The bias and MSE of y¯prop14h, are given by:

Bias(y¯prop14)h=1LWhλhY¯h[18Cp2h2+12ρyhp2CyhCp2h]

and

MSE(y¯prop14h)h=1LWh2λhY¯h2[Cyh2+14Cp2h2+ρyhp1hCyhCp2h].

13. For K1h = 4 and K2h = 3

y¯prop15h=h=1LWhy¯hexp(n(P2hp2h)2NP2hn(p2h+P2h))

The bias and MSE of y¯prop15h, are given by:

Bias(y¯prop15h)h=1LWhλhY¯h[18(fh1fh)2Cp2h212(fh1fh)ρyhp2hCyhCp2h]

and

MSE(y¯prop15h)h=1LWh2λhY¯h2[Cyh2+14(fh1fh)2Cp2h2(fh1fh)ρyhp2hCyhCp2h].

Theoretical comparison

1. From (32) and (59),

MSE(y¯proph)min<MSE(y¯st)if
MSE(y¯st)MSE(y¯proph)min>0orif
h=1LWh2λhY¯h2Cyh2i=1LWh2Y¯h2λhCyh2[1Ryhp1hp2h2]>0,orif
[Ryhp1hp2h2]>0

2. From (36) and (59),

MSE(y¯prop)min<MSE(y¯Rh)if
MSE(y¯Rh)MSE(y¯prop)min>0orif
Y¯h2λh[Cyh2+Cp1h22ρyhp1hCyhCp1h]Y¯h2λCyh2[1Ryhp1hp2h2]>0,orif
[Cp1h22ρyhp1hCyhCp1h+Cyh2Ryhp1hp2h2]>0

3. From (38) and (59),

MSE(y¯prop)min<MSE(y¯Ph)if
MSE(y¯Ph)MSE(y¯prop)min>0orif
Y¯h2λh[Cyh2+Cp1h2+2ρyhp1hCyhCp1h]Y¯h2λCyh2[1Ryhp1hp2h2]>0,orif
[Cp1h2+2ρyhp1hCyhCp1h+Cyh2Ryhp1hp2h2]>0

4. From (42) and (59),

MSE(y¯prop)min<MSE(y¯exp(Rh))if
MSE(y¯exp(Rh))MSE(y¯prop)min>0orif
Y¯h2λh[Cyh2+14Cp1h2ρyhp1hCyhCp1h]Y¯h2λhCyh2[1Ryhp1hp2h2]>0,orif
[14Cp1h2ρyhp1hCyhCp1h+Cyh2Ryhp1hp2h2]>0

5. From (44) and (59),

MSE(y¯prop)min<MSE(y¯exp(Ph))if
MSE(y¯exp(Ph))MSE(y¯prop)min>0orif
Y¯h2λh[Cy2+14Cp1h2+ρyhp1hCyhCp1h]Y¯h2λCyh2[1Ryhp1hp2h2]>0,orif
[14Cp1h2+ρyhp1hCyhCp1h+Cyh2Ryhp1hp2h2]>0

6. From (47) and (59),

MSE(y¯prop)min<MSE(y¯SK(Rh))if
MSE(y¯SK(Rh))MSE(y¯prop)min>0orif
λhY¯h2Cyh2[1ρyhp1h2]Y¯h2λhCyh2[1Ryhp1hp2h2]>0,orif
[Ryhp1hp2h2ρyhp1h2]>0

7. From (51) and (59),

MSE(y¯prop)min<MSE(y¯KB(RPh))if
MSE(y¯KB(RPh))MSE(y¯prop)min>0orif
Y¯h2λh[Cp1h2+Cyh2+Cp2h22(ρyhp1hCyhCp1hρp1hp2hCp2h+ρyhp2hCyhCp2h)]
Y¯h2λhCy2[1Ryhp1hp2h2]>0,orif
Cp1h2+Cp2h22(ρyhp1hCyhhCp1ρp1hp2hCp1hCp2h+ρyhp2hCyhCp2h)+Cyh2Ryhp1hp2h2>0

8. From (53) and (58),

MSE(y¯prop)min<MSE(y¯SK(Ph))if
MSE(y¯SK(Ph))MSE(y¯prop)min>0orif
Y¯h2λh[Cp1h2+Cyh2+Cp2h2+2(ρyhp1hCyhCp1h+ρp1hp2hCp1hCp2h+ρyhp2hCyhCp2h)]Y¯h2λhCyh2[1Ryhp1hp2h2]>0,orif
Cp1h2+Cp2h2+2(ρyhp1hCyhCp1h+ρp1hp2hCp2h+ρyhp2hhCyhCp2h)+Cyh2Ryhp1hp2h2>0

Numerical comparison under stratified random sampling

To observe the performance of our proposed generalized class of estimators with respect to other considered estimators under stratified random sampling, we use the following data sets, which earlier used by many authors.

Population 1. [Source: Kadilar and Cingi [16]]

Let y be the apple production amount in 1999, p1 be the proportion of number of apple trees greater than 20,000 in 1999 and p2 be the proportion of number of apple production amount greater than 25000 in 1998.

In Table 5, the population size is 854 and the sample size is 200 by the use of different strata. Also, find out the coefficient of variation and correlattion coefficeint and conclude that all the correlation is positive among the variables.

Table 5. Summary statistics of population 1.

N1 = 106 N2 = 106 N3 = 94 N4 = 171 N5 = 204 N6 = 173
n1 = 13 n2 = 24 n3 = 55 n4 = 95 n5 = 10 n6 = 3
Y¯1 = 1536.774 Y¯2=212.594 Y¯3=9384.309 Y¯4=5588.02 Y¯5=966.960 Y¯6=404.39
Cy1=4.181 Cy2=5.221 Cy3=3.187 Cy4=5.126 Cy5=2.472 Cy6=2.339
CP11=1.762 CP12=1.563 CP13=1.095 CP14=1.069 CP15=1.358 CP16=2.773
CP21=1.857 CP22=1.677 CP23=1.220 CP24=1.265 CP25=1.483 CP26=2.942
ρy1p11=0.35 ρy2p12=0.266 ρy3p13=0.332 ρy4p14=0.198 ρy5p15=0.396 ρy1p16=0.673
ρy1p21=0.377 ρy2p22=0.281 ρy3p23=0.363 ρy4p24=0.229 ρy5p25=0.421 ρy6p26=0.677
ρp11p21=0.949 ρp12p22=0.932 ρp13p23=0.897 ρp14p24=0.846 ρp15p25=0.893 ρp16p26=0.883

Population 2. [Source: Sarndal et al. [18]]

Let y be the population in thousands during 1985, p1 be the population proportion during 1975 which is less than 60 and p2 be the proportion of number of seats in municipal council less than 100. We use proportional allocation.

In Table 6, the population size is 284 and the sample size is 68 by the use of different strata. Also, find out tha sample mean, coefficient of variation and correlattion coefficeint. We conclude that some of the correlation is positive or negative among the variables.

Table 6. Summary statistics of population 2.

N1 = 25 N2 = 48 N3 = 32 N4 = 38 N5 = 56 N6 = 41 N7 = 15 N8 = 29
n1 = 6 n2 = 11 n3 = 8 n4 = 9 n5 = 13 n6 = 10 n7 = 4 n8 = 7
Y¯1=62.44 Y¯2=29.60 Y¯3=24.06 Y¯4=31 Y¯5=29.41 Y¯6=20.83 Y¯7=26.67 Y¯8=17.52
Cy1=1.99 Cy2=1.22 Cy3=0.87 Cy4=1.26 Cy5=1.92 Cy6=0.85 Cy7=0.92 Cy8=1.24
CP11=0.37 CP12=0.41 CP13=0.26 CP14=0.39 CP15=0.24 CP16=0.22 CP17=0.40 CP18=0.34
CP21=3.46 CP22=1.09 CP23=1.15 CP24=1.32 CP25=0.97 CP26=1.14 CP27=1.10 CP28=0.68
ρy1p11=0.61 ρy2p12=0.93 ρy3p13=0.77 ρy4p14=0.78 ρy5p15=0.72 ρy6p16=0.77 ρy7p17=0.82 ρy8p18=0.91
ρy1p21=0.12 ρy2p22=0.52 ρy3p23=0.56 ρy4p24=0.36 ρy5p25=0.35 ρy6p26=0.56 ρy7p27=0.62 ρy8p28=0.76
ρp11p21=0.10 ρp12p22=0.38 ρp13p23=0.22 ρp14p24=0.29 ρp15p25=0.24 ρp16p26=0.20 ρp17p27=0.36 ρp18p28=0.50

Population 3. [Source: Koyuncu and Kadilar [13]]

Let y be the number of teachers, p1 be the number of students both primary and secondary schools in Turkey in 2007 for 923 districts in six regions which is less then 1000 and p2 be the number of students both primary and secondary schools in Turkey in 2008 for 923 districts in six regions which is less then 200. We use proportional allocation.

In Table 7, the population size is 923 and the sample size is 180 for different strata. Also, find out tha sample mean, coefficient of variation and correlattion coefficeint. We conclude that all of the correlation is positive among the variables.

Table 7. Summary statistics of population 3.

N1 = 127 N2 = 117 N3 = 103 N4 = 170 N5 = 205 N6 = 201
n1 = 31 n2 = 21 n3 = 29 n4 = 38 n5 = 22 n6 = 39
Y¯1=703.74 Y¯2=413 Y¯3=573.17 Y¯4=424.67 Y¯5=267.03 Y¯6=393.84
Cy1=1.25 Cy2=1.56 Cy3=1.80 Cy4=1.90 Cy5=1.52 Cy6=1.80
CP11=0.35 CP12=0.32 CP13=0.34 CP14=0.52 CP15=0.45 CP16=0.33
CP21=0.82 CP22=1.05 CP23=0.93 CP24=1.26 CP25=1.39 CP26=0.97
ρy1p11=0.27 ρy2p12=0.19 ρy3p13=0.18 ρy4p14=0.25 ρy5p15=0.25 ρy6p16=0.16
ρy1p21=0.56 ρy2p22=0.48 ρy3p23=0.43 ρy4p24=0.53 ρy5p25=0.58 ρy6p26=0.40
ρp11p21=0.43 ρp12p22=0.30 ρp13p230.37 ρp14p24=0.41 ρp15p25=0.33 ρp16p26=0.34

Population 4. [Source: Gerard et al. [19]]

Let y be the Total Taxation in Euros in 2001, p1 be the Total Taxable income in Euros in 2001 which less then from mean and p2 be the Total average income in Euors in 2001 which is less then from mean. We use proportional allocation.

In Table 8, the population size is 589 and the sample size is 150 for different strata. Also, find out tha sample mean, coefficient of variation and correlattion coefficeint. We conclude that all of the correlation is negative among the variables.

Table 8. Summary statistics of population 4.

N1 = 70 N2 = 111 N3 = 64 N4 = 65 N5 = 69 N6 = 84 N7 = 44 N8 = 44 N9 = 38
n1 = 18 n2 = 28 n3 = 16 n4 = 17 n5 = 18 n6 = 21 n7 = 11 n8 = 11 n9 = 10
Y¯1=81845269 Y¯2=77637833 Y¯3=53163090 Y¯4=72678044 Y¯5=45901248 Y¯6=33367892 Y¯7=52906990 Y¯8=11070725 Y¯9=33313100
Cy1=2.05 Cy2=0.88 Cy3=1.20 Cy4=1.40 Cy5=1.35 Cy61.68 Cy7=0.86 Cy8=0.86 Cy9=1.63
CP11=0.89 CP120.90 CP13=0.60 CP14=0.93 CP15=0.53 CP160.39 CP17=0.69 CP18=0.15 CP19=0.34
CP21=0.97 CP22=1.72 CP23=0.29 CP24=1.05 CP25=0.31 CP26=0.52 CP27=0.15 CP28=0.40 CP29=0.48
ρy1p11=0.30 ρy2p12=0.68 ρy3p13=0.68 ρy4p14=0.42 ρy5p15=0.63 ρy6p16=0.58 ρy7p17=0.72 ρy8p18=0.62 ρy8p19=0.66
ρy1p21=0.10 ρy2p22=0.12 ρy3p23=0.16 ρy4p24=0.15 ρy5p25=0.037 ρy6p26=0.07 ρy7p27=0.18 ρy8p28=0.17 ρy9p29=0.02
ρp11p21=0.11 ρp12p22=0.18 ρp13p23=0.35 ρp14p24=0.16 ρp15p25=0.16 ρp16p26=0.11 ρp17p27=0.10 ρp18p28=0.38 ρp19p29=0.05

We use the following expression to obtain the Percentage Relative Efficiency(PRE):

PRE=MSE(y¯st)MSE(y¯ih)orMSE(y¯ih)(min)×100

where i = 0, Rh, Ph, exp(Rh), exp(Ph), KB(RPh)SK(DRh),SK(DPh) and y¯proph.

The results based on population 1–4 are given Table 9.

Table 9. Percentage relative efficiency (PRE) with respect to y¯st.

Estimator Population 1 Population 2 Population 3 Population 4
y¯st 100 100 100 100
y¯Rh 109.3217 74.75077 105.0303 55.80278
y¯Ph 73.55255 132.0828 85.96212 121.2923
y¯exp(Rh) 108.3332 86.42823 103.9904 75.81773
y¯exp(Ph) 87.29826 115.3814 93.70092 119.7365
y¯KB(RPh) 110.3059 189.0565 105.0827 129.4229
y¯SK(DRh) 92.04641 23.73677 118.2915 46.85948
y¯SK(DPh) 48.70935 39.4912 42.66078 70.30191
y¯proph 112.2599 196.8767 133.2979 131.4789

The PRE values of different estimators with respect to y¯st is given Table 9. Some members of the proposed class of estimators show poor performance because of negative correlation particularly product type estimators. Overall the performance of the proposed estimators y¯proph outperforms as compared to all other considered estimators. The PRE values of some members of the proposed class of estimators are given in Table 10.

Table 10. Percentage relative efficiency of proposed family estimator.

Population 1 Population 2 Population 3 Population 4
y¯prop1h 111.015 49.66966 129.2438 72.86185
y¯prop2h 97.38008 70.62802 73.5152 65.27101
y¯prop3h 110.8836 76.4984 112.1906 76.51009
y¯prop5h 101.1683 59.68287 121.5799 108.65973
y¯prop6h 72.25059 85.25374 65.48686 98.36143
y¯prop7h 95.2416 99.81591 101.7252 119.892
y¯prop9h 103.0881 54.31054 126.207 93.1835
y¯prop10h 86.46328 78.39059 70.33049 82.51838
y¯prop11h 106.4946 83.8941 109.7694 92.26266
y¯prop12h 105.0036 95.51832 101.3751 91.55516
y¯prop13h 109.8506 54.56871 127.6962 93.51715
y¯prop14h 85.38252 77.96911 69.99571 83.52082
y¯prop15h 106.2032 87.51429 108.4386 100.6563

From Table 10, we observed that the PRE values of some members of the proposed class of estimators perform poorly. These are expected results because product type estimators are performing poorly.

Conclusion

In this paper, we proposed an improved class of estimators of finite population mean by utilizing data sets on two auxiliary attributes in both simple random sampling (SRS) and Stratified random sampling (StRS) schemes. Bias and MSE expressions of proposed class of estimators y¯prop and y¯proph are acquired upto first order of approximation. It can be seen that, both theoretically and mathematically the proposed class of estimators consistently performs better than the existing estimators considered here under SRS and StRS. Based on these findings, we suggest the utilization of the proposed estimators for efficient estimation of population mean in presence of the auxiliary attributes in SRS and (StRS) schemes, are preferable for future study.

Data Availability

All relevant data are within the paper and its Supporting Information files.

Funding Statement

The authors received no specific funding for this work.

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Data Availability Statement

All relevant data are within the paper and its Supporting Information files.


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