Sankhya: The Indian Journal of Statistics
1993, Volume 55, Series B, Pt. 2, 156--170BAYESIAN ESTIMATION OF FINITE POPULATION VARIANCES WITH AUXILIARY INFORMATION
By
GAURI SANKAR DATTA, University of Georgia
And
MALAY GHOSH, University of Florida
SUMMARY. The paper considers simultaneous estimation of finite population variances from several strata in the presence of auxiliary information. A general hierarchical Bayes (HB) procedure is introduced for such estimation. The HB estimators are shown to perform better that the usual sample variances by means of some simulated data. Also, in some special cases, the HB estimators are shown to be "asymptotically optimal" in contrast to the sample variances which are asymptotically non-optimal.
AMS (1980) subject classification. 62C12,62C25,62D05,62F15
Key words and phrases. Finite population variance, auxiliary information, stratified samples, hierarchical Bayes, asymptotic optimality, sample variances