Sankhya: The Indian Journal of Statistics

1993, Volume 55, Series B, Pt. 2, 156--170

BAYESIAN 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

FULL PAPER.

This article in Mathematical Reviews.