|
|||||
|
|
Optimum allocation in multivariate stratified random sampling: stochastic matrix mathematical programming |
|
| Authors: | José A Dí az‐Garcí a Rogelio Ramos‐Quiroga |
| Institution: | 1. Department of Statistics and Computation, Universidad Autónoma Agraria Antonio Narro, 25350 Buenavista, Saltillo, Coahuila, México;2. Department of Probability and Statistics, Centro de Investigación en Matemáticas, Callejón de Jalisco s/n., 36240 Guanajuato, México |
| Abstract: | The allocation problem for multivariate stratified random sampling as a problem of stochastic matrix integer mathematical programming is considered, minimizing the estimated covariance matrix of estimated means subject to fixed cost or fixed total sample size. With these aims the asymptotic normality of sample covariance matrices for each strata is established. Some alternative approaches are suggested for its solution. An example is solved by applying the proposed techniques. |
| Keywords: | multivariate stratified random sampling modified E‐model stochastic programming optimum allocation integer programming E‐model V‐model P‐model Primary 62D05 90C15 Secondary 90C29 90C10 |