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Introduction to SRSWR and SRSWOR

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sampling units out of the population having N number of sampling units such that every sampling

unit has an equal chance of being chosen.

The sampling units are chosen without replacement in the sense that the units once chosen

are not placed back in the population .

The sampling units are chosen with replacement in the sense that the chosen units are

placed back in the population.

SRSWOR is a method of selection of n units out of the N units one by one such that at any stage of

selection, anyone of the remaining units have same chance of being selected, i.e. 1/ N .

SRSWR is a method of selection of n units out of the N units one by one such that at each stage of

selection each unit has equal chance of being selected, i.e., 1/ N . .

The procedure of selection of a random sample follows the following steps:

1. Identify the N units in the population with the numbers 1 to N .

2. Choose any random number arbitrarily in the random number table and start reading

numbers.

3. Choose the sampling unit whose serial number corresponds to the random number drawn

from the table of random numbers.

4. In case of SRSWR, all the random numbers are accepted ever if repeated more than once.

In case of SRSWOR, if any random number is repeated, then it is ignored and more

numbers are drawn.

1

Such process can be implemented through programming and using the discrete uniform distribution.

Any number between 1 and N can be generated from this distribution and corresponding unit can be

selected into the sample by associating an index with each sampling unit. Many statistical softwares

like R, SAS, etc. have inbuilt functions for drawing a sample using SRSWOR or SRSWR.

Notations:

The following notations will be used in further notes:

n: Number of sampling units in the sample (sample size)

Y: The characteristic under consideration

Yi : Value of the characteristic for the i th unit of the population

1 n

y yi : sample mean

n i 1

1 N

Y

N

y

i 1

i : population mean

1 N 1 N

S2

N 1 i 1

(Yi Y ) 2 ( Yi 2 NY 2 )

N 1 i 1

1 N

1 N 2

2

N

(Y Y )

i 1

i

2

( Yi NY 2 )

N i 1

1 n 1 n

s2 i

n 1 i 1

( y y ) 2

( yi2 ny 2 )

n 1 i 1

1.SRSWOR:

N

If n units are selected by SRSWOR, the total number of possible samples are .

n

1

So the probability of selecting any one of these samples is .

N

n

Note that a unit can be selected at any one of the n draws. Let ui be the ith unit selected in the

sample. This unit can be selected in the sample either at first draw, second draw, , or nth draw.

2

Let Pj (i ) denotes the probability of selection of ui at the jth draw, j = 1,2,...,n. Then

Pj (i ) P1 (i ) P2 (i ) ... Pn (i )

1 1 1

... (n times )

N N N

n

N

Now if u1 , u2 ,..., un are the n units selected in the sample, then the probability of their selection is

Note that when the second unit is to be selected, then there are (n 1) units left to be selected in the

sample from the population of (N 1) units. Similarly, when the third unit is to be selected, then

there are (n 2) units left to be selected in the sample from the population of (N 2) units and so on.

n

If P (u1 ) , then

N

n 1 1

P (u2 ) ,..., P (un ) .

N 1 N n 1

Thus

n n 1 n 2 1 1

P(u1 , u2 ,.., un ) . . ... .

N N 1 N 2 N n 1 N

n

Alternative approach:

The probability of drawing a sample in SRSWOR can alternatively be found as follows:

Let ui ( k ) denotes the ith unit drawn at the kth draw. Note that the ith unit can be any unit out of the N

units. Then so (ui (1) , ui (2) ,..., ui ( n ) ) is an ordered sample in which the order of the units in which they

are drawn, i.e., ui (1) drawn at the first draw, ui (2) drawn at the second draw and so on, is also

P ( so ) P (ui (1) ) P (ui (2) | ui (1) ) P (ui (3) | ui (1)ui (2) )...P (ui ( n ) | ui (1)ui (2) ...ui ( n 1) ).

Here P (ui ( k ) | ui (1)ui (2) ...ui ( k 1) ) is the probability of drawing ui ( k ) at the kth draw given that

ui (1) , ui (2) ,..., ui ( k 1) have already been drawn in the first (k 1) draws.

3

Such probability is obtained as

1

P (ui ( k ) | ui (1) ui (2) ...ui ( k 1) ) .

N k 1

So

n

1 ( N n)!

P ( so ) .

k 1 N k 1 N!

The number of ways in which a sample of size n can be drawn n !

( N n)!

Probability of drawing a sample in a given order

N!

So the probability of drawing a sample in which the order of units in which they are drawn is

( N n)! 1

irrelevant n ! .

N! N

n

2. SRSWR

When n units are selected with SRSWR, the total number of possible samples are N n . The

1

Probability of drawing a sample is .

Nn

Alternatively, let ui be the ith unit selected in the sample. This unit can be selected in the sample

either at first draw, second draw, , or nth draw. At any stage, there are always N units in the

population in case of SRSWR, so the probability of selection of ui at any stage is 1/N for all i =

1 1 1

. ...

N N N

1

n

N

4

Probability of drawing an unit

1. SRSWOR

Let Ae denotes an event that a particular unit u j is not selected at the th draw. The

1 1 1 1 1

1 1 1 ... 1

N N 1 N 2 N k 2 N k 1

N 1 N 2 N k 1 1

. ... .

N N 1 N k 2 N k 1

1

2. SRSWR

1

P[ selection of u j at kth draw] = .

N

One of the main objectives after the selection of a sample is to know about the tendency of the data

to cluster around the central value and the scatterdness of the data around the central value. Among

various indicators of central tendency and dispersion, the popular choices are arithmetic mean and

variance. So the population mean and population variability are generally measured by the arithmetic

mean (or weighted arithmetic mean) and variance, respectively. There are various popular estimators

for estimating the population mean and population variance. Among them, sample arithmetic mean

and sample variance are more popular than other estimators. One of the reason to use these

estimators is that they possess nice statistical properties. Moreover, they are also obtained through

well established statistical estimation procedures like maximum likelihood estimation, least squares

estimation, method of moments etc. under several standard statistical distributions. One may also

consider other indicators like median, mode, geometric mean, harmonic mean for measuring the

central tendency and mean deviation, absolute deviation, Pitman nearness etc. for measuring the

dispersion. The properties of such estimators can be studied by numerical procedures like

bootstraping.

5

1. Estimation of population mean

1 n

Let us consider the sample arithmetic mean y yi as an estimator of population mean

n i 1

1 N

Y

N

Y

i 1

i and verify y is an unbiased estimator of Y under the two cases.

SRSWOR

n

Let ti yi . Then

i 1

1 n

E( y ) E ( yi )

n i 1

1

E ti

n

N

1 1 n

ti

n N i 1

n

N

1 1 n n

yi .

n N i 1 i 1

n

When n units are sampled from N units by without replacement , then each unit of the population

can occur with other units selected out of the remaining N 1 units is the population and each unit

N 1 N

occurs in of the possible samples. So

n 1 n

N

n

n

N 1 N

So y n 1 y .i i

i 1 i 1 i 1

Now

( N 1)! n !( N n)! N

E( y )

(n 1)!( N n)! nN!

i 1

yi

1 N

N

y

i 1

i

Y.

6

Thus y is an unbiased estimator of Y . Alternatively, the following approach can also be adopted to

show the unbiasedness property.

1 n

E( y )

n

j 1

E( y j )

1 n

N

n

Y P (i)

j 1 i 1

i j

1 n

N

1

n

Y . N

j 1 i 1

i

1 n

n

Y

j 1

SRSWR

1 n

E( y ) E ( yi )

n i 1

1 n

E ( yi )

n i 1

1 n

(Y1P1 .. YN P)

n i 1

1 n

n

Y

Y.

1

where Pi for all i 1, 2,..., N is the probability of selection of a unit. Thus y is an unbiased

N

estimator of population mean under SRSWR also.

7

Variance of the estimate

Assume that each observation has some variance 2 . Then

V ( y ) E ( y Y )2

2

1 n

E ( yi Y )

n i 1

1 n 1 n n

E 2 ( yi Y ) 2 2 ( yi Y )( y j Y )

n i 1 n i j

1 n

1 n n

2 E ( yi Y ) 2 2 E ( yi Y )( y j Y )

n n i j

1 n 2 K

n2

n2

N 1 2 K

S 2

Nn n

n n

where K E ( yi Y )( yi Y ) assuming that each observation has variance 2 . Now we find

i j

SRSWOR

n n

K E ( yi Y )( yi Y ) .

i j

Consider

1 N N

E ( yi Y )( y j Y ) ( yk Y )( ye Y )

N ( N 1) k

Since

2

N N N N

k k

( yk Y )( y Y ))

2

( y Y ) ( y Y )

k 1 i 1 k

N N

0 ( N 1) S 2 ( yk Y )( y Y )

k

N N

1

k

( yk Y )( y Y )

N ( N 1)

[( N 1) S 2 ]

S2

.

N

8

S2

Thus K n(n 1) and so substituting the value of K , the variance of y under SRSWOR is

N

N 1 2 1 S2

V ( yWOR ) S 2 n(n 1)

Nn n N

N n 2

S .

Nn

SRSWR

N N

K E ( yi Y )( yi Y )

i j

N N

E ( yi Y ) E ( y je Y )

i j

0

because the ith and jth draws (i j ) are independent.

Thus the variance of y under SRSWR is

N 1 2

V ( yWR ) S .

Nn

It is to be noted that if N is infinite (large enough), then

S2

V ( y)

n

N n

is both the cases of SRSWOR and SRSWR. So the factor is responsible for changing the

N

variance of y when the sample is drawn from a finite population in comparison to an infinite

N n

population. This is why is called a finite population correction (fpc) . It may be noted that

N

N n n N n n

1 , so is close to 1 if the ratio of sample size to population , is very small or

N N N N

n

negligible. The term is called sampling fraction. In practice, fpc can be ignored whenever

N

n

5% and for many purposes even if it is as high as 10%. Ignoring fpc will result in the

N

overestimation of variance of y .

9

Efficiency of y under SRSWOR over SRSWR

N n 2

V ( yWOR ) S

Nn

N 1 2

V ( yWR ) S

Nn

N n 2 n 1 2

S S

Nn Nn

V ( yWOR ) a positive quantity

Thus

V ( yWR ) V ( yWOR )

and so, SRSWOR is more efficient than SRSWR.

Since the expressions of variances of sample mean involve S 2 which is based on population values,

so these expressions can not be used in real life applications. In order to estimate the variance of y

estimator of s 2 (or 2 ) and we investigate its biasedness for S 2 in the cases of SRSWOR and

SRSWR,

Consider

1 n

s2

n 1 i 1

( yi y ) 2

2

1 n

( yi Y ) ( y Y )

n 1 i 1

1 n

n 1 i 1

( yi Y ) 2 n( y Y ) 2

1 n

E (s 2 )

n 1 i 1

E ( yi Y ) 2 nE ( y Y ) 2

1 n 1

n 1 i 1

Var ( yi ) nVar ( y )

n 1

n 2 nVar ( y )

10

In case of SRSWOR

N n 2

V ( yWOR ) S

Nn

and so

n 2 N n 2

E (s 2 ) S

n 1 Nn

n N 1 2 N n 2

S S

n 1 N Nn

S2

In case of SRSWR

N 1 2

V ( yWR ) S

Nn

and so

n 2 N n 2

E (s 2 ) S

n 1 Nn

n N 1 2 N n 2

S S

n 1 N Nn

N 1 2

S

N

2

Hence

S 2 is SRSWOR

E (s2 ) 2

is SRSWR

N n 2

V ( yWOR ) s in case of SRSWOR and

Nn

N 1 N 2

V ( yWR ) . s

Nn N 1

s2

in case of SRSWR.

n

11

Standard errors

The standard error of y is defined as Var ( y ) .

In order to estimate the standard error, one simple option is to consider the square root of estimate of

variance of sample mean.

N n

under SRSWOR, a possible estimator is ( y ) s.

Nn

N 1

under SRSWR, a possible estimator is ( y ) s.

Nn

( y) .

It is to be noted that this estimator does not possess the same properties as of Var

Reason being if is an estimator of , then is not necessarily an estimator of .

In fact, the ( y ) is a negatively biased estimator under SRSWOR.

(Reference: Sampling Theory of Surveys with Applications, P.V. Sukhatme, B.V. Sukhatme, S.

Sukhatme, C. Asok, Iowa State University Press and Indian Society of Agricultural Statistics,

1984, India)

Consider s as an estimator of S .

Let

s 2 S 2 with E ( ) 0, E ( 2 ) S 2 .

Write

s ( S 2 )1/2

1/2

S 1 2

S

2

S 1 2 4 ...

2S 8S

assuming will be small as compared to S 2 and as n becomes large, the probability of such an

event approaches one. Neglecting the powers of higher than two and taking expectation, we have

12

Var ( s 2 )

E ( s ) 1

8S 4

S

where

2S 4 n 1

Var s 2 1 2 3) for large N .

(n 1) 2n

j

1 N

j

N

Y Y

i 1

i

4

2 : coefficient of kurtosis.

S4

Thus

1 3

E s S 1 2

4(n 1) 8n

2

1 Var ( s 2 )

Var ( s ) S S 1

2 2

4

8 S

2

Var ( s )

4S 2

S 2 n 1

1 2 3 .

2 n 1 2n

Note that for a normal distribution, 2 3 and we obtain

S2

Var ( s ) .

2 n 1

Both Var ( s ) and Var ( s 2 ) are inflated due to nonnormality to the same extent, by the inflation factor

n 1

1 2n 2 3

and this does not depends on coefficient of skewness.

This is an important result to be kept in mind while determining the sample size in which it is

assumed that S 2 is known. If inflation factor is ignored and population is non-normal, then the

reliability on s 2 may be misleading.

13

Alternative approach:

The results for the unbiasedness property and the variance of sample mean can also be proved in an

alternative way as follows:

(i) SRSWOR

With the ith unit of the population, we associate a random variable ai defined as follows:

ai

0, if the i unit does not occurs in the sample (i 1, 2,..., N )

th

Then,

E (ai ) 1 Probability that the i th unit is included in the sample

n

, i 1, 2,..., N .

N

E (ai2 ) 1 Probability that the i th unit is included in the sample

n

, i 1, 2,..., N

N

E (ai a j ) 1 Probability that the i th and j th units are included in the sample

n(n 1)

, i j 1, 2,..., N .

N ( N 1)

From these results, we can obtain

n( N n)

Var (ai ) E (ai2 ) E (ai )

2

, i 1, 2,..., N

N2

n( N n)

Cov(ai , a j ) E (ai a j ) E (ai ) E (a j ) 2 , i j 1, 2,..., N .

N ( N 1)

We can rewrite the sample mean as

1 N

y ai yi

n i 1

Then

1 N

E( y ) E (ai ) yi Y

n i 1

and

1 N 1 N N

Var ( y ) 2

Var

i 1

ai i

y 2

n i 1

Var ( ai ) yi

2

Cov(ai , a j ) yi y j .

n i j

14

Substituting the values of Var (ai ) and Cov (ai , a j ) in the expression of Var ( y ) and simplifying, we

get

N n 2

Var ( y ) S .

Nn

To show that E ( s 2 ) S 2 , consider

1 n 2 2 1 N

s2

(n 1) i 1

yi ny

(n 1) i 1

ai yi2 ny 2 .

Hence, taking, expectation, we get

1 N

E (s 2 ) E (ai ) yi2 n Var ( y ) Y 2

(n 1) i 1

Substituting the values of E (ai ) and Var ( y ) in this expression and simplifying, we get E ( s 2 ) S 2 .

(ii) SRSWR

Let a random variable ai associated with the ith unit of the population denotes the number of times

the ith unit occurs in the sample i 1, 2,..., N . So ai assumes values 0, 1, 2,,n. The joint

n! 1

P (a1 , a2 ,..., aN ) N

.

Nn

a !

i 1

i

N

where ai 1

i n. For this multinomial distribution, we have

n

E (ai ) ,

N

n( N 1)

Var (ai ) , i 1, 2,..., N .

N2

n

Cov(ai , a j ) 2 , i j 1, 2,..., N .

N

We rewrite the sample mean as

1 N

y ai yi .

n i 1

Hence, taking expectation of y and substituting the value of E (ai ) n / N we obtain that

E( y ) Y .

15

Further,

1 N N

Var ( y ) 2

n i 1

Var ( ai ) yi

2

i 1

Cov(ai , a j ) yi y j

Substituting, the values of Var (ai ) n( N 1) / N 2 and Cov(ai , a j ) n / N 2 and simplifying, we get

N 1 2

Var ( y ) S .

Nn

N 1 2

To prove that E ( s 2 ) S 2 in SRSWR, consider

N

n N

(n 1) s 2 yi2 ny 2 ai yi2 ny 2 ,

i 1 i 1

N

i 1

n N 2 ( N 1) 2

N i 1

yi n.

nN

S nY 2

(n 1)( N 1) 2

S

N

N 1 2

E (s 2 ) S 2

N

Sometimes, it is also of interest to estimate the population total, e.g. total household income, total

expenditures etc. Let denotes the population total

N

YT Yi NY

i 1

YT NY

Ny .

16

Obviously

E YT NE y

NY

Var YT N 2 y

2 N n 2 N ( N n) 2

N Nn S S for SRSWOR

n

N 2 N 1 S 2 N ( N 1) S 2 for SRSWR

Nn n

N ( N n) 2

s for SRSWOR

Var (YT )

n

N s2 for SRSWR

n

Now we construct the 100 (1 ) % confidence interval for the population mean. Assume that the

y Y

population is normally distributed N ( , 2 ) with mean and variance 2 . then

Var ( y )

follows N (0,1) when 2 is known. If 2 is unknown and is estimated from the sample then

y Y

follows a t -distribution with (n 1) degrees of freedom. When 2 is known, then the

Var ( y )

100( 1 ) % confidence interval is given by

y Y

P Z Z 1

2 Var ( y ) 2

or P y Z Var ( y ) y y Z Var ( y ) 1

2 2

and the confidence limits are

y Z Var ( y ), y Z Var ( y

2 2

17

when Z denotes the upper % points on N (0,1) distribution. Similarly, when 2 is unknown,

2

2

y Y

P t t 1

2 Var( y ) 2

or P y t Var( y ) y y t Var( y ) 1

2 2

and the confidence limits are

y t Var( y ) y t Var( y )

2 2

where t denotes the upper % points on t -distribution with (n 1) degrees of freedom.

2 2

The size of the sample is needed before the survey starts and goes into operation. One point to be

kept is mind is that when the sample size increases, the variance of estimators decreases but the cost

of survey increases and vice versa. So there has to be a balance between the two aspects. The

sample size can be determined on the basis of prescribed values of standard error of sample mean,

error of estimation, width of the confidence interval, coefficient of variation of sample mean,

relative error of sample mean or total cost among several others.

An important constraint or need to determine the sample size is that the information regarding the

population standard derivation S should be known for these criterion. The reason and need for this

will be clear when we derive the sample size in the next section. A question arises about how to

have information about S before hand? The possible solutions to this issue are to conduct a pilot

survey and collect a preliminary sample of small size, estimate S and use it as known value of S

it. Alternatively, such information can also be collected from past data, past experience, long

association of experimenter with the experiment, prior information etc.

Now we find the sample size under different criteria assuming that the samples have been drawn

using SRSWOR. The case for SRSWR can be derived similarly.

18

1. Prespecified variance

The sample size is to be determined such that the variance of y should not exceed a given value, say

V. In this case, find n such that

Var ( y ) V

N n

or (y) V

Nn

N n 2

or S V

Nn

1 1 V

or 2

n N S

1 1 1

or

n N ne

ne

n

n

1 e

N

S2

where ne .

v

It may be noted here that ne can be known only when S 2 is known. This reason compels to assume

that S should be known. The same reason will also be seen in other cases.

The smallest sample size needed in this case is

ne

nsmallest .

ne

1

N

It N is large, then the required n is

n ne and nsmallest ne .

It may be possible to have some prior knowledge of population mean Y and it may be required that

the sample mean y should not differ from it by more than a specified amount of absolute

estimation error, i.e., which is a small quantity. Such requirement can be satisfied by associating a

probability (1 ) with it and can be expressed as

P y Y e (1 ).

19

N n 2

Since y follows N (Y , S ) assuming the normal distribution for the population, we can write

Nn

y Y e

P 1

Var ( y ) Var ( y )

e

Z

Var ( y ) 2

or Z 2 Var ( y ) e 2

2

N n 2

or Z 2 S e2

2 Nn

Z S 2

2

e

or n

Z S

2

1 2

1

N e

which is the required sample size. If N is large then

2

Z S

n 2e .

If the requirement is that the width of the confidence interval of y with confidence coefficient

(1 ) should not exceed a prespecified amount W , then the sample size n is determined such that

2 Z Var ( y ) W

2

N n

2Z S W

2 Nn

1 1

or 4Z 2 S 2 W 2

2 n N

20

1 1 W2

or

n N 4 Z 2 S 2

2

4Z 2 S 2

2

or n W2 .

4Z 2 S 2

1 2

NW 2

The minimum sample size required is

4Z 2 S 2

2

nsmallest W2

4 Z 2 S 2

1 2

NW 2

If N is large then

4Z 2 S 2

n 2

W2

and the minimum sample size needed is

4Z 2 S 2

nsmallest 2

.

W2

The coefficient of variation (CV) is defined as the ratio of standard error (or standard deviation)

and mean. The knowledge of coefficient of variation has played an important role in the sampling

theory as this information has helped in deriving efficient estimators.

If it is desired that the the coefficient of variation of y should not exceed a given or pre-specified

value of coefficient of variation, say C0 , then the required sample size n is to be determined such

that

CV ( y ) C0

Var ( y )

or C0

Y

21

N n 2

S

or Nn 2 C02

Y

1 1 C02

or

n N C2

C2

Co2

or n

C2

1

NC02

S

is the required sample size where C is the population coefficient of variation.

Y

The smallest sample size needed in this case is

C2

C02

nsmallest .

C2

1

NC02

If N is large, then

C2

n 2

C0

C2

and nsmalest 2

C0

When y is used for estimating the population mean Y , then the relative estimation error is defined

y Y

as . If it is required that such relative estimation error should not exceed a pre-specified value

Y

R with probability (1 ) , then such requirement can be satisfied by expressing it like such

requirement can be satisfied by expressing it like

y Y RY

P 1.

Var ( y ) Var ( y )

N n 2

Assuming the population to be normally distributed, y follows N Y , S .

Nn

22

So it can be written that

RY

Z .

Var ( y ) 2

N n 2

or Z 2 S R Y

2 2

2 Nn

1 1 R2

or 2 2

n N C Z

2

2

Z C

2

R

or n

2

Z C

1

1 2

N R

S

where C is the population coefficient of variation and should be known.

Y

If N is large, then

2

z C

n 2 .

R

6. Pre-specified cost

Let an amount of money C is being designated for sample survey to called n observations, C0 be

the overhead cost and C1 be the cost of collection of one unit in the sample. Then the total cost C

can be expressed as

C C0 nC1

C C0

Or n

C1

is the required sample size.

23

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