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A Class of Estimators Using Auxiliary Information for

Estimating Finite Population Variance in Presence of
Measurement Errors
a a
Housila P. Singh & Namrata Karpe
a
School of Studies in Statistics, Vikram University, Ujjain, India
Published online: 13 Feb 2009.

To cite this article: Housila P. Singh & Namrata Karpe (2009) A Class of Estimators Using Auxiliary Information for Estimating
Finite Population Variance in Presence of Measurement Errors, Communications in Statistics - Theory and Methods, 38:5,
734-741, DOI: 10.1080/03610920802290713

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 Communications in Statistics—Theory and Methods, 38: 734–741, 2009
Copyright © Taylor & Francis Group, LLC
ISSN: 0361-0926 print/1532-415X online
DOI: 10.1080/03610920802290713

A Class of Estimators Using Auxiliary Information

for Estimating Finite Population Variance
in Presence of Measurement Errors
Downloaded by [Monash University Library] at 14:38 15 September 2013

HOUSILA P. SINGH AND NAMRATA KARPE

School of Studies in Statistics, Vikram University, Ujjain, India

This article addresses the problem of estimating the population variance using
auxiliary information in the presence of measurement errors. When the measurement
error variance associated with study variable is known, a class of estimators of the
population variance using auxiliary information has been proposed. We obtain the
bias and mean squared errors of the suggested class of estimators upto the terms
of order n−1 , and also optimum estimators in asymptotic sense of the class with
approximate mean squared error formula.

Keywords Auxiliary variate; Measurement error; Study variate.

Mathematics Subject Classification Primary 62-xx; Secondary 62D05.

1. Introduction
Over the past several decades, economists and statisticians have paid their
attention towards the problem of estimation of slope parameter in the presence of
measurement errors. The statistical study of measurement errors was initiated, more
than a century ago, and after that a large amount of literature has gained attention
of the research in different fields; see Cheng and Van Ness (1999) and Fuller (1987)
for more details. Some important sources of measurement errors in survey data are
discussed in Cochran (1968), Shalabh (1997), and Sud and Srivastava (2000).
In survey sampling, the properties of the estimators based on data usually
presuppose that the observations are the correct measurements on the characteristics
being studied. It is violated in many practical situations, and error ridden
observations are obtained. When the measurement errors are negligible small, the
statistical inferences based on observed data continue to remain valid. On the
contrary, when they are not appreciably small and negligible, the inferences may not
be simply invalid and inaccurate but may often lead to unexpected, undesirable and
unfortunate consequences (see Srivastava and Shalabh, 2001).

Received April 15, 2008; Accepted June 20, 2008

Address correspondence to Namrata Karpe, School of Studies in Statistics, Vikram
University, Ujjain 456010, M.P., India; E-mail: namratakarpe@yahoo.com

734
 Class of Estimators in Measurement Errors 735

Further, in sample surveys, information on an auxiliary variable is used to increase

the accuracy of the estimators, e.g., product and regression methods of estimation are
good examples in this context. The problem of estimating population mean utilizing
information on one or more auxiliary variable has received considerable attention
when the data are recorded without error. However, few authors (Allen et al., 2003;
Manisha and Singh, 2001; Shalabh, 1997; Singh and Karpe, 2008) have paid their
attention towards the estimation of population mean
y of the study variate Y
using auxiliary information in the presence of measurement errors. Das and Tripathi
(1978), Srivastava and Jhajj (1980), Isaki (1983), and Singh and Vishwakarma (2008)
considered the problem of estimation of population variance y2 of the study variate
Y utilizing information on an auxiliary variate X when the observations are recorded
without error.
In this article, we consider the problem of estimating the population variance
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y2 arising from the procedure adopted by Srivastava (1971, 1980) and Srivastava
and Jhajj (1980) and its properties are studied in the presence of measurement
errors.

2. Notations
Consider a finite population U = U1  U2      UN  of N units. Let Y and X be the
study variate and the auxiliary variate, respectively. Suppose that we are given a set
of n paired observations obtained through simple random sampling procedure on
two characteristics, X and Y . It is assumed that xi and yi for the ith sampling unit
are recorded with measurement error instead of their true values Xi and Yi as

ui = yi − Yi  (2.1)

and

vi = xi − Xi  (2.2)

where ui and vi are the associated measurements errors which are assumed to be
stochastic with mean zero and different variances u2 and v2 , respectively.
For the sake of simplicity in exposition, we assume that ui ’s and vi ’s are
uncorrelated although Xi ’s and Yi ’s are correlated. We further assume that the
measurement errors are independent of the true values of the variables. We also
assume that finite population correction can be ignored.
Let the population means of X and Y characteristics be
x and
y with
population variances x2 and y2 , respectively. Further, let be the population



correlation coefficient between X and Y . Let x̄ = n1 ni=1 xi , ȳ = n1 ni=1 yi be the
unbiased estimators of population means
x and
y , respectively. We note that
1
n 1
n
sx2 = n−1 i=1 xi − x̄ and sy = n−1
2 2
i=1 yi − ȳ are not the unbiased estimators of
2
2 2
x and y , respectively. In the presence of measurement errors, the expected values
of sx2 and sy2 are, respectively, given by

Esx2  = x2 + v2 

Esy2  = y2 + u2 

When the error variances v2 is known, the unbiased estimators of x2 is ˆ x2 = sx2 −
v2 > 0 and when u2 is known, then the unbiased estimator of y2 is ˆ y2 = sy2 − u2 > 0.
 736 Singh and Karpe

We define

ˆ y2 = y2 1 +
0 
x̄ =
x 1 +
1 

such that

E
0  = E
1  = 0
 
C2 2 C2
E
21  = x 1 + v2 = x 
n x nx
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and to the first degree of approximation (when finite population correction factor is
ignored)

Ay Cx
E
20  =  E
0
1  = 
n n
where
  
u4 u2 2
x y  2
Ay = 2y + 2u 4 + +2 1 + 2   = 12 2  Cx = x  x = 2 x 2 
y y x  y
x  x + v
y2
4 u
y =  2y = 2 y − 3 2u = 2 u − 3 2 u = 
y2 + u2
22 u

4 y
2 y =  y2 =
2 y = EYi −
y 2  x2 =
2 x = EXi −
x 2 

22 y

4 y = EYi −
y 4  u2 =
2 u = Eu2i 
4 u = Eu4i 

where x and y are the reliability ratios of X and Y , respectively, lying between
0 and 1.

3. Suggested Class of Estimators of Population Variance
y2

when Error Variance
u2 and Population Mean x are Known
Suppose the error variance u2 associated with study variable Y be known a priori;
see Srivastava and Shalabh (1997), Birch (1964), Schneeweines (1976), Cheng and
Van Ness (1991, 1994), etc. We can utilize this information in suggesting a class of
estimators for estimating the population variance y2 .
Following Das and Tripathi (1978), one may define the following classes
of estimators for population variance y2 of the study variate Y in presence of
measurement errors (when
x the population mean of auxiliary variate X is
known) as
 1

x
t1 = ˆ y2 = ˆ y2 b−1 
x̄

x
t2 = ˆ y2 = ˆ y2 1 + 2 b − 1−1 

x + 2 x̄ −
x 
 Class of Estimators in Measurement Errors 737

where b = x̄/
x , 1 and 2 are suitably chosen constants. However, in addition to

these estimators ti i = 1 2, many other estimators can be defined as follows:
   


t3 = 3 ˆ y + 1 − 3  x ˆ y2 = 3 ˆ y2 + 1 − 3 ˆ y2 b− 1 
2
x̄
  4 
x̄
t4 = ˆ y2 2 − = ˆ y2 2 − b−4 

x

+ 5 x̄ −
x  
t5 = ˆ y2 x = ˆ y2 1 + 5 b − 1 

x

+  5 x̄ −
x 

t6 = ˆ y2 x = ˆ y2 b−1 + 6 1 − b−1  
x̄
 
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 − x̄  7
t7 = ˆ y2 7
= ˆ y2 7∗ + 1 − 7∗ b  with 7∗ = 
7 −
x 7 −
x
   ∗ 
8 + x̄ 2 8 + b 
t8 = ˆ y2
= ˆ y ∗  with 8∗ = 8 
8 +
x 8 + 1
x

etc.
Keeping the form of the estimators tj , (j = 1 to 8) in view and motivated by
Srivastava (1971), we consider following class of estimators for y2 as

td = ˆ y2 db (3.1)

where db is a function of b such that d1 = 1 and such that it satisfies the certain
conditions, similar to those given in Srivastava (1971).
To the first degree of approximation, the bias and MSE of td are, respectively,
given by
 
y2 Cx 
Btd  = 2d1 1 + Cx d11 1  (3.2)
2x n

and
 
y4 
MSEtd  = Ay x + Cx2 d12 1 + 2x Cx d1 1  (3.3)
x n

where d1 1 = db

2
and d11 1 =  bdb
2

are the first- and second-order partial
b b=1 b=1
derivatives of the function db about the point b = 1.
The MSE td  at (3.3) is minimized for

x
d1 1 = −  (3.4)
Cx

Thus, the resulting minimum MSE of td is given by

 
y4
min MSEtd  = Ay − 2 x  (3.5)
n

Now we state the main result in the following theorem.

 738 Singh and Karpe

Theorem 3.1. To the first degree of approximation,

 4
y
min MSEtd  ≥ Ay − 2 x 
n

with equality holding if d1 1 = − 

C
x
.
x

It may be easily observed that the estimators tj (j = 1 to 8) all being equal to ˆ y2

at ˆ y2  1, belong to the proposed class of estimators td at (3.1). The bias and mean
squared error of the estimators tj (j = 1 to 8) can be obtained from (3.2) and (3.3),
respectively, just by putting the suitable values of the derivatives d1 1 and d11 1.
The variance of ˆ y2 and MSE of the ratio estimator tR1 = ˆ y2 
x /x̄ to the first degree
of approximation are given by
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 4
y
Varˆ y2  = Ay  (3.6)
n

and
 
y4
MSEtR1  = Ay x + Cx2 − 2Cx x  (3.7)
x n

respectively.
From (3.3), (3.6), and (3.7) we note that the estimator td is more efficient than:
(i) the usual unbiased estimator ˆ y2 if
   
2x 2x
min 0 − < d1 1 < max 0 −  (3.8)
Cx Cx

(ii) the ratio estimator tR1 = ˆ y2 
x /x̄ if

     
2x 2x
min −1 1 − < d1 1 < max −1 1 −  (3.9)
Cx Cx

The optimum values of constants j (j = 1 to 8) involved in the estimators tj (j = 1

to 8) can be obtained from (3.4) just by putting the values of first derivative of the
function db at b = 1 (i.e., the value of d1 1. The lower bound of the MSE’s of
the estimators tj (j = 1 to 8) are same as given by (3.5).
From (3.5)–(3.7) we have

y4 2 x
Varˆ y2  − min MSEtd  = > 0 (3.10)
n
y4 Cx − x 2
MSEtR1  − min MSEtd  = > 0 provided Cx = x  (3.11)
x n

Thus, it follows from (3.10) and (3.11) and we note that the proposed class of
estimators td is more efficient than:
(i) the usual unbiased estimator ˆ y2 , and
(ii) the ratio estimator tR1 except when Cx = x . In the case where Cx = x , both
the estimators tR1 and td are equally efficient.
 Class of Estimators in Measurement Errors 739

Following Srivastava (1980), it is easily demonstrated that if we consider a wide

class of estimators

tD = Dˆ y2  b

of y2 , where function Dˆ y2  b satisfies Dy2  b = y2 .

To the first degree of approximation, the MSE of the estimator tD is given by
 
1  4
MSEtd  = y Ay + Cx2 /x D22 y2  1 + 2y2 Cx D2 y2  1 (3.12)
n

which is minimized for

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x y2
D2 y2  1 = − (3.13)
Cx
Dˆ 2 b
where D2 y2  1 = by y2 1 is the first-order partial derivative of the function
Dˆ y2  b about the point ˆ y2  b = y2  1.
Putting (3.13) in (3.12) we get the minimum MSE of tD as
 
y4
min MSEtd  = Ay − 2 x  (3.14)
n

which is same as given by (3.5). Thus, the minimum MSE of tD is equal to the
minimum MSE of td given at (3.5) and is not reduced.
It is to be mentioned that the difference type estimator,

t = ˆ y2 + b − 1

is a member of the class tD but not of the class td at (3.1), where  is a suitably
chosen constant.

Remark 3.1. Let the observations for both the variables X and Y be recorded
without error. The MSE of the proposed class of estimators td , to the first degree of
approximation, is given by
 
∗
y4 
MSE td  =  y + 2 + Cx2 d12 1 + 2Cx d1 1 (3.15)
n

which can be easily obtained from (3.3) by putting u2 = v2 = 0.

From (3.3) and (3.15), we have

MSEtd  − MSE∗ td 

 4      
y 1 − y 2 1 − y
=  2u + 2 +4 + Cx2 1 − x d12 1 (3.16)
nx y y

which is always positive. Thus, the proposed class of estimator td has larger MSE
in presence of measurement errors than in the error free case.
 740 Singh and Karpe

From (3.15) we note that the MSE∗ td  is minimum when


d1 1 = −  (3.17)
Cx

Substitution of (3.17) in (3.15) yields the minimum value of MSE∗ td  as

 
∗
y4 
min MSE td  =  2y + 2 − 2  (3.18)
n

From (3.5) and (3.18) we have

min MSEtd  − min MSE∗ td 

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 4      
y 1 − y 1 − y
=  2u + 2 + 4 +  1 − x 
2
(3.19)
n y y

which is always positive. Thus, the presence of measurement errors associated with
both the variables X and Y inflates the MSE of the proposed class of estimator td .
So the presence of measurement errors disturb the optimal properties of the
proposed class of estimators td .

Acknowledgment
The authors are thankful to the referees and the Editor for their valuable
suggestions regarding improvement of the article.

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