ملخص
Two estimators for a finite population variance have been proposed using multivariate auxiliary information. Both the estimators are superior to Arcos and Rueda as well as Isaki. Further one of them is unbiased up to first order approximation. Computationally these estimators need only the additional information about the correlation coefficients among the variables.
| اللغة الأصلية | English |
|---|---|
| الصفحات (من إلى) | 49-54 |
| عدد الصفحات | 6 |
| دورية | International Journal of Information and Management Sciences |
| مستوى الصوت | 11 |
| رقم الإصدار | 1 |
| حالة النشر | Published - مارس 2000 |
| منشور خارجيًا | نعم |
ASJC Scopus subject areas
- ???subjectarea.asjc.2200.2207???
- ???subjectarea.asjc.1400.1404???
- ???subjectarea.asjc.1400.1408???
- ???subjectarea.asjc.2200.2209???
- ???subjectarea.asjc.1800.1802???