Bayes and equtvariant estimators of the variance of a finite population: part I, simple random sampling

The problem of estimating the variance of a finite population is studied in a Bayesian framework. On the basis of the moderntheoretical approach to sampling from finite populations and the special structure of the likelihood functions Bayes estimators of the population variance are derived. The stru...

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Veröffentlicht in:	Communications in statistics. Theory and methods 1981-01, Vol.10 (5), p.407-426
Hauptverfasser:	Zacks, S., Solomon, H.
Format:	Artikel
Sprache:	eng
Schlagworte:	Bayes Estimators of Variance Bayes-Equivariant Estimators Equivariant Estimators Prior Relative Efficiency Sampling Surveys
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description	The problem of estimating the variance of a finite population is studied in a Bayesian framework. On the basis of the moderntheoretical approach to sampling from finite populations and the special structure of the likelihood functions Bayes estimators of the population variance are derived. The structure of equivariant estimators is analyzed and Bayes equivariant estimators in the strict and the generalized sense are derived. The Bayes risk efficiency of the classical estimators is studied
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subjects	Bayes Estimators of Variance Bayes-Equivariant Estimators Equivariant Estimators Prior Relative Efficiency Sampling Surveys
title	Bayes and equtvariant estimators of the variance of a finite population: part I, simple random sampling
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