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The Efficiency of Stratified Sampling in the Estimation of Parameters for a Bivariate Normal Population

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  • G. H. Brown

Abstract

The use of stratification to obtain estimates of the parameters of a bivariate normal distribution is considered. One variate (easier, or cheaper, to measure than the other) is stratified and then paired observations are completed by sampling from each stratum, so that non‐representative sampling may be utilized to obtain more efficient estimates of some of the parameters. The large sample variance‐covariance matrix of the maximum likelihood estimates is explicitly evaluated and the small sample efficiency investigated by simulation. An example dealing with staple length and average fibre length within wool staples is given to illustrate the calculations.

Suggested Citation

  • G. H. Brown, 1976. "The Efficiency of Stratified Sampling in the Estimation of Parameters for a Bivariate Normal Population," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 25(1), pages 1-7, March.
    • Handle: RePEc:bla:jorssc:v:25:y:1976:i:1:p:1-7
    DOI: 10.2307/2346511
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