A Bayesian Approach to Two-Stage Sampling.
Abstract
In several previous papers, the author has shown that various standard sampling designs are optimal in a Bayesian sense under corresponding classes of prior distributions on the N-dimensional vector of unknown characteristics of the N elements of a finite population. In this manner a Bayesian interpretation of simple random sampling, stratified random sampling, and of various ratio and regression estimators have been given. In the present report this work is extended to two-stage balanced sampling. Additionally, a simple result on a representation of finitely exchangeable discrete random variables is given which gives a slight generalization of a seemingly little-known result of de Finetti. Also a general tie between Bayes posterior means and traditional WLSE's and BLUE's is obtained, generalizing previous results given by the author. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1976
- Accession Number
- ADA025624
Entities
People
- W. A. Ericson
Organizations
- University of Michigan