The Annals of Statistics

Weighted polynomial models and weighted sampling schemes for finite population

Sean X. Chen

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Abstract

This paper outlines a theoretical framework for finite population models with unequal sample probabilities, along with sampling schemes for drawing random samples from these models. We first present four exact weighted sampling schemes that can be used for any finite population model to satisfy such requirements as ordered/ unordered samples, with/without replacement, and fixed/nonfixed sample size. We then introduce a new class of finite population models called weighted polynomial models or, in short, WPM. The probability density of a WPM is defined through a symmetric polynomial of the weights of the units in the sample. The WPM is shown to have been applied in many statistical analyses including survey sampling, logistic regression, case-control studies, lottery, DNA sequence alignment and MCMC simulations. We provide general strategies that can help improve the efficiency of the exact weighted sampling schemes for any given WPM. We show that under a mild condition, sampling from any WPM can be implemented within polynomial time. A Metropolis-Hasting-type scheme is proposed for approximate weighted sampling when the exact sampling schemes become intractable for moderate population and sample sizes. We show that under a mild condition, the average acceptance rate of the approximate sampling scheme for any WPM can be expressed in closed form using only the inclusion probabilities.

Article information

Source
Ann. Statist. Volume 26, Number 5 (1998), 1894-1915.

Dates
First available: 21 June 2002

Permanent link to this document
http://projecteuclid.org/euclid.aos/1024691362

Mathematical Reviews number (MathSciNet)
MR1673283

Digital Object Identifier
doi:10.1214/aos/1024691362

Zentralblatt MATH identifier
0930.62006

Subjects
Primary: 62D05 62E15
Secondary: 62E25

Keywords
Finite population Metropolis-Hasting algorithm polynomial theory survey sampling weighted sampling

Citation

Chen, Sean X. Weighted polynomial models and weighted sampling schemes for finite population. The Annals of Statistics 26 (1998), no. 5, 1894--1915. doi:10.1214/aos/1024691362. http://projecteuclid.org/euclid.aos/1024691362.


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  • NEW YORK, NEW YORK 10012 E-MAIL: schen3@stern.ny u.edu