方差估计的随机加权逼近及随机加权法在抽样调查中的初步应用
THE RANDOM WEIGHING APPROXIMATION FOR THE ERROR OF SAMPLE VARIANCE ESTIMATOR AND THE APPLICATION OF RANDOM WEIGHING METHOD TO SAMPLE SURVEYS
-
摘要: 设 X_1, X_2, \cdots 是一组独立同分布的随机变量序列, 其方差 \mu_2 是待估参数, 当 X_i, i=1,2, \cdots, n. 给定下, 用 D_n=\sum_i=1^n V_n i\left(X_i-\sum_i=1^n V_n i X_i\right)^2-\frac1n \sum_i=1^n\left(X_i-\barX\right)^2 的条件分布来渐近 T_n=\frac1n \sum_i=1^n\left(X_i-\right. \mathrmX)^2-\mu_2 的分布。这里 D_n 中的 V_n i, i=1,2, \cdots, n ,是服从 Dirichlet 分布 D(4,4, \cdots, 4) 的随机变量。若记 F_n 和 F_n^* 分别是 T_n / \sqrt\operatornameVar T_n 的分布和 D_n / \sqrt\operatornameVar ^* D_n 的条件分布,其中 \operatornameVar^* D_n 是关于 X_1, X_2, \cdots 的条件方差。则在一定条件下,对几乎所有的样本序列 X_1, X_2, \cdots,(i) \sqrtn D_n \xrightarrow\mathscrL^* N\left(0, \mu_4-\mu_2^2\right)其中 \mu_4=E\left(\mathrmX_1-\mu\right)^4, \mu=E X_1ii) \sqrtn \sup _-\infty< y< \ infty\left|F_n^*(y)-F_n(y)\right|=0(1)iii) \lim _n \rightarrow \infty \sup _-\infty< y< \infty\left|F_n^*(y)-F_n(y)\right|=0 最后, 本文对随机加权法如何应用于抽样调查之中, 进行了一个初步的尝试.Abstract: Let X_1, X_2, \cdots be a sequence of random variables which are independently and identically distributed with a common variance \mu_2. While the behavior of the distribution of T_n=\frac1n \sum_i=1^n\left(X_i-\barX\right)^2-\mu_2 is being investigated, the conditional distribution of D_n=\sum_i=1^n V_n\left(X_i-\sum_i=1^n V_n i X_i\right)^2-\frac1n \sum_i=1^n\left(X_i-\barX\right)^2, given X_i, i=1, \cdots, n, is used to approximate the distribution of error T_n where V_n k of D_n, i=1,2, \cdots, n, are random variables following Dirichlet distribution D(4,4, \cdots, 4). Let F_n be distribution function of T_n / \sqrt\operatornameVar^2 T_n and F_n^* the conditional distribation of D_n \sqrt\operatornameVar^* D_n where \operatornameVar^* D_n is the conditional variance of D_n given X_i i-1,2, \cdots, n. Under certain conditions, the following results is proved in this paper: For almost all sequences X_1, X_2, \cdots. i) \sqrtn D_n \xrightarrow\mathscrL^n N\left(0, \mu_4-\mu_2^2\right). where \mu_4=E\left(X_1-\mu\right)^4 \text and \mu=E X_1. ii) \sqrtn \sup _-\infty< y< \infty\left|F_n^*(y)-F_n(y)\right|=O(1) iii) \lim _n \rightarrow \infty \sup _-\infty< y< \infty\left|F_n^*(y)-F_n(y)\right|=0 At last in this paper the random weighing method is applied to sample sarveys.