Sv. Stehman et S. Nshinyabakobeje, Comparison of distribution function estimators for forestry applications following variable probability sampling, ENV ECOL ST, 7(3), 2000, pp. 301-321
Practical considerations often motivate employing variable probability samp
ling designs when estimating characteristics of forest populations. Three d
istribution function estimators, the Horvitz-Thompson estimator, a differen
ce estimator, and a ratio estimator, are compared following variable probab
ility sampling in which the inclusion probabilities are proportional to an
auxiliary variable, X. Relative performance of the estimators is affected b
y several factors, including the distribution of the inclusion probabilitie
s, the correlation (\rho) between X and the response Y, and the position al
ong the distribution function being estimated. Both the ratio and differenc
e estimators are superior to the Horvitz-Thompson estimator. The difference
estimator gains better precision than the ratio estimator toward the upper
portion of the distribution function, but the ratio estimator is superior
toward the lower end of the distribution function. The point along the dist
ribution function at which the difference estimator becomes more precise th
an the ratio estimator depends on the sampling design, as well as the coeff
icient of variation of X and rho. A simple confidence interval procedure pr
ovides close to nominal coverage for intervals constructed from both the di
fference and ratio estimators, with the exception that coverage may be poor
for the lower tail of the distribution function when using the ratio estim
ator.