Inference under multivariate size-biased sampling

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The present research deals with statistical inference for the expectation of a function of a random vector based on biased samples. After highlighting with the help of a motivating example the need for conducting this study, using the concept of multivariate weighted distributions, a consistent and asymptotically normally distributed estimator is proposed and utilized for developing statistical inference. A Monte Carlo study is carried out to examine the performance of the estimator proposed. Finally, the analysis of a real-world data set illustrates the benefits of using the proposed methods for statistical inference.