Abstract

The usefulness of stochastic optimization for sample allocation in stratified sampling is studied. Three models of stochastic optimization are compared: E-Model, Modified E-model and V-model, recently presented by Diaz-Garcia and Garay-Tapia (Comput. Statistics Data Anal., 3016–3026, 51, 2007), with the classical sample allocation, which distributes the costs among strata in such a way that the variance of an estimator is minimized. To make the comparison, a simulation study was conducted. None of the methods was the most efficient for all cases, but usually the classical allocation was the most efficient, followed by the E-model, quite similar to the former.

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