Some theoretical results concerning non parametric estimation by using a judgment poststratification sample

Abstract

ABSTRACTIn this paper, some of the properties of non parametric estimation of the expectation of g(X) (any function of X), by using a judgment poststratification sample (JPS), have been discussed. A class of estimators (including the standard JPS estimator and a JPS estimator proposed by Frey and Feeman (2012, Comput. Stat. Data An.) is considered. The paper provides mean and variance of the members of this class, and examines their consistency and asymptotic distribution. Specifically, the results are for the estimation of population mean, population variance, and cumulative distribution function. We show that any estimators of the class may be less efficient than simple random sampling (SRS) estimator for small sample sizes. We prove that the relative efficiency of some estimators in the class with respect to balanced ranked set sampling (BRSS) estimator tends to 1 as the sample size goes to infinity. Furthermore, the standard JPS mean estimator, and Frey–Feeman JPS mean estimator are specifically studied and we show that two estimators have the same asymptotic distribution. For the standard JPS mean estimator, in perfect ranking situations, optimum values of H (the ranking class size), for different sample sizes, are determined non parametrically for populations that are not heavily skewed or thick tailed.