# An Improved Class of Chain Ratio-Product Type Estimators in Two-Phase Sampling Using Two Auxiliary Variables

Authors: Gajendra K. Vishwakarma; Manish Kumar
Journal: Journal of Probability and Statistics
 (2014)

---

## Abstract

This paper presents a technique for estimating finite population mean of the study variable
in  the presence of two auxiliary variables using two-phase sampling scheme when the regression line does not pass through the neighborhood of the origin. The properties of the proposed class of estimators are studied under large sample approximation. In addition, bias and efficiency comparisons are carried out to study the performances of
the proposed class of estimators over the existing estimators. It has also been shown that the proposed technique has greater applicability in survey research. An empirical study is carried out to demonstrate the performance of the proposed estimators.


---

## Body

## 1. Introduction

The use of auxiliary information for estimating population mean of the study variable has greater applicability in survey research. It is utilized at the estimation stage and design stage to obtain an improved estimator compared to those not utilizing auxiliary information. The use of ratio and product strategies in survey sampling solely depends upon the knowledge of population meanX
- of the auxiliary variable X.The ratio estimator was developed by Cochran [1] to estimate the population mean Y
- of the study variable Y by using information on auxiliary variable X, positively correlated with Y. The ratio estimator is most effective when the relationship between Y and X is linear through the origin and the variance of Y is proportional toX. Robson [2] defined a product estimator that was revisited by Murthy [3]. The product estimator is used when the auxiliary variable X is negatively correlated with the study variable Y.When the population meanX
- of the auxiliary variable X is not known before the start of a survey, then a first-phase sample of size n
′ is selected from the population of size N on which only the auxiliary variable X is measured in order to furnish a good estimate of X
-. And then a second-phase sample of size n is selected from the first-phase sample of size n
′ on which both the study variable Y and the auxiliary variable X are measured. This procedure of selecting the samples from the given population is known as two-phase sampling (or double sampling). The concept of double sampling was first introduced by Neyman [4]. Some contribution to two-phase sampling has been made by Sukhatme [5], Hidiroglou and Sarndal [6], Fuller [7], Hidiroglou [8], Singh and Vishwakarma [9], and Sahoo et al. [10].We can use either one or two (or more than two) auxiliary variables while estimating population mean of the study variable; keeping this fact, Chand [11] introduced chain ratio estimators. This led various authors including Kiregyera [12], Singh and Upadhyaya [13], Prasad et al. [14], Singh et al. [15], Singh and Choudhury [16], and Vishwakarma and Gangele [17] to modify the chain type estimators and discuss their properties.When the population meanZ
- of another auxiliary variable Z which has a positive correlation with X (i.e., ρ
X
Z
>
0) is known and if ρ
Y
X
>
ρ
Y
Z
>
0, then it is advisable to estimate X
- by X
-
=
x
-
′
(
Z
-
/
z
-
′
), which would provide a better estimate of X
- as compared to x
-
′.The usual chain type ratio and product estimators ofY
- under double sampling scheme using two auxiliary variables X and Z are given, respectively, by
(1)
y
-
R
dc
=
y
-
x
-
′
x
-
Z
-
z
-
′
,
y
-
P
dc
=
y
-
x
-
x
-
′
z
-
′
Z
-
.Singh and Choudhury [16] suggested the following exponential chain type ratio and product estimators of Y
- under double sampling scheme using two auxiliary variables X and Z:
(2)
y
-
Re
dc
=
y
-
exp
⁡
{
(
x
-
′
/
z
-
′
)
Z
-
-
x
-
(
x
-
′
/
z
-
′
)
Z
-
+
x
-
}
,
y
-
Pe
dc
=
y
-
exp
⁡
{
x
-
-
(
x
-
′
/
z
-
′
)
Z
-
x
-
+
(
x
-
′
/
z
-
′
)
Z
-
}
,
where x
-
′ and z
-
′ are the sample means of X and Z, respectively, based on the first-phase sample of size n
′ drawn from the population of size N with the help of Simple Random Sampling Without Replacement (SRSWOR) scheme. Also, y
- and x
- are the sample means of Y and X, respectively, based on the second-phase sample of size n drawn from the first-phase sample of size n
′ with the help of SRSWOR scheme.


## 2. Proposed Estimator

It has been theoretically established that, in general, the linear regression estimator is more efficient than the ratio (product) estimator except when the regression line ofY on X passes through the neighborhood of the origin, in which the efficiencies of these estimators are almost equal. However, owing to stronger intuitive appeal, survey statisticians favour the use of ratio and product estimators. Further, we note that, in many practical situations, the regression line does not pass through the neighborhood of the origin. In these situations, the ratio estimator does not perform well as the linear regression estimator. Considering this fact, Singh and Ruiz Espejo [18] made an attempt to improve the performance of these estimators and suggested the following ratio-product type estimator for population mean Y
- under double sampling scheme using single auxiliary variable X:
(3)
y
-
RP
d
=
y
-
[
α
x
-
′
x
-
+
(
1
-
α
)
x
-
x
-
′
]
,
where α is a real constant.We propose the following exponential chain ratio-product type estimator for population meanY
- under double sampling scheme using two auxiliary variables X and Z:
(4)
y
-
RPe
dc
=
y
-
[
α
exp
⁡
{
(
x
-
′
/
z
-
′
)
Z
-
-
x
-
(
x
-
′
/
z
-
′
)
Z
-
+
x
-
}
g
+
(
1
-
α
)
exp
⁡
{
x
-
-
(
x
-
′
/
z
-
′
)
Z
-
x
-
+
(
x
-
′
/
z
-
′
)
Z
-
}
]
,
where α is a real constant to be determined such that the Mean Square Error (MSE) of the proposed estimator y
-
RPe
dc is minimum. For α
=
1, y
-
RPe
dc
→
y
-
Re
dc, whereas, for α
=
0, y
-
RPe
dc
→
y
-
Pe
dc.Remark. It is noted that the proposed estimator in (4) is a special case of the class of estimators y
-
class
=
y
-
H
(
x
-
,
z
-
′
) proposed by Srivastava [19], whereH
(
·
) is a parametric function such that H
(
x
-
′
∣
s
1
,
Z
-
)
=
1 and satisfies certain regularity conditions defined in Srivastava [19].


## 3. Bias and MSE of the Proposed Estimator

To obtain the Bias and Mean Square Error (MSE) of the proposed estimatory
-
RPe
dc, we consider
(5)
y
-
=
Y
-
(
1
+
e
0
)
,
x
-
=
X
-
(
1
+
e
1
)
,
x
-
′
=
X
-
(
1
+
e
1
′
)
,
z
-
′
=
Z
-
(
1
+
e
2
′
)
,
such that
(6)
E
(
e
0
)
=
E
(
e
1
)
=
E
(
e
1
′
)
=
E
(
e
2
′
)
=
0
,
where |
e
0
|
<
1, |
e
1
|
<
1, |
e
1
′
|
<
1, |
e
2
′
|
<
1.LetC
Y, C
X, and C
Z be the coefficients of variation of Y, X, and Z, respectively. Also, let ρ
Y
X, ρ
Y
Z, and ρ
X
Z be the correlation coefficients between Y and X, Y and Z, and X and Z, respectively. Then, we have
(7)
E
(
e
0
2
)
=
f
1
C
Y
2
,
E
(
e
1
2
)
=
f
1
C
X
2
,
E
(
e
1
′
2
)
=
f
2
C
X
2
,
E
(
e
2
′
2
)
=
f
2
C
Z
2
,
E
(
e
0
e
1
)
=
f
1
ρ
Y
X
C
Y
C
X
,
E
(
e
0
e
1
′
)
=
f
2
ρ
Y
X
C
Y
C
X
,
E
(
e
0
e
2
′
)
=
f
2
ρ
Y
Z
C
Y
C
Z
,
E
(
e
1
e
1
′
)
=
f
2
C
X
2
,
E
(
e
1
e
2
′
)
=
f
2
ρ
X
Z
C
X
C
Z
,
E
(
e
1
′
e
2
′
)
=
f
2
ρ
X
Z
C
X
C
Z
,
where
(3)
f
1
=
(
1
n
-
1
N
)
,
f
2
=
(
1
n
′
-
1
N
)
,
f
3
=
f
1
-
f
2
=
(
1
n
-
1
n
′
)
,
C
Y
2
=
S
Y
2
Y
-
2
,
C
X
2
=
S
X
2
X
-
2
,
C
Z
2
=
S
Z
2
Z
-
2
,
ρ
Y
X
=
S
Y
X
S
Y
S
X
,
ρ
Y
Z
=
S
Y
Z
S
Y
S
Z
,
ρ
X
Z
=
S
X
Z
S
X
S
Z
,
S
Y
2
=
1
(
N
-
1
)
∑
i
=
1
N
‍
(
Y
i
-
Y
-
)
2
,
S
X
2
=
1
(
N
-
1
)
∑
i
=
1
N
‍
(
X
i
-
X
-
)
2
,
S
Z
2
=
1
(
N
-
1
)
∑
i
=
1
N
‍
(
Z
i
-
Z
-
)
2
,
S
Y
X
=
1
(
N
-
1
)
∑
i
=
1
N
‍
(
Y
i
-
Y
-
)
(
X
i
-
X
-
)
,
S
Y
Z
=
1
(
N
-
1
)
∑
i
=
1
N
‍
(
Y
i
-
Y
-
)
(
Z
i
-
Z
-
)
,
S
X
Z
=
1
(
N
-
1
)
∑
i
=
1
N
‍
(
X
i
-
X
-
)
(
Z
i
-
Z
-
)
.Now, expressing the estimatory
-
RPe
dc in terms of e
0, e
1, e
1
′, and e
2
′ and neglecting the terms of e
0, e
1, e
1
′, and e
2
′ involving degree greater than two, we get
(9)
y
-
RPe
dc
=
Y
-
[
1
2
1
+
α
(
e
1
′
-
e
2
′
-
e
1
+
e
0
e
1
′
-
e
0
e
2
′
-
e
0
e
1
)
-
α
2
(
e
1
′
2
-
e
2
′
2
-
e
1
2
)
+
e
0
-
1
2
(
e
1
′
-
e
2
′
-
e
1
+
e
0
e
1
′
-
e
0
e
2
′
-
e
0
e
1
)
+
1
4
(
e
1
′
2
-
e
2
′
2
-
e
1
2
-
e
1
′
e
2
′
+
e
1
e
2
′
-
e
1
e
1
′
)
+
1
8
(
e
1
′
2
+
e
2
′
2
+
e
1
2
)
]To the first degree of approximation, the Bias and Mean Square Error (MSE) of the proposed estimatory
-
RPe
dc are given by
(10)
B
(
y
-
RPe
dc
)
=
Y
-
[
(
4
α
-
1
)
8
×
{
f
3
C
X
2
+
f
2
C
Z
2
}
-
(
2
α
-
1
)
2
×
{
f
3
ρ
Y
X
C
Y
C
X
+
f
2
ρ
Y
Z
C
Y
C
Z
}
(
4
α
-
1
)
8
]
,
(11)
MSE
(
y
-
RPe
dc
)
=
Y
-
2
[
f
1
C
Y
2
+
(
2
α
-
1
)
2
4
{
f
3
C
X
2
+
f
2
C
Z
2
}
f
-
(
2
α
-
1
)
{
f
3
ρ
Y
X
C
Y
C
X
+
f
2
ρ
Y
Z
C
Y
C
Z
}
(
2
α
-
1
)
2
4
]
.To the first degree of approximation, the expressions for Bias and Mean Square Error (MSE) of the estimatorsy
-
R
dc, y
-
P
dc, y
-
Re
dc, y
-
Pe
dc, and y
-
RP
d are, respectively, given by
(3)
B
(
y
-
R
dc
)
=
Y
-
[
f
3
C
X
2
+
f
2
C
Z
2
-
f
3
ρ
Y
X
C
Y
C
X
-
f
2
ρ
Y
Z
C
Y
C
Z
]
,
B
(
y
-
P
dc
)
=
Y
-
[
f
3
ρ
Y
X
C
Y
C
X
+
f
2
ρ
Y
Z
C
Y
C
Z
]
,
B
(
y
-
Re
dc
)
=
Y
-
[
3
8
{
f
3
C
X
2
+
f
2
C
Z
2
}
-
1
2
{
f
3
ρ
Y
X
C
Y
C
X
+
f
2
ρ
Y
Z
C
Y
C
Z
}
]
,
B
(
y
-
Pe
dc
)
=
Y
-
[
-
1
8
{
f
3
C
X
2
+
f
2
C
Z
2
}
+
1
2
{
f
3
ρ
Y
X
C
Y
C
X
+
f
2
ρ
Y
Z
C
Y
C
Z
}
]
,
B
(
y
-
RP
d
)
=
Y
-
[
α
f
3
C
X
2
-
(
2
α
-
1
)
f
3
ρ
Y
X
C
Y
C
X
]
,
(13)
MSE
(
y
-
R
dc
)
=
Y
-
2
[
f
1
C
Y
2
+
f
3
C
X
2
+
f
2
C
Z
2
-
2
f
3
ρ
Y
X
C
Y
C
X
-
2
f
2
ρ
Y
Z
C
Y
C
Z
C
Y
2
]
,
MSE
(
y
-
P
dc
)
=
Y
-
2
[
f
1
C
Y
2
+
f
3
C
X
2
+
f
2
C
Z
2
+
2
f
3
ρ
Y
X
C
Y
C
X
+
2
f
2
ρ
Y
Z
C
Y
C
Z
C
Y
2
]
,
MSE
(
y
-
Re
dc
)
=
Y
-
2
[
f
1
C
Y
2
+
1
4
{
f
3
C
X
2
+
f
2
C
Z
2
}
f
-
{
f
3
ρ
Y
X
C
Y
C
X
+
f
2
ρ
Y
Z
C
Y
C
Z
}
1
4
]
,
MSE
(
y
-
Pe
dc
)
=
Y
-
2
[
f
1
C
Y
2
+
1
4
{
f
3
C
X
2
+
f
2
C
Z
2
}
e
+
{
f
3
ρ
Y
X
C
Y
C
X
+
f
2
ρ
Y
Z
C
Y
C
Z
}
1
4
]
,
MSE
(
y
-
RP
d
)
=
Y
-
2
[
f
1
C
Y
2
+
4
α
2
f
3
C
X
2
-
4
α
f
3
{
C
X
2
+
ρ
Y
X
C
Y
C
X
}
+
f
3
{
C
X
2
+
2
ρ
Y
X
C
Y
C
X
}
]
.


### 3.1. Optimum Value ofα

As we know,α is determined so as to minimize the Mean Square Error (MSE) of the estimators y
-
RP
d and y
-
RPe
dc. So, the optimum values of α, for which MSE
(
y
-
RP
d
) and MSE
(
y
-
RPe
dc
) are minimum, are obtained by using the following conditions:
(14)
∂
∂
α
MSE
(
y
-
RP
d
)
=
0
,
∂
∂
α
MSE
(
y
-
RPe
dc
)
=
0
.The optimum value ofα, which minimizes the Mean Square Error (MSE) of the estimator y
-
RP
d, is given by
(15)
α
opt
=
1
2
[
1
+
ρ
Y
X
C
Y
C
X
]
.The optimum value ofα, which minimizes the Mean Square Error (MSE) of the estimator y
-
RPe
dc, is given by
(16)
α
opt
=
f
3
(
2
ρ
Y
X
C
Y
C
X
+
C
X
2
)
+
f
2
(
2
ρ
Y
Z
C
Y
C
Z
+
C
Z
2
)
2
(
f
3
C
X
2
+
f
2
C
Z
2
)
.Substituting the value ofα from (15) in (13), we get the minimum MSE of y
-
RP
d as
(17)
MSE
(
y
-
RP
d
)
min
⁡
=
Y
-
2
[
f
1
C
Y
2
-
f
3
ρ
Y
X
2
C
Y
2
]
.Substituting the value ofα from (16) in (11), we get the minimum MSE of y
-
RPe
dc as
(18)
MSE
(
y
-
RPe
dc
)
min
⁡
=
Y
-
2
[
f
1
C
Y
2
-
(
f
3
ρ
Y
X
C
Y
C
X
+
f
2
ρ
Y
Z
C
Y
C
Z
)
2
f
3
C
X
2
+
f
2
C
Z
2
]
.


## 3.1. Optimum Value ofα

As we know,α is determined so as to minimize the Mean Square Error (MSE) of the estimators y
-
RP
d and y
-
RPe
dc. So, the optimum values of α, for which MSE
(
y
-
RP
d
) and MSE
(
y
-
RPe
dc
) are minimum, are obtained by using the following conditions:
(14)
∂
∂
α
MSE
(
y
-
RP
d
)
=
0
,
∂
∂
α
MSE
(
y
-
RPe
dc
)
=
0
.The optimum value ofα, which minimizes the Mean Square Error (MSE) of the estimator y
-
RP
d, is given by
(15)
α
opt
=
1
2
[
1
+
ρ
Y
X
C
Y
C
X
]
.The optimum value ofα, which minimizes the Mean Square Error (MSE) of the estimator y
-
RPe
dc, is given by
(16)
α
opt
=
f
3
(
2
ρ
Y
X
C
Y
C
X
+
C
X
2
)
+
f
2
(
2
ρ
Y
Z
C
Y
C
Z
+
C
Z
2
)
2
(
f
3
C
X
2
+
f
2
C
Z
2
)
.Substituting the value ofα from (15) in (13), we get the minimum MSE of y
-
RP
d as
(17)
MSE
(
y
-
RP
d
)
min
⁡
=
Y
-
2
[
f
1
C
Y
2
-
f
3
ρ
Y
X
2
C
Y
2
]
.Substituting the value ofα from (16) in (11), we get the minimum MSE of y
-
RPe
dc as
(18)
MSE
(
y
-
RPe
dc
)
min
⁡
=
Y
-
2
[
f
1
C
Y
2
-
(
f
3
ρ
Y
X
C
Y
C
X
+
f
2
ρ
Y
Z
C
Y
C
Z
)
2
f
3
C
X
2
+
f
2
C
Z
2
]
.


## 4. Efficiency Comparisons

It is well known that the Bias and variance of the usual unbiased estimatory
- for population mean in SRSWOR are
(19)
B
(
y
-
)
=
0
,
(20)
V
(
y
-
)
=
f
1
S
Y
2
=
f
1
Y
-
2
C
Y
2
.From (11), (13), and (20), we have(i)
MSE
(
y
-
RPe
dc
)
<
V
(
y
-
), if
(21)
α
<
4
(
f
3
ρ
Y
X
C
Y
C
X
+
f
2
ρ
Y
Z
C
Y
C
Z
)
+
f
3
C
X
2
+
f
2
C
Z
2
2
(
f
3
C
X
2
+
f
2
C
Z
2
)
,
(ii)
MSE
(
y
-
RPe
dc
)
<
MSE
(
y
-
R
dc
), if
(22)
α
<
4
(
f
3
ρ
Y
X
C
Y
C
X
+
f
2
ρ
Y
Z
C
Y
C
Z
)
-
(
f
3
C
X
2
+
f
2
C
Z
2
)
2
(
f
3
C
X
2
+
f
2
C
Z
2
)
,
(iii)
MSE
(
y
-
RPe
dc
)
<
MSE
(
y
-
P
dc
), if
(23)
α
<
4
(
f
3
ρ
Y
X
C
Y
C
X
+
f
2
ρ
Y
Z
C
Y
C
Z
)
+
3
(
f
3
C
X
2
+
f
2
C
Z
2
)
2
(
f
3
C
X
2
+
f
2
C
Z
2
)
,
(iv)
MSE
(
y
-
RPe
dc
)
<
MSE
(
y
-
Re
dc
), if
(24)
α
<
2
(
f
3
ρ
Y
X
C
Y
C
X
+
f
2
ρ
Y
Z
C
Y
C
Z
)
f
3
C
X
2
+
f
2
C
Z
2
,
(v)
MSE
(
y
-
RPe
dc
)
<
MSE
(
y
-
Pe
dc
), if
(25)
α
<
2
(
f
3
ρ
Y
X
C
Y
C
X
+
f
2
ρ
Y
Z
C
Y
C
Z
)
+
f
3
C
X
2
+
f
2
C
Z
2
f
3
C
X
2
+
f
2
C
Z
2
,
(vi)
MSE
(
y
-
RPe
dc
)
<
MSE
(
y
-
RP
d
), if
(26)
α
<
4
(
f
3
ρ
Y
X
C
Y
C
X
-
f
2
ρ
Y
Z
C
Y
C
Z
)
+
(
3
f
3
C
X
2
-
f
2
C
Z
2
)
2
(
3
f
3
C
X
2
-
f
2
C
Z
2
)
.The range ofα provides enough scope for choosing many estimators that are more efficient than the above considered estimators.


## 5. Empirical Study

To examine the merits of the proposed estimator ofY
-, we have considered the following natural population datasets.Population I (source: Cochran [20]) is shown as follows:Y: number of “placebo” children,
X: number of paralytic polio cases in the “placebo” group,
Z: number of paralytic polio cases in the “not inoculated” group
N
=
34, n
′
=
15, n
=
10, Y
-
=
4.92,X
-
=
2.59, and Z
-
=
2.91,
ρ
Y
X
=
0.7326, ρ
Y
Z
=
0.6430, ρ
X
Z
=
0.6837, C
Y
2
=
1.0248, C
X
2
=
1.5175,and C
Z
2
=
1.1492.Population II (source: Murthy [21]) is shown as follows:Y: area under wheat in 1964,
X: area under wheat in 1963,
Z: cultivated area in 1961,
N
=
34, n
′
=
10, n
=
7, Y
-
=
199.44, X
-
=
208.89, and Z
-
=
747.59,
ρ
Y
X
=
0.9801, ρ
Y
Z
=
0.9043, ρ
X
Z
=
0.9097, C
Y
2
=
0.5673, C
X
2
=
0.5191, and C
Z
2
=
0.3527.Here, we have computed(i)
the Absolute Relative Bias (ARB) of different suggested estimators ofY
- using the formula
(27)
ARB
(
·
)
=
|
Bias
(
·
)
Y
-
|
,
(ii)
the Percentage Relative Efficiencies (PREs) of different suggested estimators ofY
- with respect to y
- using the formula
(28)
PRE
(
·
,
y
-
)
=
V
(
y
-
)
MSE
(
·
)
×
100
.


## 6. Conclusion

It is observed from Table1 that,(i)
for population I,(29)
ARB
(
y
-
)
<
ARB
(
y
-
RPe
dc
)
<
ARB
(
y
-
Re
dc
)
<
ARB
(
y
-
Pe
dc
)
<
ARB
(
y
-
RP
d
)
<
ARB
(
y
-
R
dc
)
<
ARB
(
y
-
P
dc
)
,
(ii)
for population II,(30)
ARB
(
y
-
)
<
ARB
(
y
-
RP
d
)
<
ARB
(
y
-
R
dc
)
<
ARB
(
y
-
Re
dc
)
<
ARB
(
y
-
Pe
dc
)
<
ARB
(
y
-
RPe
dc
)
<
ARB
(
y
-
P
dc
)
.Table 1
Absolute Relative Bias (ARB) of different estimators ofY
-.
Estimators
Population I
Population II
y
-
0.0000
0.0000
y
-
R
dc
0.0369
0.0042
y
-
P
dc
0.0564
0.0513
y
-
Re
dc
0.0068
0.0079
y
-
Pe
dc
0.0165
0.0198
y
-
RP
d
0.0222
0.0008
y
-
RPe
dc
0.0058
0.0243From Table2, we see that the Percentage Relative Efficiency (PRE) of the proposed estimator y
-
RPe
dc, for populations I and II, is more as compared to all other existing estimators, that is, usual unbiased estimator y
-, chain type ratio estimator y
-
R
dc, chain type product estimator y
-
P
dc, exponential chain type ratio estimator y
-
Re
dc, exponential chain type product estimator y
-
Pe
dc, and ratio-product type estimator y
-
RP
d.Table 2
Percentage Relative Efficiencies (PREs) of different estimators ofY
- with respect to y
-.
Estimators
Population I
Population II
y
-
100
100
y
-
R
dc
136.91
730.81
y
-
P
dc
*
*
y
-
Re
dc
184.36
259.55
y
-
Pe
dc
*
*
y
-
RP
d
133.95
156.96
y
-
RPe
dc
189.27
763.30
*Data is not applicable.Finally, from Tables1 and 2, we conclude that the proposed estimator y
-
RPe
dc (based on two auxiliary variables X and Z) is a more appropriate estimator in comparison to other existing estimators as it has appreciable efficiency as well as lower relative bias.



---

*Source: 939701-2014-03-06.xml*