학술논문

Stochastic optimal design in multivariate stratified sampling.
Document Type
Article
Source
Optimization. Nov2014, Vol. 63 Issue 11, p1665-1688. 24p.
Subject
*MULTIVARIATE analysis
*STATISTICAL sampling
*MATHEMATICAL programming
*NONLINEAR programming
*SAMPLE variance
*APPLIED mathematics
*MATHEMATICAL analysis
Language
ISSN
0233-1934
Abstract
This work considers the allocation problem for multivariate stratified random sampling as a problem of integer non-linear stochastic multiobjective mathematical programming. With this goal in mind the asymptotic distribution of the vector of sample variances is studied. Two alternative approaches are suggested for solving the allocation problem for multivariate stratified random sampling. An example is presented by applying the different proposed techniques. [ABSTRACT FROM AUTHOR]