On the Distance Between Some p ps Sampling Designs

• Autores: Anders Lundqvist
• Localización: Acta applicandae mathematicae, ISSN 0167-8019, Vol. 97, Nº. 1-3, 2007, págs. 79-97
• Idioma: inglés
• DOI: 10.1007/s10440-007-9134-x
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• Resumen

  • Asymptotic distances between probability distributions appearing in pps sampling theory are studied. The distributions are Poisson, Conditional Poisson (CP), Sampford, Pareto, Adjusted CP and Adjusted Pareto sampling. We start with the Kullback-Leibler divergence and the Hellinger distance and derive a simpler distance measure using a Taylor expansion of order two. This measure is evaluated first theoretically and then numerically, using small populations. The numerical examples are also illustrated using a multidimensional scaling technique called principal coordinate analysis (PCO). It turns out that Adjusted CP, Sampford, and adjusted Pareto are quite close to each other. Pareto is a bit further away from these, then comes CP and finally Poisson which is rather far from all the others.