Truncating sample weights reduces variance

DOI10.1016/0167-7152(94)90175-9zbMath0791.62010OpenAlexW2021309080MaRDI QIDQ1324542

Yu, Kai Fun

Publication date: 24 May 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90175-9

zbMATH Keywords

variance reductionmean estimationtruncation of extreme sample weights

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05)

Cites Work

• Monotonicity of the Variance Under Truncation and Variations of Jensen's Inequality

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