Introduction to Sampling Theory

Lecture 30
Double Sampling (Two Phase Sampling)

Shalabh
Department of Mathematics and Statistics
Indian Institute of Technology Kanpur

Slides can be downloaded from

http://home.iitk.ac.in/~shalab/sp
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Double Sampling (Two Phase Sampling):
The ratio and regression methods of estimation require the
knowledge of population mean of auxiliary variable 2( X ) to
estimate the population mean of study variable (Y ).

If information on the auxiliary variable is not available, then

there are two options.

One option is to collect a sample only on study variable and use

sample mean as an estimator of population mean.

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Double Sampling (Two Phase Sampling):
Another solution is to use a part of the budget for collecting
information on auxiliary variable to collect a large preliminary
sample in which xi alone is measured.

The purpose of this sampling is to furnish a good estimate of X .

This method is appropriate when the information about xi is on

file cards that have not been tabulated.

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Double Sampling (Two Phase Sampling):
After collecting a large preliminary sample of size n’ units from the
population, select a smaller sample of size n from it and collect
the information on y.

These two estimates are then used to obtain an estimator of

population mean Y .

This procedure of selecting a large sample for collecting

information on auxiliary variable x and then selecting a sub‐
sample from it for collecting the information on the study variable
y is called double sampling or two phase sampling.
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Double Sampling (Two Phase Sampling):
It is useful when it is considerably cheaper and quicker to collect
data on x than y and there is high correlation between x and y.

In this sampling, the randomization is done twice.

First a random sample of size n’ is drawn from a population of size
N and then again a random sample of size n is drawn from the first
sample of size n’.

So the sample mean in this sampling is a function of the two

phases of sampling.
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Double Sampling (Two Phase Sampling)
If SRSWOR is utilized to draw the samples at both the phases,
then
‐ number of possible samples at the first phase when a sample of
N
size n is drawn from a population of size N is    M 0 , say.
 n'

‐ number of possible samples at the second phase where a sample

of size n is drawn from the first phase sample of n’ size is
 n '
   M 1 , say.
n

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Double Sampling (Two Phase Sampling)
Population of X
(N units)

Sample
(Large) M 0 samples
n‘ units

Subsample
(small) M 1 samples
n units
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Double Sampling (Two Phase Sampling)
This approach can be extended to more than two phases
and this is called as multiphase sampling.

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Deriving Mean and Variance in Double Sampling
Then the sample mean is a function of two variables. If  is the
statistic calculated at the second phase such that
 ij , i  1, 2,..., M 0 , j  1, 2,..., M 1 with Pij being the probability that ith
sample is chosen at first phase and jth sample is chosen at second
phase, then

E ( )  E1  E2 ( ) .

where E2 ( ) denotes the expectation over second phase and E1

denotes the expectation over the first phase.

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Deriving Mean and Variance in Double Sampling
Thus
M 0 M1
E ( )   Pij ij
i 1 j 1

M 0 M1
  PP
i j |i  ij (using P( A  B)  P ( A) P( B | A))
i 1 j 1

M0 M1
 P P i j |i  ij .
i 1 j 1
 
st
1 stage 2nd stage

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Deriving Mean and Variance in Double Sampling
Var ( )  E   E ( ) 
2

 E  (  E2 ( ))  ( E2 ( )  E ( )) 
2

 E   E2 ( )    E2 ( )  E ( )   0
2 2

2
 E1 E2   E2 ( )]  [ E2 ( )  E ( ) 
2

 E1 E2   E2 ( )   E1 E2  E2 ( )  E ( ) 
2 2


constant for E2
 E1 V2 ( )   E1  E2 ( )  E1 ( E2 ( )) 
2

 E1 V2 ( )   V1  E2 ( ) 

Note: The two phase sampling can be extended to more than two
phases depending upon the need and objective of the experiment.
Various expectations can also be extended on the similar lines. 11
Double Sampling in Ratio Method of Estimation
If the population mean X is not known then double sampling
technique is applied.

Take a large initial sample of n’ size by SRSWOR to estimate the

population mean X as
n'
1
Xˆ  x '   xi .
n ' i 1

Then a second sample is a subsample of size n selected from the

initial sample by SRSWOR.

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Double Sampling in Ratio Method of Estimation
Let y and x be the means of y and x based on the subsample.
Then
E ( x ')  X ,
E(x )  X ,
E( y )  Y .
The ratio estimator under double sampling now becomes
ˆ y
YRd  x '.
x

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Bias and MSE under Double Sampling in Ratio Method of
Estimation:
ˆ
The exact expressions for the bias and mean squared error of YRd
are difficult to derive. So we find their approximate expressions
using the same approach mentioned while describing the ratio
method of estimation.
y Y
Let 0  ,
Y
xX
1  ,
X
x ' X
2  .
X
Then E ( 0 )  E (1 )  E ( 2 )  0
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Bias and MSE under Double Sampling in Ratio Method of
Estimation:
1 1 
E (12 )     Cx2
n N 
1
E (1 2 )  2 E ( x  X )( x ' X )
X
1
 2
E1  E2 ( x  X )( x ' X ) | n '
X
1
 2
E1

 ( x ' X ) 2

X
2
 1 1  Sx
   2
 n' N  X
1 1 2
    Cx
 n' N 
 E ( 22 ). 15
Bias and MSE under Double Sampling in Ratio Method of
Estimation:
E ( 0 2 )  Cov( y , x ')
 Cov  E ( y | n '), E ( x ' | n ')   E Cov( y , x ') | n '
 Cov Y , X   E Cov( y ', x ') 
 Cov  ( y ', x ') 
 1 1  S xy
  
 n ' N  XY
 1 1  Sx S y
  
 n' N  X Y
1 1
     CxC y
 n' N 
where y ' is the sample mean of y ' s based on the sample size n '.
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Bias and MSE under Double Sampling in Ratio Method of
Estimation:
1
E ( 01 )  Cov( y , x )
xy

 1 1  S xy
  
n N  XY
 1 1  Sx S y
   
n N  X Y
1 1 
     CxC y
n N 

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Bias and MSE under Double Sampling in Ratio Method of
Estimation:
1
E ( 22 )  2
Var ( y )
Y
1
2  1 2
 V E ( y | n ')  E1 V2 ( yn | n ')
Y
1   1 1  '2  
 2 V1 ( yn )  E1    s y  
'

Y   n n '   
1  1 1  2  1 1  2 
  n '  N  S y   n  n '  S y 
Y2     
2
1 1 S
    y2
 n N Y
1 1 
    C y2
n N 
where s '2y is the mean sum of squares of y based on initial sample of size n '.
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Bias and MSE under Double Sampling in Ratio Method of
Estimation:
1
E (1 2 )  2 Cov( x , x ')
X
1
 2 Cov  E ( x | n '), E ( x ' | n ')  0 
X
1
 2 Var ( X ')
X

where Var ( X ') is the variance of mean of x based on initial sample

of size n’.

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