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Donde: 𝑇𝑖 = 𝑀𝑖 𝑦̅𝑖
𝑆𝑦𝑖𝑗
𝑇𝑖 = 𝑀 𝑖
𝑚𝑖
𝑀𝑖 𝑆𝑗 𝑦𝑖𝑗
𝑌̂ = ∑[𝑆 ]ℎ
𝜋𝑖 𝑚𝑖
ℎ
Demostración:
𝐸(𝑌̂ ) = 𝑌
𝑇𝑖
𝐸(𝑌̂ ) = 𝐸1 𝐸2 [∑[𝑆 ] ]
𝜋𝑖 ℎ
ℎ
𝑇𝑖
= ∑ [ 𝐸1 𝐸2 ( 𝑆 )]
𝜋𝑖 ℎ
ℎ
𝐸2 (𝑇𝑖 )
= ∑ [ 𝐸1 ( 𝑆 )]ℎ
𝜋𝑖
ℎ
𝐸2 (𝑇𝑖 )
= ∑ [ 𝐸1 ( 𝑆 )]ℎ
𝜋𝑖
ℎ
𝑌𝑖
= ∑ [ 𝐸1 ( 𝑆 )]
𝜋𝑖 ℎ
ℎ
𝑛 𝑁
𝑌𝑖 𝑌𝑖
𝐸(𝑌̂ ) = ∑ [ 𝐸1 [ ∑ 𝑡1 + ∑ 𝑡 ]]
𝜋𝑖 𝜋𝑖 1 ℎ
ℎ 𝑖=1 𝑖=𝑛+1
= ∑ (∑ 𝑌𝑖 )
ℎ 𝑖=1 ℎ
= ∑ 𝑌ℎ
ℎ
𝐸(𝑌̂ ) = 𝑌
2
𝑌𝑖 𝑌𝑗 1 1 1
𝑉(𝑌̂ ) = ∑[∑[(𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 ) ( − ) ] + ∑ 𝑀2 𝑖 ( − )𝑆 2 𝑤𝑖 ]
𝜋𝑖 𝜋𝑗 𝜋𝑖 𝑚𝑖 𝑀𝑖
ℎ
ℎ
Donde:
𝜎𝑖 2 = 𝑉2 (𝑇𝑖 )
= 𝑉2 (𝑀𝑖 𝑦̅𝑖 )
= 𝑀𝑖 2 𝑉2 (𝑦̅𝑖 )
1 𝑚𝑖
𝜎𝑖 2 = 𝑀𝑖 2 [ (1 − )𝑆 2 𝑤𝑖
𝑚𝑖 𝑀𝑖
𝑀𝑖
∑𝑖=1 ̅𝑖 )2
(𝑌𝑖𝑗 −𝑌
2
Donde 𝑆 𝑤𝑖 =
𝑀𝑖 −1
Luego en (**):
LA ESTIMACION DE LA VARIANZA:
= 𝑀𝑖 2 𝑉2 (𝑦̅𝑖 )
1 𝑚𝑖
𝜎𝑖 2 = 𝑀𝑖 2 [ (1 − )𝑆 2 𝑤𝑖
𝑚𝑖 𝑀𝑖
Entonces al estimar:
1 𝑚𝑖
𝜎̂2 2
𝑖 = 𝑀𝑖 [ (1 − )𝑠2 𝑤𝑖
𝑚𝑖 𝑀𝑖
Por lo tanto:
𝐿 2
̂ 𝜋 𝜋 − 𝜋𝑖𝑗 𝑇𝑖 𝑇𝑗 1 1 1
̂ ) = ∑[𝑆̀( 𝑖 𝑗
𝑉(𝑌 ) ( − ) + 𝑆 𝑛 𝑀2 𝑖 ( − )𝑠2 𝑤𝑖 ]ℎ
𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗 𝜋𝑖 𝑚𝑖 𝑀𝑖
ℎ
Primer termino
2 2
𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝑇𝑖 𝑇𝑗 𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝑇𝑖 𝑇𝑗
𝐸 ∑ (𝑆 ( ) ( − ) ) = ∑ 𝐸(𝑆 ( )( − ) )
𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗 𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗 ℎ
ℎ ℎ ℎ
2
𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝑇𝑖 𝑇𝑗
= ∑(𝐸1 𝐸2 {𝑆 ( ) ( − ) })
𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗 ℎ
ℎ
2
𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝑇𝑖 𝑇𝑗
= ∑(𝐸1 {𝑆 ( ) 𝐸2 ( − ) })
𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗 ℎ
ℎ
2
𝑉2 (𝑇𝑖 ) 𝑉2 (𝑇𝑗 ) 𝐸2 (𝑇𝑖 ) 𝐸2 (𝑇𝑗 )
= 2
+ 2
+( + )
𝜋𝑖 𝜋𝑗 𝜋𝑖 𝜋𝑗
2 2
𝑇𝑖 𝜎𝑖 2 𝜎𝑗 2
𝑇𝑗 𝑌𝑖 𝑌𝑗
𝐸2 (( − ) ) = 2 + 2 + ( − )
𝜋𝑖 𝜋𝑗 𝜋𝑖 𝜋𝑗 𝜋𝑖 𝜋𝑗
Luego:
2
𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝑇𝑖 𝑇𝑗
∑ (𝐸1 {𝑆 ( ) 𝐸2 ( − ) })
𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗
ℎ ℎ
2
𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝜎𝑖 2 𝜎𝑗 2 𝑌𝑖 𝑌𝑗
= ∑(𝐸1 {𝑆 ( )( + +( − ) )})
𝜋𝑖𝑗 𝜋𝑖 2 𝜋𝑗 2 𝜋𝑖 𝜋𝑗
ℎ ℎ
2
𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝜎𝑖 2 𝜎𝑗 2 𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝑌𝑖 𝑌𝑗
= ∑[𝐸1 (𝑆 ( ) ( 2 + 2 )) + 𝐸1 (𝑆 ( − ) ]ℎ
𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗 𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗
ℎ
2
𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝜎𝑖 2 𝜎𝑗 2 𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝑌𝑖 𝑌𝑗
= ∑[𝐸1 ∑ (( ) ( 2 + 2 ) 𝑡𝑖 𝑡𝑗 ) + 𝐸1 ∑ (( ) ( − ) 𝑡𝑖 𝑡𝑗 )]ℎ
𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗 𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗
ℎ
𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝜎𝑖 2 𝜎𝑗 2
= ∑((∑ (( ) ( 2 + 2 ) 𝐸1 (𝑡𝑖 𝑡𝑗 ))
ℎ
𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗
2
𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝑌𝑖 𝑌𝑗
+ ∑ (( ) ( − ) 𝐸1 (𝑡𝑖 𝑡𝑗 ))))ℎ
𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗
2
𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝜎𝑖 2 𝜎𝑗2 𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝑌𝑖 𝑌𝑗
= ∑[∑ (( ) ( 2 + 2 ) 𝜋𝑖𝑗 ) + ∑ (( ) ( − ) 𝜋𝑖𝑗 )]ℎ
𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗 𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗
ℎ
2
𝜎𝑖 2 𝜎𝑗 2 𝑌𝑖 𝑌𝑗
= ∑[∑ ((𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 ) ( 2 + 2 )) + ∑ ((𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 ) ( − ) )]ℎ
𝜋𝑖 𝜋𝑗 𝜋𝑖 𝜋𝑗
ℎ
2
𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝑇𝑖 𝑇𝑗
𝐸 ∑ (𝑆 ( )( − ) ) =
𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗
ℎ ℎ
2
𝜎𝑖 2 𝜎𝑗 2 𝑌𝑖 𝑌𝑗
= ∑[∑ ((𝜋𝑖𝜋𝑗 − 𝜋𝑖𝑗) ( 2 + 2 )) + ∑ ((𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗) ( − ) )]
𝜋𝑖 𝜋𝑗 𝜋𝑖 𝜋𝑗
ℎ
ℎ
𝑌𝑖 2 𝑌𝑗 2 𝑌𝑖 2
∑ ((𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 ) ( + )) = ∑ ∑(𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 )
𝜋𝑖 2 𝜋𝑗 2 𝜋𝑖 2
𝑖 𝑗≠𝑖
Adaptando:
𝜎𝑖 2 𝜎𝑗 2 𝜎𝑖 2
(𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗) ( 2 + 2 ) = ∑ ∑(𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 ) 2
𝜋𝑖 𝜋𝑗 𝜋𝑖
𝑖 𝑗≠𝑖
2
𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝑇𝑖 𝑇𝑗
𝐸 ∑ (𝑆 ( )( − ) )
𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗
ℎ ℎ
2
𝜎𝑖 2 𝑌𝑖 𝑌𝑗
= ∑[∑ ∑(𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 ) 2 + ∑ ((𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 ) ( − ) )]ℎ
𝜋𝑖 𝜋𝑖 𝜋𝑗
ℎ 𝑖 𝑗≠𝑖
𝜎𝑖 2 𝜎𝑖 2 𝜎𝑖 2
∑ ∑(𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 ) = ∑ ∑ 𝜋 𝑗 − ∑ ∑ 𝜋𝑖𝑗
𝜋𝑖 2 𝜋𝑖 𝜋𝑖 2
𝑖 𝑗≠𝑖 𝑖 𝑗≠𝑖 𝑖 𝑗≠𝑖
𝜎𝑖 2 𝜎𝑖 2
=∑ (𝑛 − 𝜋𝑖 ) − ∑ 2 (𝑛 − 1)𝜋𝑖
𝜋𝑖 𝜋𝑖
𝑖 𝑖
𝜎𝑖 2 𝜎𝑖 2 𝜋𝑖 𝜎𝑖 2
= ∑( 𝑛− )−∑ (𝑛 − 1)
𝜋𝑖 𝜋𝑖 𝜋𝑖
𝑖 𝑖
𝜎𝑖 2 𝜎𝑖 2
∑ ∑(𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 ) = ∑ − ∑ 𝜎𝑖 2
𝜋𝑖 2 𝜋𝑖
𝑖 𝑗≠𝑖 𝑖 𝑖
Por lo tanto:
2
𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝑇𝑖 𝑇𝑗
𝐸 ∑ (𝑆 ( )( − ) )
𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗
ℎ ℎ
2
𝜎𝑖 2 𝑌𝑖 𝑌𝑗
= ∑ [∑ ∑(𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗) 2 + ∑ ((𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗) ( − ) )]
𝜋𝑖 𝜋𝑖 𝜋𝑗
ℎ 𝑖 𝑗≠𝑖
ℎ
2
𝑌𝑖 𝑌𝑗 𝜎𝑖 2
= ∑ [∑ ((𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 ) ( − ) ) + ∑ − ∑ 𝜎𝑖 2 ]
𝜋𝑖 𝜋𝑗 𝜋𝑖
ℎ 𝑖 𝑖
ℎ
2
𝑌𝑖 𝑌𝑗 𝜎𝑖 2
= ∑ [∑ ((𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 ) ( − ) ) + ∑ ] − ∑ [∑ 𝜎𝑖 2 ]
𝜋𝑖 𝜋𝑗 𝜋𝑖
ℎ 𝑖 ℎ 𝑖 ℎ
ℎ
= 𝑉(𝑌̂) − ∑ [∑ 𝜎𝑖 2 ]
ℎ 𝑖 ℎ
Segundo termino
2 2
𝑛
̂𝑖
𝜎 𝑛
̂𝑖
𝜎
𝐸 ∑ (𝑆 ) = ∑ (𝐸 (𝑆 ))
𝜋𝑖 𝜋𝑖
ℎ ℎ ℎ
ℎ
2
𝑛
̂𝑖
𝜎
= ∑ (𝐸1 𝐸2 (𝑆 ))
𝜋𝑖
ℎ
ℎ
𝐸2 (𝜎̂𝑖 2 )
= ∑ (𝐸1 (𝑆𝑛 ))
𝜋𝑖
ℎ
ℎ
𝑁
𝜎𝑖 2
= ∑ (𝐸1 (∑ 𝑡𝑖 ))
𝜋𝑖
ℎ 𝑖=1
ℎ
𝑁
𝜎𝑖 2
= ∑ (∑ 𝐸1 (𝑡𝑖 ))
𝜋𝑖
ℎ 𝑖=1 ℎ
𝑁
𝜎𝑖 2
= ∑ (∑ 𝜋𝑖 )
𝜋𝑖
ℎ 𝑖=1 ℎ
𝑁
= ∑ (∑ 𝜎𝑖 2 )
ℎ 𝑖=1 ℎ
Finalmente
𝐿 2 2
𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝑇𝑖 𝑇𝑗 𝜎̂𝑖
𝐸 (∑[𝑆̀ ( ) ( − ) +𝑆 𝑛 ]ℎ )
𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗 𝜋𝑖
ℎ
2 𝑁
𝑌𝑖 𝜎𝑖 2
𝑌𝑗
= ∑ [∑ ((𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 ) ( − ) ) + ∑ − ∑ 𝜎𝑖 2 ] + ∑ (∑ 𝜎𝑖 2 )
𝜋𝑖 𝜋𝑗 𝜋𝑖
ℎ 𝑖 𝑖 ℎ 𝑖=1 ℎ
ℎ
= 𝑉(𝑌̂ ) − ∑ [∑ 𝜎𝑖 2] + ∑ (∑ 𝜎𝑖 2 )
ℎ 𝑖 ℎ ℎ 𝑖=1 ℎ
𝐿 2 2
𝜋𝑖 𝜋𝑗 − 𝜋𝑖𝑗 𝑇𝑖 𝑇𝑗 𝜎̂𝑖
𝐸 (∑[𝑆̀( ) ( − ) + 𝑆 𝑛 ]ℎ ) = 𝑉(𝑌̂)
𝜋𝑖𝑗 𝜋𝑖 𝜋𝑗 𝜋𝑖
ℎ
𝑇𝑖
𝑌̂ = ∑[𝑆 ]
𝜋𝑖 ℎ
ℎ
Donde: 𝑇𝑖 = 𝑀𝑖 𝑦̅𝑖
𝑆𝑦𝑖𝑗
𝑇𝑖 = 𝑀 𝑖
𝑚𝑖
1
El estimador se convierte en 𝑌̂ = 𝑘 ∑ℎ 𝑆𝑖 𝑆𝑗 𝑦𝑖𝑗 …VI.30
Lo que significa que las observaciones en las subunidades simplemente se suman sin
tener en cuenta la upm o el estrato a que pertenecen. Como se dijo antes, a tal
estimador se le llama “auto ponderado”. La cantidad k admite una interpretación
sencilla. El número de subunidades en la muestra forma un estrato particular en 𝑆𝑚𝑖 .
Su valor esperado es 𝐸 (𝑆𝑚𝑖 ) = ∑ 𝜋𝑖 𝑚𝑖
∑ 𝜋𝑖 𝑚𝑖 = 𝑘 ∑ 𝑀𝑖 De VI.29
Por lo tanto,
∑ 𝜋𝑖 𝑚𝑖
𝑘= = 𝑓𝑟𝑎𝑐𝑐𝑖𝑜𝑛 𝑑𝑒 𝑚𝑢𝑒𝑠𝑡𝑟𝑒𝑜 𝑒𝑠𝑝𝑒𝑟𝑎𝑑𝑎 𝑝𝑎𝑟𝑎 𝑙𝑎𝑠 𝑠𝑢𝑏𝑢𝑛𝑖𝑑𝑎𝑑𝑒𝑠
∑ 𝑀𝑖