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Mathematics
  • Article
  • Open Access

30 April 2023

Mean Estimation for Time-Based Surveys Using Memory-Type Logarithmic Estimators

,
,
and
1
Department of Statistics, University of Lucknow, Lucknow 226007, India
2
Department of Statistics, Amity University, Lucknow 226028, India
3
Department of Mathematics, Faculty of Science, Al al-Bayt University, Mafraq 25113, Jordan
4
Department of Mathematical Sciences, College of Science, Princess Nourah bint Abdulrahman University, P.O. Box 84428, Riyadh 11671, Saudi Arabia
This article belongs to the Special Issue Survey Statistics and Survey Sampling: Challenges and Opportunities

Abstract

This article examines the issue of population mean estimation utilizing past and present data in the form of an exponentially weighted moving average (EWMA) statistic under simple random sampling (SRS). We suggest memory-type logarithmic estimators and derive their properties, such as mean-square error (MSE) and bias up to a first-order approximation. Using the EWMA statistic, the conventional and novel memory-type estimators are compared. Real and artificial populations are used as examples to illustrate the theoretical findings. According to the empirical findings, memory-type logarithmic estimators are superior to the conventional mean estimator, ratio estimator, product estimator, logarithmic-type estimator, and memory-type ratio and product estimators.

1. Introduction

It is a well-developed fact that the variance or mean-squared error in the estimators of population parameters such as population mean, population total, variance, median, regression coefficient, and population correlation coefficient is significantly reduced when auxiliary information is used properly in random sampling. Additional information that is accessible, in addition to the data being examined, is known as auxiliary information. Several situations, such as survey sampling, experimental design, and statistical modeling, can benefit from it. In general, auxiliary information can be a useful tool for enhancing the efficiency, cost effectiveness, and decision making of statistical estimations. It is possible to gather auxiliary information in a variety of ways from various data sources, including census findings, population-based survey reports, expert judgments, and assumptions about population parameters. There are numerous ways to present and use the information from these sources. When there is a positive correlation between the data on the auxiliary variable x and the study variable y, the ratio-type estimators produce accurate findings. Ref. [1] provided a traditional ratio estimator of the population mean under an SRS approach, defined as
r = y ¯ X ¯ x ¯ ,
where X ¯ is the population mean of the auxiliary variable and y ¯ and x ¯ are the sample means of the study and auxiliary variables, respectively. The MSE and bias expressions of the estimator r are, respectively,
M S E ( r ) = θ Y ¯ 2 ( C x 2 + C y 2 2 ρ x y C x C y ) ,
B i a s ( r ) = θ Y ¯ ( C x 2 ρ x y C x C y ) ,
where Y ¯ denotes the population mean of the study variable y; the population coefficients of variation for the auxiliary and study variables are denoted by C x = S x / X ¯ and C y = S y / Y ¯ , respectively, where S x and S y are the population standard deviations of the auxiliary and study variables, respectively. Furthermore, the population coefficient of correlation between the auxiliary and study variables is denoted by ρ x y ; θ = 1 / n , where n is the sample size.
When there is a strong negative correlation between the auxiliary and study variables, the product estimators produce accurate results. Ref. [2] provided the traditional product estimator of the population mean under SRS as:
p = y ¯ x ¯ X ¯ .
The MSE and bias expressions of the estimator p are, respectively,
M S E ( p ) = θ Y ¯ 2 ( C x 2 + C y 2 + 2 ρ x y C x C y ) ,
B i a s ( p ) = θ Y ¯ ρ x y C x C y .
Ref. [3] proposed a logarithmic estimator under SRS given by:
a = y ¯ 1 + log x ¯ X ¯ λ ,
where λ is a properly chosen scalar. The minimum MSE at λ ( o p t ) = ρ x y ( C y / C x ) and the bias expressions for the estimator a are, respectively,
m i n M S E ( a ) = θ Y ¯ 2 C y 2 ( 1 ρ x y 2 ) ,
B i a s ( a ) = θ Y ¯ λ 2 2 λ C x 2 + λ ρ x y C x C y .
Numerous well-known authors developed several enhanced and modified classes of ratio, exponential, product, regression, and logarithmic types of estimators for the estimation of parameters using the available auxiliary information. For example, ref. [4] investigated the population mean estimation utilizing the ratio estimator under SRS and median ranked set sampling. Ref. [5] used double quartile ranked set sampling for computing the population ratio by employing the auxiliary information. Ref. [6] investigated entropy estimation based on ranked set samples, with an application to the test of fit. In the case of tie information, the proportion estimate using ranked set sampling (RSS) was studied by [7]. Ref. [8] suggested an improved modified ratio estimator using robust regression methods. Ref. [9] created a method for evaluating the population mean by iteratively applying an auxiliary variable under the median RSS. Ref. [10] carried out a simulation study using robust regression-ratio-type estimators for the estimation of population mean, employing two auxiliary variables. Ref. [11] suggested a new improved logarithmic ratio-product-type estimator of the mean in stratified random sampling. Ref. [12] measured the effectiveness of the ratio-exponential-log type general class of estimators by utilizing two auxiliary variables. Logarithmic-type predictive estimators for population mean based on an RSS scheme were studied by [13].
A time series can be modeled or described using the EWMA, which is a quantitative or statistical measure. Technical analysis and volatility modeling are the two most common applications of the EWMA in finance. Past data are given lesser weights because of the way the moving average is constructed. The term “exponentially weighted” refers to the fact that weights decrease exponentially with an increasing number of data points. The parameter selection is the sole choice for an EWMA user. In the EWMA calculation, the parameter determines the significance of the current observation. The higher the value of the parameter, the greater the accuracy with which the EWMA monitors the original time series.
It has been established that effective utilization of auxiliary data reduces the variance of the estimators. The study and auxiliary variables are often obtained by considering only the current sample y t at time t. Nevertheless, incorporating data from more recent and earlier samples, such as y ¯ t 1 from time t 1 , y ¯ t 2 from time t 2 , and so on, may also increase the performance of the estimators. This is usually essential when surveys are conducted over a certain time period, such as quarterly, monthly, or annual periods. Memory-type ratio and product methods of estimation for the population mean utilizing EWMA were developed by [14] for time-scaled surveys, however, [15] utilized the hybrid exponentially weighted moving average (HEWMA) statistic in SRS to build the memory-type ratio and product estimators of population mean. The memory-based estimators of population mean in ranked-based sampling were examined by [16]. The population-mean-based memory-type ratio and product estimators were suggested by [17] in stratified sampling. A memory-based shrinkage estimator of the population mean was presented by [18] for statistical quality control. Memory-type population variance estimators employing the EWMA statistic were proposed by [19] for time-scaled surveys. Recently, ref. [20] suggested memory-type logarithmic estimators by employing the HEWMA statistic.
The traditional estimators in survey sampling theory are established using functional forms, such as exponential, linear combination, and chain functions. However, the development of estimators employing the logarithmic function is new. Advances in data analysis software have increased the computational boundaries of these functions. Mathematical functions based on logarithms are used to reduce a large range in a set of values to a more comprehensible scale. In addition to other disciplines, they are extensively employed in finance, science, engineering, and mathematics. They can be used in measuring relative changes, simplifying some calculations, and in statistical analysis of real data. Additionally, logarithms are useful for measuring exponential growth and decay in a variety of situations, including interest rates, bacterial contamination, and others. Furthermore, in Section 4.2, an example from real life is also provided, and a numerical analysis is performed to illustrate the performance of the suggested estimators. As a result, it is worth investigating the estimators consisting of logarithmic functions for estimating the population parameters, which is what led to the development of the class of suggested estimators. This work seeks to provide a memory type of logarithmic estimators consisting of information on the past and present sample data in the form of the EWMA statistic.
The layout of the remaining text is as follows: The traditional memory-type estimators utilizing SRS are studied in Section 2. In Section 3, the suggested memory-type estimator is discussed with its properties and compared with the properties of some other conventional and memory-type estimators. An empirical comparison consisting of real and artificial populations is presented in Section 4, to examine the superiority of the suggested memory-type estimators as compared to some existing estimators. Section 5 provides the conclusions.

2. Conventional Memory-Type Estimators

The concept of the EWMA statistic was first introduced by [21] to efficiently distinguish the modifications in the elementary process mean in statistical quality control charts. To increase the effectiveness of the estimators, the EWMA statistic combined past data with present data. The EWMA statistics for the study and auxiliary variables are stated below as
Z t = η y ¯ t + ( 1 η ) Z t 1 , t > 1 ,
Q t = η x ¯ t + ( 1 η ) Q t 1 , t > 1 ,
where the weight assigned to the data is indicated by the smoothing constant η .
A greater value of η implies that the current observation is given a larger weight and the past observation a smaller weight, whereas a lower value of η suggests that the past observation is given a larger weight and the current observation a smaller weight. The value of η ranges from 0 to 1. If η is equal to 1, the current data will have received their full weight, and the EWMA statistic will be the same as the usual sample mean.
It is of interest to note here that the expectation and variance of Z t are, respectively, reported below as
E ( Z t ) = Y ¯ and V ( Z t ) = σ Y 2 n η 2 η 1 1 η 2 t .
The term Z t 1 refers to the past data, and the subscript t indicates the number of samples in this EWMA statistic. In addition, the starting values of Q t and Z t are considered as the expectation of the mean that can be determined through a pilot sampling survey, which is assumed to be 0 in this instance. The statistics Z t and Q t are, respectively, found to be unbiased for the population means Y ¯ and X ¯ .
To determine the characteristics of the memory-type estimators, let Z t = Y ¯ ( 1 + δ 0 ) and Q t = X ¯ ( 1 + δ 1 ) , where δ 0 and δ 1 are the error terms, such that E ( δ 0 ) = E ( δ 1 ) = 0 , E ( δ 0 2 ) = θ ς C y 2 , E ( δ 1 2 ) = θ ς C x 2 , E ( δ 0 δ 1 ) = θ ς ρ C x C y , ς = η / ( 2 η ) , and θ = 1 / n .
Ref. [14] adopted the idea of the EWMA statistic and presented the memory types of ratio and product estimators under SRS, with the aim of increasing the effectiveness of the traditional estimators, as
r m = Z t X ¯ Q t ,
p m = Z t Q t X ¯ ,
where “memory” is represented by the superscript m in the above and other estimators.
The MSE and bias of the aforementioned estimators r m and p m are given below up to a first-order approximation as
M S E ( r m ) = θ Y ¯ 2 ς ( C x 2 + C y 2 2 ρ x y C x C y ) ,
M S E ( p m ) = θ Y ¯ 2 ς ( C x 2 + C y 2 + 2 ρ x y C x C y ) ,
B i a s ( r m ) = θ Y ¯ ς ( C x 2 ρ x y C x C y ) ,
B i a s ( p m ) = θ Y ¯ ς ρ x y C x C y .
For more details, see [14].

3. Proposed Memory-Type Estimators

There are a few significant traits of the logarithmic function, and it plays a crucial part in many scientific and non-scientific professions. The studies of [14,15] served as an inspiration for our proposal to use the EWMA statistic as a memory-type logarithmic estimator (MTLE).
a m = Z t 1 + log Q t X ¯ α ,
where α is a properly chosen scalar. Utilizing the notation presented in terms of δ s in the previous section, the estimator a m will be
a m Y ¯ = Y ¯ δ 0 + α δ 1 α δ 1 2 + α 2 2 δ 1 2 + α δ 0 δ 1 .
Considering the expectations on both sides of (19), we obtain the bias of the suggested estimator as
B i a s ( a m ) = θ Y ¯ ς α 2 2 α C x 2 + α ρ x y C x C y .
Squaring and taking into account the expectation on both sides of (19) provides the M S E of the estimator a m to the first order of approximation as follows:
M S E ( a m ) = θ Y ¯ 2 ς ( C y 2 + α 2 C x 2 2 α ρ x y C x C y ) .
The optimum value of α that minimizes the M S E ( a m ) is reported below, as
α ( o p t ) = ρ x y C y C x
Using the optimum value of α in M S E ( a m ) provides the minimum MSE as follows:
M S E ( a m ) m i n = θ Y ¯ 2 ς C y 2 ( 1 ρ x y 2 )
In addition, we assess how well the suggested MTLE performs relative to the existing traditional and memory type of estimators by comparing the MSE expressions of each, as given below.
(i).
From (2) and (23), we obtain
If M S E ( r ) > M S E ( a m ) ρ x y 2 > 2 ρ x y C x C y C y 2 ( 1 ς ) C x 2 ς C y 2 .
(ii).
From (5) and (23), we obtain
If M S E ( p ) > M S E ( a m ) ρ x y 2 > ( C y 2 ( 1 ς ) + C x 2 + 2 ρ x y C x C y ) ς C y 2 .
(iii).
From (8) and (23), we obtain
If M S E ( a ) > M S E ( a m ) ς < 1 .
(iv).
From (14) and (23), we obtain
If M S E ( r m ) > M S E ( a m ) ρ x y 2 > 2 ρ x y C x C y C x 2 C y 2 .
(v).
From (15) and (23), we obtain
If M S E ( p m ) > M S E ( a m ) ρ x y 2 > ( 2 ρ x y C x C y + C x 2 ) C y 2 .
Under these conditions, the suggested MTLE performs better than the reviewed estimators. Furthermore, these conditions are numerically verified using real data in Section 4.2.

4. Empirical Study

This section empirically examines the proposed estimator under the conditions established in the previous section. The performance of the suggested MTLE is demonstrated in the following subsections using a simulation study based on artificially generated data and a numerical study based on real data.

4.1. Simulation Study

The suggested MTLE is compared to the existing traditional and memory-type estimators using a simulation study. The algorithm of the simulation study is described as follows.
(i).
Use R programming language to generate a population of size N = 1000 from a bivariate normal distribution with parameters: Y ¯ = 11 , X ¯ = 16 , σ y = 14 , σ x = 23 , and various values of ρ x y = ± 0.1 , ± 0.3 , ± 0.5 , ± 0.7 , and ± 0.9 . Further, take various values of parameter η = 0.15, 0.35, 0.55, 0.75, and 0.95.
(ii).
A total of 30,000 samples have been drawn, with sizes n = 10, 20, 50, 100, 200, and 400.
(iii).
For each estimator considered in this study, the 30,000 values are calculated based on the samples that are drawn in the previous step.
(iv).
Based on the simulation with 30,000 replications, the MSE of each estimator is calculated using M S E ( ) = 1 30 , 000 i = 1 30 , 000 ( Y ¯ ) 2 , = a m , r m , p m , a , r , p , and the outcomes are presented in Table 1 and Table 2. The relative efficiency (RE) is calculated using R E ( ) = M S E ( y ¯ ) M S E ( ) and the findings are listed in Table 3 and Table 4. The absolute relative bias (ARB) is calculated using A R B ( ) = i = 1 30 , 000 ( y ¯ Y ¯ ) i = 1 30 , 000 ( Y ¯ ) , and the results are shown in Table 5 and Table 6.
Table 1. M S E of traditional and memory-type estimators for selected positive values of ρ x y , n, and η .
Table 2. M S E of traditional and memory-type estimators for selected negative values of ρ x y , n, and η .
Table 3. R E of traditional and memory-type estimators for selected positive values of ρ x y , n, and η .
Table 4. R E of traditional and memory-type estimators for selected negative values of ρ x y , n, and η .
Table 5. ARB of traditional and memory-type estimators for selected positive values of ρ x y , n, and η .
Table 6. ARB of traditional and memory-type estimators for selected negative values of ρ x y , n, and η .
The main findings of the simulation study are listed below:
(i).
The MSE and RE of the suggested MTLE a m are, respectively, minimum and maximum regarding the traditional mean estimator y ¯ , traditional ratio estimator r , traditional product estimator p , logarithmic estimator a , and memory-type ratio estimator r m , that are respectively presented in Table 1, Table 2, Table 3 and Table 4. For example, with ρ x y = 0.1 , the MSEs of a m and a are, respectively, 8.220 and 9.086 when n = 10 and η = 0.95 .
(ii).
As the values of the correlation coefficient ρ x y range from ± 0.1 to ± 0.9 , it has been noticed that the MSE of the suggested MTLE reduces while its RE grows, as shown in Table 1, Table 2, Table 3 and Table 4. As a result, the suggested estimators become more efficient when auxiliary information is used. As an example, for η = 0.75, n = 400 , the MSE values of a m are 0.294 and 0.056 for ρ x y = 0.1 , 0.9, respectively.
(iii).
With an increase in sample size n from 10 to 400, for any fixed value of the correlation coefficient ρ x y , the MSE of the proposed estimators decreases. This demonstrates that the suggested estimators are superior to the existing traditional and memory-type estimators, even when using varied sample sizes.
(iv).
The results of the memory-type estimators, as reported in Table 1, Table 2, Table 3, Table 4, Table 5 and Table 6, are found to be improved by the parameter η , which is utilized to provide weight to the present and past observations.
(v).
Additionally, when η increases, more weight is given to the information that is currently being used rather than the information that is already known, increasing the MSE and decreasing the RE of the memory-type estimators.

4.2. Numerical Study

The performance of the suggested MTLE is demonstrated by using density and stiffness data of size 30 presented in [22]. The same data was considered by [15]. In the data set, the density and the stiffness of a material under production are considered as the study variable (y) and the auxiliary variable (x), respectively.
Plotting the total time on test transform, commonly referred to as the TTT-Transform, can be used in a number of contexts to evaluate the shape of the hazard function for a specific data set. This helps to choose which model is most appropriate to use with that collection of data. Readers can find further details on the TTT-Transform methodology in [23]. According to [24], if the curve is concave (convex), the hazard function is increasing (decreasing). When it starts convex and then becomes concave (or concave and then convex), the hazard function has a bathtub (unimodal) shape. Figure 1 and Figure 2 include the densities and TTT-Transforms of the auxiliary and study variables, respectively.
Figure 1. The density (a) and TTT (b) plots for the auxiliary variable of the real data.
Figure 2. The density (a) and TTT (b) plots for the study variable of the real data.
The population parameters are given by Y ¯ = 15.47, X ¯ = 34666.83, σ y 2 = 34.023 , σ x 2 = 643 , 900 , 000 , and ρ x y = 0.89 . By employing simple random sampling without replacement, 25 samples of size 5 are drawn from the population at regular intervals, and the results are compiled in Table 7. Each sample provides the usual mean estimators as y ¯ and x ¯ , while the classical ratio estimator r , logarithmic estimator a , memory-type ratio estimator r m , and MTLE a m are computed using (1), (7), (12), and (18). Each sample is used to construct the EWMA statistic with η = 0.25 . The estimates for the variables y and x, as well as the estimates for the memory-based ratio estimator and proposed MTLE, are also presented in Table 7.
Table 7. Computation of memory-type estimators using real data for the value of η = 0.25 .
With reference to the aforementioned data, we have M S E ( r ) = 1.7871 , M S E ( a ) = 0.2917 , M S E ( r m ) = 0.2553 , and M S E ( a m ) = 0.0416 , which shows that the suggested MTLE a m is more efficient than the traditional estimators r , a , and r m .
Further, we have numerically obtained the conditions derived in Section 3, using the above data set, under which the suggested MTLE dominates the existing traditional and memory-type estimators.
Condition (24).
ρ x y 2 > 2 ρ x y C x C y C y 2 ( 1 ς ) C x 2 ς C y 2 0.7921 > 4.2527
Condition (25).
ρ x y 2 > ( C y 2 ( 1 ς ) + C x 2 + 2 ρ x y C x C y ) ς C y 2 0.7921 > 31.8972
Condition (26).
ς < 1 0.25 < 1
Condition (27).
ρ x y 2 > 2 ρ x y C x C y C x 2 C y 2 0.7921 > 0.3131
Condition (28).
ρ x y 2 > ( 2 ρ x y C x C y + C x 2 ) C y 2 0.7921 > 7.2243
From (29) to (33), it can easily be seen that the real data satisfies the efficiency conditions established in Section 3.

5. Conclusions

In time-scale-based surveys, the past and present data from the sample must be considered simultaneously to improve the performance of the estimators. To overcome this problem, we employed the EWMA statistic and proposed the MTLE of the population mean under SRS and calculated their characteristics, including MSE and bias. The effectiveness of the proposed memory-type estimators has been compared to the existing traditional and memory-type estimators. The superiority of the suggested MTLE is further investigated using an empirical investigation based on simulated and real data. The empirical findings demonstrate that the suggested MTLE is superior to the traditional and the existing memory-based estimators. The suggested MTLE can be examined in more detail when data are available for a number of auxiliary variables.

Author Contributions

Supervision, S.B.; conceptualization, A.K.; methodology, S.B. and A.K.; software, A.K.; validation, S.B.; writing—original draft preparation, A.K.; writing—review and editing, A.I.A.-O. and G.A.A. All authors have read and agreed to the published version of the manuscript.

Funding

This research received no external funding.

Data Availability Statement

The article includes all data utilized for this investigation.

Acknowledgments

Princess Nourah bint Abdulrahman University Researchers Supporting Project number (PNURSP2023R226), Princess Nourah bint Abdulrahman University, Riyadh, Saudi Arabia.

Conflicts of Interest

The authors certify that they have no competing interests with relation to this study.

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