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Variance Estimation for Systematic Sampling When Autocorrelation is Present

D. R. Bellhouse and B. C. Sutradhar
Journal of the Royal Statistical Society. Series D (The Statistician)
Vol. 37, No. 3 (1988), pp. 327-332
Published by: Wiley for the Royal Statistical Society
DOI: 10.2307/2348171
Stable URL: http://www.jstor.org/stable/2348171
Page Count: 6
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Variance Estimation for Systematic Sampling When Autocorrelation is Present
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Abstract

An extension to a variance estimation procedure of Cochran (1946) for systematic sampling is provided for the case in which there is an underlying autoregressive model. Three real data sets are used to illustrate the use of the new procedure.

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