Optimal allocation of stratified sampling design using Gradient Projection method

Adaptive optimal allocation in stratified sampling methods

In this paper, we propose a stratified sampling algorithm in which the random drawings made in the strata to compute the expectation of interest are also used to adaptively modify the proportion of further drawings in each stratum. These proportions converge to the optimal allocation in terms of variance reduction. And our stratified estimator is asymptotically normal with asymptotic variance e...

Integer programming formulations applied to optimal allocation in stratified sampling

The problem of optimal allocation of samples in surveys using a stratified sampling plan was first discussed by Neyman in 1934. Since then, many researchers have studied the problem of the sample allocation in multivariate surveys and several methods have been proposed. Basically, these methods are divided into two classes: The first class comprises methods that seek an allocation which minimiz...

A biobjective method for sample allocation in stratified sampling

The two main and contradicting criteria guiding sampling design are accuracy of estimators and sampling costs. In stratified random sampling, the sample size must be allocated to strata in order to optimize both objectives. In this note we address, following a biobjective methodology, this allocation problem. A two-phase method is proposed to describe the set of Pareto-optimal solutions of this...

Stratified Sampling Method

Stratified Sampling Method