Computation of Weighted Functional Statistics Using Software That Does Not Support Weights Computation of Weighted Functional Statistics Using Software That Does Not Support Weights
نویسندگان
چکیده
We discuss methods for calculating statistics for weighted samples using software that does not support weights. Such samples arise in survey sampling with unequal probabilities, importance sampling, and bootstrap tilting. The software might not support weights for reasons of eeciency, simplicity, or because it was quicker to write the software without supporting weights. We discuss several techniques, both deterministic and random, for ee-ciently approximating the answer that would be obtained if the software supported weights.
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