Sampling Techniques third edition WILLIAM G. COCHRAN Professor of Statistics, Emeritus Harvard University JOHN WILEY & SONS New York * Chichester * Brisbane + Toronto * SingaporeCopyright © 1977, by John Wiley & Sons, Inc. All nghts reserved. Published simultaneously in Canada. Reproduction or translation of any part of this work beyond that permitted by Sections 107 or 108 of the 1976 United States Copy- night Act without the permission of the copyright owner 1s unlaw- ful. Requests for permission or further information should be addressed to the Permissions Department, John Wiley & Sons, Inc Library of Congress Cataloging in Publication Data: Cochran, William Gemmell, 1909- Sampling techniques. (Wiley series in probability and mathematical statistics) Includes bibliographical references and index. 1, Sampling (Statistics) I. Title. QA276.6.C6 1977 001.4°222 77-728 ISBN 0-471-16240-X Printed in the United States of America 40 39 38 37 36to BettyPreface As did the previous editions, this textbook presents a comprehensive account of sampling theory as it has been developed for use in sample surveys. It contains illustrations to show how the theory is applied in practice, and exercises to be worked by the student. The book will be useful both as a text for a course on sample surveys in which the major emphasis is on theory and for individual reading by the student. The minimum mathematical equipment necessary to follow the great bulk of the material is a familiarity with algebra, especially relatively complicated algeb- raic expressions, plus a’knowledge of probability for finite sample spaces, includ- ing combinatorial probabilities. The book presupposes an introductory statistics course that covers means and standard deviations, the normal, binomial, hypergeometric, and multinomial distributions, the central limit theorem, linear regression, and the simpler types of analyses of variance. Since much of classical sample survey theory deals with the distributions of estimators over the set of randomizations provided by the sampling plan, some knowledge of nonparamet- ric methods is helpful. The topics in this edition are presented in essentially the same order as in earlier editions. New sections have been included, or sections rewritten, primarily for one of three reasons: (1) to present introductions to topics (sampling plans or methods of estimation) relatively new in the field; (2) to cover further work done during the last 15 years on older methods, intended either to improve them or to learn more about the performance of rival methods; and (3) to shorten, clarify, or simplify proofs given in previous editions. New topics in this edition include the approximate methods developed for the difficult problem of attaching standard errors or confidence limits to nonlinear estimates made from the results of surveys with complex plans. These methods will be more and more needed as statistical analyses (e.g., regressions) are performed on the results. For surveys containing sensitive questions that some respondents are unlikely to be willing to answer truthfully, a new device is to present the respondent with either the sensitive question or an innocuous ques- tion; the specific choice, made by randomization, is unknown to the interviewer. In some sampling problems it may seem economically attractive, or essential in countries without full sampling resources, to use two overlapping lists (or frames, as they are called) to cover the complete population. The method of double sampling has been extended to cases where the objective is to compare the means viiviii PREFACE of a number of subgroups within the population. There has been interesting work on the attractive properties that the ratio and regression estimators have if it can be assumed that the finite population is itself a random sample from an infinite superpopulation in which a mathematical model appropriate to the ratio or regression estimator holds. This kind of assumption is not new—I noticed recently that Laplace used it around 1800 in a sampling problem—but it clarifies the relation between sample survey theory and standard statistical theory. An example of further work on topics included in previous editions is Chapter 9A, which has been written partly from material previously in Chapter 9; this was done mainly to give a more adequate account of what seem to me the principal methods produced for sampling with unequal probabilities without replacement. These include the similar methods given independently by Brewer, J. N. K. Rao, and Durbin, Murthy’s method, the Rao, Hartley, Cochran method, and Madow’s method related to systematic sampling, with comparisons of the performances of the methods on natural populations. New studies have been done of the sizes of components of errors of measurement in surveys by repeat measurements by different interviewers, by interpenetrating subsamples, and by a combination of the two approaches. For the ratio estimator, data from natural populations have been used to appraise the small-sample biases in the standard large-sample formulas for the variance and the estimated variance. Attempts have also been made to create less biased variants of the ratio estimator itself and of the formula for estimating its sampling variance. In stratified sampling there has been addi- tional work on allocating sample sizes to strata when more than one item is of importance and on estimating sample errors when only one unit is to be selected per stratum. Some new systematic sampling methods for handling populations having linear trends are also of interest. Alva L. Finkner and Emil H. Jebe prepared a large part of the lecture notes from which the first edition of this book was written. Some investigations that provided background material were supported by the Office of Naval Research, Navy Department. From discussions of recent developments in sampling or suggestions about this edition, I have been greatly helped by Tore Dalenius, David J. Finney, Daniel G. Horvitz, Leslie Kish, P. S. R. Sambasiva Rao, Martin Sandelius, Joseph Sedransk, Amode R. Sen, and especially Jon N. K. Rao, whose painstaking reading of the new and revised sections of this edition resulted in many constructive suggestions about gaps, weaknesses, obscurities, and selection of topics. For typing and other work involved in production of a typescript I am indebted to Rowena Foss, Holly Grano, and Edith Klotz. My thanks to all. William G. Cochran South Orleans, Massachusetts February, 1977Contents CHAPTER PAGE 1 INTRODUCTION 1 1.1 AdvantagesoftheSamplingMethod ............. 1 1,2 Some UsesofSampleSurveys .............-04 2 1.3 The Principal StepsinaSampleSurvey ............ 4 1.4 TheRoleofSamplingTheory .............0045 8 1-574 Probability Sampling tees stra eesti etar eee eee EeeH eer 9 1.6 AlternativestoProbabilitySampling ...........0. 10 1.7 UseoftheNormalDistribution ............004 11 d;8i{Biasend Its Eftects Ha ee 12 1.9 TheMeanSquareError 22...) 2... eee ee 15 Exercises 16 CHAPTER 2 SIMPLE RANDOM SAMPLING 18 2.1 SimpleRandomSampling .......-....20005 18 2.2 SelectionofaSimpleRandomSample ......---..- 19 2.3. DefinitionsandNotation ©... 1 ee ee ee ee 20 2.4 PropertiesoftheEstimates .........-....-00. 21 2.5 VariancesoftheEstimates 2.6.2... 2 es 23 2.6 TheFinitePopulationCorrection . 2... 0.0.00 00% 24 2.7. Estimation of the Standard ErrorfromaSample ....... « 25 2'BE- Confidence Limits eet seer eerie racer rier ete testes 27 2.9 AnAlternativeMethodofProof . 2... 1... ee ee 28 2.10 Random Samplingwith Replacement ........---- 29 Po RHIn@TO ORE eto eee ee ee See See aero ae ete 30 2.12 Estimates of Means OverSubpopuiations .. 2... 2... 34 2.13 Estimates of Totals Over Subpopulations ........... 35 2.14 Comparisons BetweenDomainMeans ............ 39 2.15 Validity ofthe Normal Approximation... 2.2... 2. es 39 2.16 Linear Estimators ofthe PopulationMean .........- 44 Exercises 45x CONTENTS CHAPTER 3 SAMPLING PROPORTIONS AND PERCENTAGES 3.1 Qualitative Characteristics ©... - 1 eee ee 3.2 Variances of the Sample Estimates 3.3 TheEffectof PontheStandardErrors ............ 3.4 TheBinomial Distribution ........... 3.5 The Hypergeometric Distribution 3.6 ConfidenceLimits ......0....... 3.7. Classification into Moré than Two Classes... . 3.8 Confidence Limits with More than Two Classes 3.9 The Conditional Distributionofp ........ 3.10 Proportions and Totals Over Subpopulations 3.11 Comparisons Between Different Domains . 3.12 Estimation of Proportions in Cluster Sampling... 2... Exercises CHAPTER. 4 THE ESTIMATION OF SAMPLE SIZE 4.1 AHypotheticalExample .... 2.2... 4.2 Analysisofthe Problem .......... 4.3. The Specification of Precision... . 2... 4.4 The Formula for nin Sampling for Proportions. Rare Items—Inverse Sampling ...... . 4.6 The FormulafornwithContinuousData .. 2... 2. ee 4.10 Sample Sizein Decision Problems ..... . 4.11 The DesignEfiect(Def) .......... CHAPTER Advance Estimates of Population Variances . . 2... 2 se Sample SizewithMorethanOneItem ............ Sample Size when Estimates Are Wanted for Subdivisions of the Population eee etree eee erence Exercises a STRATIFIED RANDOM SAMPLING Sl Description fetes ee re eee eee eee ee S12 Notation: eee eee ieee eer 5.3. PropertiesoftheEstimates ............. 5.4 The Estimated Variance and Confidence Limits . . 5.5 Optimum Allocation 2... ee ee ee ee