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Year: 2012
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Sampling
Sampling
Third Edition
STEVEN K. THOMPSON
Simon Fraser University
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10 9 8 7 6 5 4 3 2 1
Contents
Preface xv
1 Introduction 1
1.1 Basic Ideas of Sampling and Estimation, 2
1.2 Sampling Units, 4
1.3 Sampling and Nonsampling Errors, 5
1.4 Models in Sampling, 5
1.5 Adaptive and Nonadaptive Designs, 6
1.6 Some Sampling History, 7
v
vi contents
Simulation, 28
Further Comments on the Use of Simulation, 32
Exercises, 35
3 Confidence Intervals 39
3.1 Confidence Interval for the Population Mean or Total, 39
3.2 Finite-Population Central Limit Theorem, 41
3.3 Sampling Distributions, 43
3.4 Computing Notes, 44
Confidence Interval Computation, 44
Simulations Illustrating the Approximate Normality of a
Sampling Distribution with Small n and N , 45
Daily Precipitation Data, 46
Exercises, 50
4 Sample Size 53
4.1 Sample Size for Estimating a Population Mean, 54
4.2 Sample Size for Estimating a Population Total, 54
4.3 Sample Size for Relative Precision, 55
Exercises, 56
References 375
One change with this edition of Sampling is that I have included sections of
computing notes for sample selection, calculation of estimates, and simulations.
These computations are illustrated using the statistical programming language R.
In doing this I have avoided the use of specialized packages for specific complex
designs, choosing instead to show simple calculations and sampling procedures
from scratch using a few basic functions. The purpose of these sections is as much
for understanding of sampling ideas as for easy ways to select samples and calcu-
late estimates. Other software than R can, of course, be used for the same purpose.
The advantages of R include: it is a free and open source, is widely supported by
the statistical and other research communities, is available to anyone, and is easily
installed on a computer with any of the common operating systems, including
Windows, Macintosh OS X, Linux, and other types of Unix. The syntax of R tends
to read like generic code and conveys the thinking that goes along with calculations
rather than serving as a magic box. R is interactive and has very nice graphics.
Once one learns how to select a sample with a given type of design and to pro-
duce various types of estimates using the sample data from the design, it is an easy
step to wrap that procedure into a simulation of a sampling strategy. Much of the
attention of the computing sections is devoted to the simulation of sampling strate-
gies. The idea is to construct a “population” in the computer as much as possible
like the real one which needs to be sampled. With this artificial but more-or-less
realistic population, the sampling strategy is then carried out many times. So on
each of the runs a sample is selected using the design, and estimates are calculated
from the sample data obtained. The distribution of these estimates over the many
runs is the sampling distribution. It depends as much on the sampling design and
estimation procedure chosen as upon the characteristics of the population. In this
way one prospective sampling strategy can be evaluated in comparison to others
before committing to one to use in the field. In addition to providing a practical
way to evaluate and improve potential sampling strategies, simulations of this kind
can give an understanding that is right at the heart of sampling.
Some new examples have been added to this edition. New figures have been
added, in particular illustrating the ideas of sampling distributions and the results
xv
xvi preface
Steven K. Thompson
Simon Fraser University
British Columbia
Preface to the Second Edition
The Second Edition retains the general organization of the first, but incorporates
new material interspersed throughout the text. For example, model-based ideas
and alternatives are included from the earliest chapters, including those on simple
random sampling and stratified sampling, rather than suddenly appearing along
with ratio and regression estimation methods as has been traditional. Estimation
methods deriving from a combination of design and model considerations receive
added attention in this edition. Some useful ideas from the ever-developing theory
of sampling are briefly described in the chapters on making the most of survey data.
Among the added sections is an expanded description of methods for adjusting
for nonsampling errors. A wider discussion of link-tracing designs for sampling
hidden human populations—or the Internet—has been added to the chapter on
network sampling. New developments in the rapidly expanding field of adaptive
sampling are briefly summarized.
Additional numerical examples, as well as exercises, have been added. A number
of additional derivations of results have been tucked into the later parts of chapters.
A brief history of sampling has been added to the introduction.
I would like to express my thanks and appreciation to the many people who
have so generously shared with me their views on sampling theory and methods
in discussions, collaborations, and visits to field sites. They include my colleagues
at The Pennsylvania State University and those in the wider research community
of sampling and statistics, as well as researchers in other fields such as ecology,
biology, environmental science, computer science, sociology, anthropology, ethnog-
raphy, and the health sciences. I would like to thank my editor Steve Quigley and
editorial program coordinator Heather Haselkorn at John Wiley & Sons for their
encouragement and assistance with this project. Research support for my work has
been provided by grants from the National Science Foundation (DMS-9626102)
and the National Institutes of Health (R01 DA09872).
Steven K. Thompson
University Park, Pennsylvania
xvii
Preface to the First Edition
This book covers the basic and standard sampling design and estimation methods
and, in addition, gives special attention to methods for populations that are inher-
ently difficult to sample, elusive, rare, clustered, or hard to detect. It is intended as
a reference for scientific researchers and others who use sampling and as a textbook
for a graduate or upper-level undergraduate course in sampling.
The twenty-six chapters of the book are organized into six parts. Part I cov-
ers basic sampling from simple random sampling to unequal probability sampling.
Part II treats the use of auxiliary data with ratio and regression estimation and
looks at the ideas of sufficient data and of model and design in practical sam-
pling. Part III covers major useful designs including stratified, cluster, systematic,
multistage, double, and network sampling. Part IV examines detectability methods
for elusive populations: Basic problems in detectability, visibility, and catchabil-
ity are discussed and specific methods of line transects, variable circular plots,
capture–recapture, and line-intercept sampling are covered. Part V concerns spatial
sampling, with the prediction or “kriging” methods of geostatistics, considerations
of efficient spatial designs, and comparisons of different observational methods
including plot shapes and detection aspects. Part VI introduces adaptive sam-
pling designs, in which the sampling procedure depends on what is observed
during the survey; for example, sampling effort may be increased in the vicin-
ity of high observed abundance. The adaptive cluster sampling designs described
can be remarkably effective for sampling rare, clustered populations, which by
conventional methods are notoriously difficult to sample.
Researchers faced with such problems as estimating the abundance of an animal
population or an elusive human population, predicting the amount of mineral or
fossil-fuel resource at a new site, or estimating the prevalence of a rare disease
must be aware that the most effective methods go beyond the material traditionally
found in sampling books. At the same time, such researchers may not be aware of
the potential usefulness of some of the relatively recent developments in sampling
theory and methods—such as network sampling, adaptive sampling designs, and
generalized ratio and regression estimation with unequal probability designs. For
xix
xx preface to the first edition
these reasons, the selection of topics covered in this book is wider than has been
traditional for sampling texts.
Some important sampling methodologies have developed largely in particular
fields—such as ecology, geology, or health sciences—seemingly in isolation from
the mainstream of statistical sampling theory. In the chapters on such methods, I
have endeavored to bring out the connections with and the advantages to be gained
from basic sampling design, estimation, and prediction results. Thus, for instance,
in the chapters on detectability methods associated in particular with ecological
sampling, sampling design is emphasized. In the chapter on the prediction or krig-
ing methods associated with geostatistics, the connection to regression estimation
results is noted. In the chapter on network sampling, originally associated with
epidemiological surveys, the notation has been simplified and connections to basic
unequal probability sampling estimators are observed.
Although the range of topics in this book is for the above-noted reasons con-
siderably wider than has been traditional for sampling texts, it has been necessary,
in order to keep the book of the desired size, to be selective in what to include.
To the reader for whom an additional topic would have been particularly helpful,
I can only offer the recompense of the references cited throughout the text to give
access to the wider literature in sampling.
My immediate purposes in writing this book were to provide a text for graduate
and upper-level undergraduate courses in sampling at the University of Alaska
Fairbanks and at the University of Auckland and to provide a manual of useful
sampling and estimation methods for researchers with whom I had worked on
various projects in a variety of scientific fields. No available manual or text covered
the range of topics of interest to these people.
In my experience the backgrounds of the researchers and students interested
in sampling topics have been extremely diverse: While some are in statistics or
mathematics, many others are in the natural and social sciences and other fields.
In writing this book I have assumed the same diversity of backgrounds; the only
common factor I feel I can take for granted is some previous course in statistics.
The chapters are for the most part organized so that the basic methods and worked
examples come first, with generalizations and key derivations following for those
interested.
A basic one-semester course in sampling can consist of Chapters 1 through 8
and 11 through 13 or 14, with one or more topics from the remainder of the book
added, depending on time and interest. For a graduate class in which many of the
students are interested in the special topics of the last three parts of the book, the
instructor may wish to cover the basic ideas and methods of the first three parts
quite quickly, drawing on them for background later, and spend most of the time
on the second half of the book.
I would like to give my thanks to the many people who have influenced and
enriched the contents of this book through conversations, joint work, and other
interactions on sampling and statistics. In particular, I would like to express appre-
ciation to Fred Ramsey, P. X. Quang, Dana Thomas, and Lyle Calvin. Also, I
am grateful to Lyman McDonald, David Siegmund, Richard Cormack, Stephen
preface to the first edition xxi
Buckland, Bryan Manly, Scott Overton, and Tore Schweder for enlightening con-
versations on statistical sampling methods. I would like to thank my colleagues at
Auckland—George Seber, Alastair Scott, Chris Wild, Chris Triggs, Alan Lee, Peter
Danaher, and Ross Ihaka—for the benefits of our collaborations, discussions, and
daily interactions through which my awareness of relevant and interesting issues
in sampling has been increased. I thank my sabbatical hosts at the Institute of
Mathematical Statistics at the University of Copenhagen, where some of the sam-
pling designs of this book were first seen as sketches on napkins in the lunch
room: Søren Johansen, Tue Tjur, Hans Brøns, Martin Jacobsen, Inge Henningsen,
Søren Tolver Jensen, and Steen Andersson. Among the many friends and asso-
ciates around Alaska who have shared their experiences and ideas on sampling
to the benefit of this book are Pat Holmes, Peter Jackson, Jerry McCrary, Jack
Hodges, Hal Geiger, Dan Reed, Earl Becker, Dave Bernard, Sam Harbo, Linda
Brannian, Allen Bingham, Alan Johnson, Terry Quinn, Bob Fagen, Don Marx, and
Daniel Hawkins. Questions and comments leading to rethinking and rewriting of
sampling topics have been contributed by many students, to each of whom I offer
my thanks and among whom I would particularly like to mention Cheang Wai
Kwong, Steve Fleischman, Ed Berg, and Heather McIntyre.
I would like to give a special thanks to my editor, Kate Roach, at John Wiley
& Sons for her encouragement and enthusiasm. Research support provided by two
grants from the National Science Foundation (DMS-8705812, supported by
the Probability and Statistics Program and DMS-9016708, jointly supported by
the Probability and Statistics Program and the Environmental Biology Division)
resulted in a better book than would have otherwise been possible. I wish to thank
Mary for, among many other things, her supportive sense of humor; when on a
trip through Norway I could not find a certain guide book after ransacking the
luggage jumble from one end of our vehicle to the other, she reminded me to
“use adaptive sampling” and, starting with the location of another book randomly
discovered amidst the chaos, soon produced the wanted volume. Finally, I thank
Jonathan, Lynn, Daniel, and Christopher for an environment of enthusiasm and
innovativeness providing inspiration all along the way.
Steven K. Thompson
Auckland, New Zealand
CHAPTER 1
Introduction
1
Other documents randomly have
different content
“Pass in,” said the officer, unbolting
the door and dragging it open.
As soon as the two had stepped
over the sill, the door was slammed
shut behind them, and Bob heard the
great bolts shot into place—and
shuddered in spite of himself. On each
side of him were smooth, solid walls
of rock: ahead of him stretched a
dusky corridor dimly lighted with
electric fireflies suspended here and
there. The dull rumble of distant
machinery came to his ears; the faint
smell of smoke and sulphurous fumes
greeted him.
“Fitz?” the lad said to his comrade,
who stood silent at his side.
The goblin simply gave the speaker
a look in reply.
“Fitz,” Bob continued, “what’s the
meaning of all this talk about my
going through the factories? What’s the matter, anyhow?”
“Nothing—nothing!” Fitz murmured hoarsely, shiftily gazing here
and there.
“Yes, there is,” the boy insisted. “Why do you all emphasize the
word ‘through’?”
“Why—why,” Fitz stammered, rubbing his nose and blinking his
pop eyes, “we thought maybe you didn’t mean that you desired to
go through the factories; thought maybe you meant you desired to
go partly through only—just wanted to see some of the things.”
“No,” Bob hastily made reply, “I want to go through; I want to see
everything. Understand?”
Fitz nodded.
“Well, come on, then,” he said; “we’ve got to be moving.”
As they went along the corridor, Bob became aware of doors
ahead opening to right and left. He saw the flash of flames and
heard the whirr of wheels and the hub-bub of hammers.
“This room to the right,” said Fitz Mee, “is the machine-shop; that
on the left is the forging-room.”
They visited each in turn, and the lad was delighted with all he
saw.
“He! he!” he laughed when they were again out in the corridor
and free from the thunder and crash and din that had almost
deafened them. “The idea, Fitz, of me not wanting to go through
your factories; of not wanting to see everything! You bet I want to
go through! You thought I’d be afraid—that’s what you thought; and
the mayor, too. But I’ll show you; I’m no baby—not much!”
His companion grinned impishly, but made no reply.
The next place they entered was the great moulding-room. Open
cupolas were pouring forth white-hot streams of molten metal,
which half-nude and sweaty, grimy goblins were catching in ladles
and bearing here and there. The temperature of the room was
almost unbearable; the atmosphere was poisonous with sulphurous
gases. Bob crossed the threshold and stopped.
“Come on,” commanded his companion; “we must hurry along, or
we won’t get through to-day.”
“I—I don’t believe I care to go through here,” Bob said
hesitatingly.
“Why?” Fitz Mee jerked out.
“It’s so awful hot and smelly,” the boy explained; “and I’m—I’m a
little afraid of all that hot metal.”
“No matter; you must go through here.”
“I must?” Bob cried indignantly.
“Certainly. You said you’d be pleased to go through our factories;
so now you must go through—through every apartment. Boys in
Goblinville, you know, must do what pleases ’em.”
“But it doesn’t please me to go through this fiery furnace, Fitz.”
“Well, boys’re not allowed to change their minds every few
minutes in Goblinville. Come on.”
“I won’t!” Bob said obstinately.
“You’ll get into trouble, Bob.”
“I don’t care.”
“And you’ll get me into trouble.”
“You into trouble? How?”
“You heard what the mayor said, didn’t you?”
“Y-e-s.”
“Well?”
“Well, I’ll go through for your sake, Fitz; but I don’t want to. It is a
fool law or custom—or whatever it is—that won’t let a fellow change
his mind once in a while, when he feels like it! A great way that is to
let a boy do what he pleases! But lead on.”
They sauntered through the moulding—room, Bob trembling and
dodging and blinking, and out into the corridor again.
“Mercy!” the urchin exclaimed, inhaling a deep breath of relief. “I
don’t want any more of that! I’m all in a sweat and a tremble; I was
afraid all the time some of that hot metal would splash on me.”
“It does splash on the workers at times,” Fitz Mee observed
quietly.
Not heeding his companion’s remark, Bob continued: “And my
lungs feel all stuffy. I couldn’t stand such a hot and smelly place
more than a few minutes.”
“How do you suppose the moulders stand it for ten hours a day?”
Fitz asked.
“I don’t see how they do—and I don’t see why they do,” the boy
replied.
“You don’t see why they do?”
“No, I don’t.”
“For the same reason workmen stand disagreeable and dangerous
kinds of work in your country, Bob; to earn a living.”
“I wouldn’t do it,” the boy declared loftily.
“You might have to, were you a grown man or goblin.”
“Well, I wouldn’t. My papa doesn’t have to do anything of the
kind.”
“Your father’s a physician, isn’t he?”
“Yes.”
“Well, doesn’t he miss meals, and lose sleep, and worry over his
patients, and work sometimes for weeks at a time without rest or
peace of mind?”
“Yes, he does.”
“But you’d rather do that than be a common laborer for eight or
ten hours a day, would you?”
“I—I don’t know; I’d rather just be a boy and have fun all the
time. And I guess I’ve seen enough of your factories, Fitz; I want to
get out into the fresh air and sunshine again.”
“You must go on through,” the goblin answered, quietly but
positively.
“Well, have we seen nearly all there is to see?”
“No, we’ve just begun; we haven’t seen one-tenth part yet.”
“Oh, dear!” Bob groaned. “I never can stand it, Fitz; it’ll take us all
day.”
“Yes,” the goblin nodded.
“Well, I tell you I can’t stand it.”
“But you must; it was your choice.”
“Choice!” angrily. “I didn’t know What it would be like.”
“You shouldn’t have chosen so rashly. Come on.”
Bob demurred and pleaded, and whimpered a little, it must be
confessed; but his guide was inexorable.
It is not necessary to enter into details in regard to all the boy
saw, experienced and learned. Let it suffice to say that at three
o’clock that afternoon he was completely worn out with strenuous
sight-seeing. The grating, rumbling, thundering sounds had made
his head ache; the sights and smells had made his heart sick. He
had seen goblins, goblins, goblins—goblins sooty and grimed,
goblins wizened and old before their time; goblins grinding out their
lives in the cutlery factory; goblins inhaling poisonous fumes in the
chemical works; goblins, like beasts of burden, staggering under
heavy loads; goblins doing this thing, that thing and the other thing,
that played havoc with their health and shortened their lives. And he
was disgusted—nauseated with it all!
“Oh, Fitz!” he groaned. “I can’t go another step; I can’t stand it to
see any more! I thought it would be pleasant; but—oh, dear!”
“Sit down here and rest a minute,” Fitz Mee said, not unkindly,
indicating a rough bench against the wall of the corridor. “Now, why
can’t you bear to see any more?”
“Oh, it’s so awful!” the boy moaned. “I can’t bear to see ’em
toiling and suffering, to see ’em so dirty and wretched.”
The goblin laughed outright.
“Bob, you’re a precious donkey!” he cried. “True, the workers in
the factories toil hard at dirty work—work that shortens their lives in
some cases; but they’re inured to it, and they don’t mind it as much
as you think. And what would you? All labor is hard, if one but thinks
so; there are no soft snaps, if one does his duty. It’s the way of the
goblin world, and it’s the way of the human world. All must labor, all
must suffer more or less; there’s no escape for the highest or the
lowest. And work has its compensation, has its reward; it—”
“Oh, shut up!” the lad muttered petulantly. “I don’t want to hear
any more. You talk just like my papa does. I wish I’d never been
born, if I’ve got to grow up and work. So there!”
“You’ll never grow up, if you stay in Goblinville, Bob,” Fitz Mee said
softly; but his pop eyes were twinkling humorously. “And you won’t
have to work—not much, anyhow.”
Bob sat soberly silent; evidently he was doing some deep thinking.
The goblin went on: “If you’re rested now, we’ll resume our sight-
seeing.”
“I don’t want to see any more,” the lad grunted pugnaciously;
“and I’m not going to, either.”
“Yes, come on.”
“I won’t do it.”
“Please do, Bob.”
“I won’t, I say.”
“You’ll get us both into trouble.”
“I don’t care if I do.”
“They’ll send us to prison.”
“What!”
“They will.”
“Who will?”
“The mayor and his officers.”
“Send us both?”
“Yes.”
“Well,” bristling, “I guess they won’t send me—the old meddlers!
They won’t dare to; I’m not a citizen of this country.”
“That won’t make any difference, Bob!”
“It will too. If they send me to prison, the people of my country
will come over here and—and lick ’em out of their boots. Now!”
Fitz Mee bent double and stamped about the floor, laughing till the
tears ran down his fat cheeks. But suddenly he sobered and said:
“Come on, Bob; you’ve got to.”
“I won’t!” the boy declared perversely. “I don’t have to.”
The goblin made no further plea; but placing a silver whistle to his
lips blew a sharp blast. In answer, a squad of officers stepped from
the shadows.
“What’s wanted, Fitz Mee?” said the leader.
“This boy flatly refuses to obey the law, to go on through the
factories, as he stated would please him.”
“Boy, is this true?” demanded the officer.
“Yes, it is,” Bob confessed fearlessly, shamelessly.
“Fitz Mee, he confesses,” muttered the officer. “What would you
have me do?”
“Take him and carry him through,” Fitz Mee said icily.
“Very well,” answered the officer. “But if we do that we take the
case out of your hands, Fitz Mee. And in order to make a satisfactory
report to the mayor, we’ll have to carry him through all the factories
—those he has already visited as well as those he has not.”
“Yes, that’s true,” Fitz nodded.
“What’s that?” Bob cried, keenly concerned.
The officer gravely repeated his statement.
“Oh, nonsense!” the boy exclaimed. “You
fellows go away and quit bothering me. I never
saw such a country! A fine place for a boy to do
as he pleases, surely! Come on, Fitz.”
All the goblins laughed heartily, and Bob
disrespectfully made faces at them, to their
increased amusement.
When the two comrades had made their round
of the factories, and were out in the fresh air
again, the boy murmured meekly, a sob in his
throat:
“Fitz, I’m tired—I’m sick of it all! I wish I hadn’t
come here, I—I wish I was back home again.”
“What!” his companion cried in assumed
surprise.
“I do!”
“Back home, and be compelled to obey your elders—your parents
and your teachers?” Fitz Mee said, grinning and winking impishly.
“Well,”—pettishly,—“it wouldn’t be any worse than being
compelled to obey a lot of fool officers, anyhow.”
“You’re just compelled to do what pleases you, just as I told you,”
Fitz Mee explained smoothly.
“Oh, do shut up!” the lad pouted.
“You’re out of sorts,” the goblin giggled; “you’re hungry—you need
some food tablets.”
“Bah!” Bob gagged. “Pills! I can’t swallow any more of ’em—I just
can’t! Oh, I wish I had a good supper like mother cooks!”
Fitz Mee threw himself prone and kicked and pounded the earth,
laughing and whooping boisterously; and Bob stood and stared at
him, in silent disapproval and disgust.
CHAPTER XII
BEFORE THE MAYOR OF GOBLINLAND
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