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arXiv 2006.16600math.STstat.TH
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抽样设计的指数不等式

Exponential inequalities for sampling designs

Guillaume Chauvet, Mathieu Gerber

摘要:

在这项工作中,我们介绍了一个一般的方法,基于鞅表示的抽样设计和Azuma-Hoeffding不等式,推导指数不等式之间的差异Horvitz-Thompson估计和它的期望。应用这一思想,我们建立了Chao方法,Till{é}消去法,广义Midzuno方法和Brewer方法的不等式.作为一个副产品,我们证明了前三个抽样设计是(有条件)负相关的。对于这样的抽样设计,我们表明,我们得到的不等式通常是尖锐的比一个通过应用已知的结果为负相关联的随机变量。

英文摘要:

In this work we introduce a general approach, based on the mar-tingale representation of a sampling design and Azuma-Hoeffding's inequality , to derive exponential inequalities for the difference between a Horvitz-Thompson estimator and its expectation. Applying this idea, we establish such inequalities for Chao's procedure, Till{é}'s elimination procedure, the generalized Midzuno method as well as for Brewer's method. As a by-product, we prove that the first three sampling designs are (conditionally) negatively associated. For such sampling designs, we show that that the inequality we obtain is usually sharper than the one obtained by applying known results for negatively associated random variables.

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