Abstract

This paper suggests a class of estimators for estimating the finite population mean ๐‘Œ of the study variable ๐‘ฆ using known population mean ๐‘‹ of the auxiliary variable ๐‘ฅ. Asymptotic expressions of bias and variance of the suggested class of estimators have been obtained. Asymptotic optimum estimator (AOE) in the class is identified along with its variance formula. It has been shown that the proposed class of estimators is more efficient than usual unbiased, usual ratio, usual product, Bahl and Tuteja (1991), and Kadilar and Cingi (2003) estimators under some realistic conditions. An empirical study is carried out to judge the merits of suggested estimator over other competitors practically.

1. Introduction

The literature on survey sampling describes a great variety of techniques for using auxiliary information to obtain more efficient estimators. Ratio, product, and regression methods of estimation are good examples in this context (see Singh [1]). If the correlation between the study variable ๐‘ฆ and the auxiliary variable ๐‘ฅ is positive (high), the ratio method of estimation is quite effective. On the other hand, if this correlation is negative (high) the product method of estimation envisaged by Robson [2] and rediscovered by Murthy [3] can be employed quite effectively. The classical ratio and product estimators are considered to be the most practicable in many situations, but they have the limitation of having at most the same efficiency as that of the linear regression estimator. In the situation where the relation between the study variable ๐‘ฆ and the auxiliary variable ๐‘ฅ is a straight line and passing through the origin, the ratio and product estimators have efficiencies equal to the usual regression estimator. But in many practical situations, the line does not pass through the origin, and in such circumstances the ratio and product estimators do not perform equally well to the regression estimator. Keeping this fact in view, a large number of authors have paid their attention toward the formulation of modified ratio and product estimators, for instance, see Singh [4, 5], Srivastava [6โ€“8], Reddy [9, 10], Gupta [11], Sahai [12], Sahai and Ray [13], Ray and Sahai [14], Srivenkataramana and Tracy [15, 16], Bandyopadhyay [17], Vos [18], Sisodia and Dwivedi [19], Adhvaryu and Gupta [20], Chaubey et al. [21], Mohanty and Sahoo [22], Singh and Shukla [23], Naik and Gupta [24], Bahl and Tuteja [25], Mohanty and Sahoo [26], Upadhyaya and Singh [27], Singh and Tailor [28], Kadilar and Cingi [29], Singh et al. [30], and others.

In this paper, we have envisaged a new class of estimators for population mean of study variable ๐‘ฆ using information on an auxiliary variable ๐‘ฅ which is highly correlated with the study variable and have shown that the suggested class of estimators is more efficient than some existing estimators.

Consider a finite population ๐‘ˆ=(๐‘ข1,๐‘ข2,โ€ฆ,๐‘ข๐‘) of size ๐‘ from which a sample of size ๐‘› is drawn according to simple random sampling without replacement (SRSWOR). Let ๐‘ฆ and ๐‘ฅ be the sample mean estimators of the population means ๐‘Œ and ๐‘‹, respectively, of the study variable ๐‘ฆ and the auxiliary variable ๐‘ฅ. Let ๐ถ๐‘ฆ(=๐‘†๐‘ฆ/๐‘Œ)), ๐ถ๐‘ฅ(=๐‘†๐‘ฅ/๐‘‹), ๐œŒ(=๐‘†๐‘ฆ๐‘ฅ/๐‘†๐‘ฅ๐‘†๐‘ฆ) (correlation coefficient between the variables ๐‘ฆ and ๐‘ฅ) and ๐‘˜=(๐œŒ๐ถ๐‘ฆ/๐ถ๐‘ฅ), where๐‘†2๐‘ฆ=(๐‘โˆ’1)๐‘โˆ’1๎“๐‘–=1๎‚€๐‘ฆ๐‘–โˆ’๐‘Œ๎‚2,๐‘†2๐‘ฅ=(๐‘โˆ’1)๐‘โˆ’1๎“๐‘–=1๎‚€๐‘ฅ๐‘–โˆ’๐‘‹๎‚2,๐‘†๐‘ฅ๐‘ฆ=(๐‘โˆ’1)๐‘โˆ’1๎“๐‘–=1๎‚€๐‘ฅ๐‘–โˆ’๐‘‹๐‘ฆ๎‚๎‚€๐‘–โˆ’๐‘Œ๎‚.(1.1)

The remaining part of the paper is organized as follows. Section 2 gives the brief review of some estimators for the population mean of study variable ๐‘ฆ with its properties. In Section 3, a new class of estimators for the population mean is described, and the expressions for the asymptotic bias and variance are obtained. Asymptotic optimum estimator (AOE) in the suggested class is obtained with its variance formula. Section 4 addresses the problem of efficiency comparisons, while in Section 5 an empirical study is carried out to evaluate the performance of different estimators.

2. Reviewing Estimators

It is very well known that the sample mean ๐‘ฆ is an unbiased estimator of population mean ๐‘Œ, and under (SRSWOR), its variance is given by๎€ทVar๐‘ฆ๎€ธ=(1โˆ’๐‘“)๐‘›๐‘†2๐‘ฆ=(1โˆ’๐‘“)๐‘›๐‘Œ2๐ถ2๐‘ฆ,(2.1) where ๐‘“=(๐‘›/๐‘).

The usual ratio and product estimators of population mean ๐‘Œ of the study variable ๐‘ฆ are, respectively, defined as๐‘ฆ๐‘…=๐‘ฆ๐‘‹๐‘ฅ,๐‘ฆ๐‘ƒ=๐‘ฆ๐‘ฅ๐‘‹.(2.2)

Bahl and Tuteja [25] suggested exponential ratio-type and product-type estimators for population mean ๐‘Œ, respectively, as๐‘ฆRe=๎‚ต๐‘ฆexp๐‘‹โˆ’๐‘ฅ๐‘‹+๐‘ฅ๎‚ถ,๐‘ฆPe=๎‚ต๐‘ฆexp๐‘ฅโˆ’๐‘‹๐‘ฅ+๐‘‹๎‚ถ.(2.3)

Kadilar and Cingi [31] suggested a chain ratio-type estimator for population mean ๐‘Œ as๐‘ฆCR=๐‘ฆ๎ƒฉ๐‘‹2๐‘ฅ2๎ƒช.(2.4)

Following the procedure adopted by Kadilar and Cingi [31], one may define a chain product-type estimator for population mean ๐‘Œ as๐‘ฆCP=๐‘ฆ๎ƒฉ๐‘ฅ2๐‘‹2๎ƒช.(2.5) To the first degree of approximation, the biases and variances of estimators ๐‘ฆ๐‘…, ๐‘ฆ๐‘, ๐‘ฆRe, ๐‘ฆPe, ๐‘ฆCR, and ๐‘ฆCP are, respectively, given by๐ต๎€ท๐‘ฆ๐‘…๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ๐ถ2๐‘ฅ(๐ต๎€ท1โˆ’๐‘˜),(2.6)๐‘ฆ๐‘ƒ๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ๐ถ2๐‘ฅ๐ต๎€ท๐‘˜,(2.7)๐‘ฆRe๎€ธ=(1โˆ’๐‘“)๐‘›๐ถ2๐‘ฅ๎‚ต๐‘Œ8๎‚ถ(๐ต๎€ท3โˆ’4๐‘˜),(2.8)๐‘ฆPe๎€ธ=(1โˆ’๐‘“)๐‘›๐ถ2๐‘ฅ๎‚ต๐‘Œ8๎‚ถ๐ต๎€ท(4๐‘˜โˆ’1),(2.9)๐‘ฆCR๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ๐ถ2๐‘ฅ๐ต๎€ท(3โˆ’2๐‘˜),(2.10)๐‘ฆCP๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ๐ถ2๐‘ฅ๎€ท(1+2๐‘˜),(2.11)Var๐‘ฆ๐‘…๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๎€บ๐ถ2๐‘ฆ+๐ถ2๐‘ฅ(๎€ป๎€ท1โˆ’2๐‘˜),(2.12)Var๐‘ฆ๐‘ƒ๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๎€บ๐ถ2๐‘ฆ+๐ถ2๐‘ฅ๎€ป๎€ท(1+2๐‘˜),(2.13)Var๐‘ฆRe๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๎‚ธ๐ถ2๐‘ฆ+๐ถ2๐‘ฅ4๎‚น๎€ท(1โˆ’4๐‘˜),(2.14)Var๐‘ฆPe๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๎‚ธ๐ถ2๐‘ฆ+๐ถ2๐‘ฅ4(๎‚น๎€ท1+4๐‘˜),(2.15)Var๐‘ฆCR๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๎€บ๐ถ2๐‘ฆ+4๐ถ2๐‘ฅ(๎€ป๎€ท1โˆ’๐‘˜),(2.16)Var๐‘ฆCP๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๎€บ๐ถ2๐‘ฆ+4๐ถ2๐‘ฅ๎€ป.(1+๐‘˜)(2.17) From (2.1) and (2.12)โ€“(2.17), we have made some efficiency comparisons between the estimators ๐‘ฆ, ๐‘ฆ๐‘…, ๐‘ฆ๐‘, ๐‘ฆRe, ๐‘ฆPe, ๐‘ฆCR, and ๐‘ฆCP, as shown in Table 1.

3. Suggested Class of Estimators

We define the following class of estimators for the population mean ๐‘Œ as๐‘ก(๐›ผ,๐›ฟ)=๐‘ฆโŽกโŽขโŽขโŽฃ๎‚ต2โˆ’๐‘ฅ๐‘‹๎‚ถ๐›ผโŽงโŽชโŽจโŽชโŽฉ๐›ฟ๎‚€exp๐‘ฅโˆ’๐‘‹๎‚๎‚€๐‘ฅ+๐‘‹๎‚โŽซโŽชโŽฌโŽชโŽญโŽคโŽฅโŽฅโŽฆ,(3.1) where (๐›ผ,๐›ฟ) are suitable chosen scalars.

It is to be mentioned that for ๐›ฟ=0, the class of estimators ๐‘ก(๐›ผ,๐›ฟ) reduces to the following class of estimators๐‘ก(๐›ผ,0)=๐‘ฆ๎‚ธ๎‚ต2โˆ’๐‘ฅ๐‘‹๎‚ถ๐›ผ๎‚น,(3.2) which is due to Sahai and Ray [13].

While for ๐›ผ=0, it reduces to the new transformed class of estimators defined as๐‘ก(0,๐›ฟ)=๐‘ฆโŽกโŽขโŽขโŽฃโŽงโŽชโŽจโŽชโŽฉ๐›ฟ๎‚€2โˆ’exp๐‘ฅโˆ’๐‘‹๎‚๎‚€๐‘ฅ+๐‘‹๎‚โŽซโŽชโŽฌโŽชโŽญโŽคโŽฅโŽฅโŽฆ.(3.3)

To obtain the bias and variance of suggested class of estimators ๐‘ก(๐›ผ,๐›ฟ), we write๐‘ฆ=๐‘Œ๎€ท1+๐‘’0๎€ธ,๐‘ฅ=๐‘‹๎€ท1+๐‘’1๎€ธ,(3.4)

such that๐ธ๎€ท๐‘’0๎€ธ๎€ท๐‘’=๐ธ1๎€ธ๐ธ๎€ท๐‘’=0,20๎€ธ=(1โˆ’๐‘“)๐‘›๐ถ2๐‘ฆ,๐ธ๎€ท๐‘’21๎€ธ=(1โˆ’๐‘“)๐‘›๐ถ2๐‘ฅ,๐ธ๎€ท๐‘’0๐‘’1๎€ธ=(1โˆ’๐‘“)๐‘›๐œŒ๐ถ๐‘ฆ๐ถ๐‘ฅ=(1โˆ’๐‘“)๐‘›๐‘˜๐ถ2๐‘ฅ.(3.5) Expressing (3.1) in terms of ๐‘’โ€™s, we have๐‘ก(๐›ผ,๐›ฟ)=๐‘Œ๎€ท1+๐‘’0๎€ธ๎‚ธ๎€ท2โˆ’1+๐‘’1๎€ธ๐›ผ๎‚ปexp๐›ฟ๐‘’12+๐‘’1=๎‚ผ๎‚น๐‘Œ๎€ท1+๐‘’0๎€ธ๎‚ธ๎€ท2โˆ’1+๐‘’1๎€ธ๐›ผ๎‚ปexp๐›ฟ๐‘’12๎‚€๐‘’1+12๎‚โˆ’1.๎‚ผ๎‚น(3.6) We assume that |๐‘’1|<1, so that (1+๐‘’1)๐›ผ, exp{(๐›ฟ๐‘’1/2)(1+๐‘’1/2)โˆ’1}, and (1+๐‘’1/2)โˆ’1 are expandable. Now expanding the right-hand side of (3.6), we have๐‘ก(๐›ผ,๐›ฟ)=๐‘Œ๎€ท1+๐‘’0๎€ธ๎‚ธ๎‚ป2โˆ’1+๐›ผ๐‘’1+๐›ผ(๐›ผโˆ’1)2๐‘’21๎‚ผร—๎ƒฏ+โ‹ฏ1+๐›ฟ๐‘’12๎‚€๐‘’1+12๎‚โˆ’1+๐›ฟ2๐‘’218๎‚€๐‘’1+12๎‚โˆ’2=+โ‹ฏ๎ƒฐ๎ƒญ๐‘Œ๎€ท1+๐‘’0๎€ธ๎‚ธ๎‚ป2โˆ’1+๐›ผ๐‘’1+๐›ผ(๐›ผโˆ’1)2๐‘’21๎‚ผร—๎ƒฏ+โ‹ฏ1+๐›ฟ๐‘’12๎ƒฉ๐‘’1โˆ’12+๐‘’214๐›ฟโˆ’โ‹ฏ+2๐‘’218๎€ท1โˆ’๐‘’1๎€ธ=+โ‹ฏ๎ƒช๎ƒฐ๎ƒญ๐‘Œ๎€ท1+๐‘’0๎€ธ๎‚ธ๎‚ป2โˆ’1+(2๐›ผ+๐›ฟ)2๐‘’1+(2๐›ผ+๐›ฟ)(2๐›ฟ+๐›ฟโˆ’2)8๐‘’21=+โ‹ฏ๎‚ผ๎‚น๐‘Œ๎‚ธ๎‚ป1+๐‘’0โˆ’(2๐›ผ+๐›ฟ)2๎€ท๐‘’1+๐‘’0๐‘’1๎€ธโˆ’(2๐›ผ+๐›ฟ)(2๐›ฟ+๐›ฟโˆ’2)8๎€ท๐‘’21+๐‘’0๐‘’21๎€ธ.โˆ’โ‹ฏ๎‚ผ๎‚น(3.7) Neglecting the terms of ๐‘’โ€™s having greater than two in (3.7), we have๐‘ก(๐›ผ,๐›ฟ)โ‰…๐‘Œ๎‚ธ1+๐‘’0โˆ’(2๐›ผ+๐›ฟ)2๎‚ป๐‘’1+๐‘’0๐‘’1โˆ’(2๐›ฟ+๐›ฟโˆ’2)4๐‘’21๎‚ผ๎‚น(3.8)

or๎‚€๐‘ก(๐›ผ,๐›ฟ)โˆ’๐‘Œ๎‚โ‰…๐‘Œ๎‚ธ๐‘’0โˆ’(2๐›ผ+๐›ฟ)2๎‚ป๐‘’1+๐‘’0๐‘’1โˆ’(2๐›ฟ+๐›ฟโˆ’2)4๐‘’21๎‚ผ๎‚น.(3.9) Taking expectation of both sides of (3.9), we get the bias of the class of estimators ๐‘ก(๐›ผ,๐›ฟ) to the first degree of approximation as๐ต๎€ท๐‘ก(๐›ผ,๐›ฟ)๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ๐ถ2๐‘ฅ๎‚ธโˆ’(2๐›ผ+๐›ฟ)2๎‚ป(2๐›ฟ+๐›ฟโˆ’2)4+๐‘˜๎‚ผ๎‚น.(3.10) Squaring both sides of (3.9) and neglecting terms ๐‘’โ€™s having power greater than two, we have๎‚€๐‘ก(๐›ผ,๐›ฟ)โˆ’๐‘Œ๎‚2โ‰…๐‘Œ๎‚ธ๐‘’20+(2๐›ผ+๐›ฟ)2๎‚ป(2๐›ฟ+๐›ฟ)4๐‘’21โˆ’2๐‘’0๐‘’1๎‚ผ๎‚น.(3.11) Taking expectation of both sides of (3.11), we get the variance of ๐‘ก(๐›ผ,๐›ฟ) to the first degree of approximation as๎€ท๐‘กVar(๐›ผ,๐›ฟ)๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๎‚ธ๐ถ2๐‘ฆ+(2๐›ผ+๐›ฟ)4๐ถ2๐‘ฅ๎‚น{(2๐›ผ+๐›ฟ)โˆ’4๐‘˜},(3.12) which is minimum when(2๐›ผ+๐›ฟ)=2๐‘˜.(3.13) Thus, the resulting minimum variance of ๐‘ก(๐›ผ,๐›ฟ) is obtained asVarmin๎€ท๐‘ก(๐›ผ,๐›ฟ)๎€ธ=(1โˆ’๐‘“)๐‘›๐‘†2๐‘ฆ๎€ท1โˆ’๐œŒ2๎€ธ.(3.14) The minimum variance of ๐‘ก(๐›ผ,๐›ฟ) equals to the approximate variance of the usual linear regression estimator defined as๐‘ฆlr=ฬ‚๐›ฝ๎‚€๐‘ฆ+๐‘‹โˆ’๐‘ฅ๎‚,(3.15) where ฬ‚๐›ฝ=(๐‘ ๐‘ฅ๐‘ฆ/๐‘ 2๐‘ฅ), ๐‘ ๐‘ฅ๐‘ฆ=(๐‘›โˆ’1)โˆ’1โˆ‘๐‘›๐‘–=1(๐‘ฅ๐‘–โˆ’๐‘ฅ)(๐‘ฆ๐‘–โˆ’๐‘ฆ) and ๐‘ 2๐‘ฅ=(๐‘›โˆ’1)โˆ’1โˆ‘๐‘›๐‘–=1(๐‘ฅ๐‘–โˆ’๐‘ฅ)2.

It is interesting to note that if we set (๐›ฟ=0) and (๐›ผ=0) in (3.12), we get the variances of the classes of estimators ๐‘ก(๐›ผ,0) and ๐‘ก(0,๐›ฟ), respectively, as๎€ท๐‘กVar(๐›ผ,0)๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๎€บ๐ถ2๐‘ฆ+๐›ผ๐ถ2๐‘ฅ(๎€ป,๎€ท๐‘ก๐›ผโˆ’2๐‘˜)Var(0,๐›ฟ)๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๎‚ƒ๐ถ2๐‘ฆ+๎‚€๐›ฟ4๎‚๐ถ2๐‘ฅ๎‚„.(๐›ฟโˆ’4๐‘˜)(3.16) If we assume the value of ๐›ผ is specified by ๐›ผ๐‘œ (say), then the variances of ๐‘ก(๐›ผ,0) and ๐‘ก(๐›ผ,๐›ฟ) are, respectively, given by๎€ท๐‘กVar(๐›ผ=๐›ผ๐‘œ,0)๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๎€บ๐ถ2๐‘ฆ+๐›ผ๐‘œ๐ถ2๐‘ฅ๎€ท๐›ผ๐‘œ,๎€ท๐‘กโˆ’2๐‘˜๎€ธ๎€ปVar(๐›ผ=๐›ผ๐‘œ,๐›ฟ)๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๎ƒฌ๐ถ2๐‘ฆ+๎€ท2๐›ผ๐‘œ๎€ธ+๐›ฟ4๐ถ2๐‘ฅ๎€ฝ๎€ท2๐›ผ๐‘œ๎€ธ๎€พ๎ƒญ.+๐›ฟโˆ’4๐‘˜(3.17) If the value of ๐›ฟ is specified ๐›ฟ๐‘œ, then the variances of the estimators ๐‘ก(0,๐›ฟ) and ๐‘ก(๐›ผ,๐›ฟ) are, respectively, given by๎€ท๐‘กVar(0,๐›ฟ=๐›ฟ๐‘œ)๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๎‚ธ๐ถ2๐‘ฆ+๎‚ต๐›ฟ๐‘œ4๎‚ถ๐ถ2๐‘ฅ๎€ท๐›ฟ๐‘œ๎€ธ๎‚น,๎€ท๐‘กโˆ’4๐‘˜Var(๐›ผ,๐›ฟ=๐›ฟ๐‘œ)๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๎ƒฌ๐ถ2๐‘ฆ+๎€ท2๐›ผ๐‘œ๎€ธ+๐›ฟ4๐ถ2๐‘ฅ๎€ฝ๎€ท2๐›ผ+๐›ฟ๐‘œ๎€ธ๎€พ๎ƒญ.โˆ’4๐‘˜(3.18) To illustrate our general results, we consider a particular case of the proposed class of estimators ๐‘ก(๐›ผ,๐›ฟ) with its properties. If we set (๐›ผ,๐›ฟ)=(1,1) in (3.1), we get an estimator of population mean ๐‘Œ as๐‘ก(1,1)=๐‘ฆ๎‚ธ๎‚ต2โˆ’๐‘ฅ๐‘‹๎‚ถ๎‚ตexp๐‘ฅโˆ’๐‘‹๐‘ฅ+๐‘‹.๎‚ถ๎‚น(3.19) Putting (๐›ผ,๐›ฟ)=(1,1) in (3.10) and (3.12), we get the bias and variance of ๐‘ก(1,1), to the first degree of approximation, respectively, as๐ต๎€ท๐‘ก(1,1)๎€ธ=โˆ’3(1โˆ’๐‘“)8๐‘›๐‘Œ๐ถ2๐‘ฅ(๎€ท๐‘ก1+4๐พ),(3.20)Var(1,1)๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๎‚ธ๐ถ2๐‘ฆ+3๐ถ2๐‘ฅ4(๎‚น.3โˆ’4๐‘˜)(3.21) Expression (3.20) clearly indicates that the proposed estimator ๐‘ก(1,1) is better than conventional unbiased estimator ๐‘ฆ if ๐‘˜>(3/4), a condition which is usually met in survey situations.

4. Efficiency Comparisons

From (3.17), we have ๎€ท๐‘กVar(๐›ผ=๐›ผ๐‘œ,๐›ฟ)๎€ธ๎€ท๐‘กโˆ’Var(๐›ผ=๐›ผ๐‘œ,0)๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๐ถ2๐‘ฅ๎ƒฌ๎€ท2๐›ผ๐‘œ๎€ธ+๐›ฟ4๎€ฝ๎€ท2๐›ผ๐‘œ๎€ธ๎€พ+๐›ฟโˆ’4๐‘˜โˆ’๐›ผ๐‘œ๎€ท๐›ผ๐‘œ๎€ธ๎ƒญ๎‚ƒ๎€ทโˆ’2๐‘˜<0,if2๐›ผ๐‘œ๎€ธ+๐›ฟ2๎€ทโˆ’42๐›ผ๐‘œ๎€ธ+๐›ฟ๐‘˜โˆ’4๐›ผ2๐‘œ+8๐›ผ๐‘œ๐‘˜๎‚„๎€ท<0,i.e.,if๐›ฟ๐›ฟ+4๐›ผ๐‘œ๎€ธ๎‚ป๎€ทโˆ’4๐‘˜<0,i.e.,ifeither0<๐›ฟ<4๐‘˜โˆ’๐›ผ๐‘œ๎€ธ๎€ทor4๐‘˜โˆ’๐›ผ๐‘œ๎€ธ<๐›ฟ<0,(4.1) or equivalently๎€ฝ๎€ทminโ‹…0,4๐‘˜โˆ’๐›ผ๐‘œ๎€ฝ๎€ท๎€ธ๎€พ<๐›ฟ<maxโ‹…0,4๐‘˜โˆ’๐›ผ๐‘œ๎€ธ๎€พ.(4.2) From (3.18), we have๎€ท๐‘กVar(๐›ผ,๐›ฟ=๐›ฟ๐‘œ)๎€ธ๎€ท๐‘กโˆ’Var(0,๐›ฟ๐‘œ)๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๐ถ2๐‘ฅ๎ƒฌ๎€ท2๐›ผ+๐›ฟ๐‘œ๎€ธ24โˆ’๎€ท2๐›ผ+๐›ฟ๐‘œ๎€ธ๐›ฟ๐‘˜โˆ’2๐‘œ4+๐›ฟ๐‘œ๐‘˜๎€บ๐›ผ๎ƒฐ๎ƒญ<0,if2+๐›ผ๐›ฟ๐‘œ๎€ป๎‚ป๎€ทโˆ’2๐›ผ๐‘˜<0,i.e.,ifeither0<๐›ผ<2๐‘˜โˆ’๐›ฟ๐‘œ๎€ธ๎€ทor2๐‘˜โˆ’๐›ฟ๐‘œ๎€ธ<๐›ผ<0,(4.3) or equivalently๎€ฝ๎€ทminโ‹…0,2๐‘˜โˆ’๐›ฟ๐‘œ๎€ฝ๎€ท๎€ธ๎€พ<๐›ผ<maxโ‹…0,2๐‘˜โˆ’๐›ฟ๐‘œ๎€ธ๎€พ.(4.4)

From (2.1), (2.12)โ€“(2.17), and (3.12), we have(i)๎€ท๐‘กVar(๐›ผ,๐›ฟ)๎€ธ๎€ทโˆ’Var๐‘ฆ๎€ธ=(1โˆ’๐‘“)4๐‘›๐‘Œ2๐ถ2๐‘ฅ๎€บ(2๐›ผ+๐›ฟ)2๎€ป๎‚ปโˆ’๐‘˜(2๐›ผ+๐›ฟ)<0,ifeither0<(2๐›ผ+๐›ฟ)<๐‘˜or๐‘˜<(2๐›ผ+๐›ฟ)<0,(4.5) or equivalentlyminโ‹…(0,๐‘˜)<(2๐›ผ+๐›ฟ)<maxโ‹…(0,๐‘˜).(4.6)(ii)๎€ท๐‘กVar(๐›ผ,๐›ฟ)๎€ธ๎€ทโˆ’Var๐‘ฆ๐‘…๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๐ถ2๐‘ฅ๎‚ธ(2๐›ผ+๐›ฟ)4๎‚น๎‚ป{(2๐›ผ+๐›ฟ)โˆ’4๐‘˜}โˆ’(1+2๐‘˜)<0,ifeither2<(2๐›ผ+๐›ฟ)<2(2๐‘˜โˆ’1)or2(2๐‘˜โˆ’1)<(2๐›ผ+๐›ฟ)<2,(4.7) or equivalentlyminโ‹…{2,2(2๐‘˜โˆ’1)}<(2๐›ผ+๐›ฟ)<maxโ‹…{2,2(2๐‘˜โˆ’1)}.(4.8)(iii)๎€ท๐‘กVar(๐›ผ,๐›ฟ)๎€ธ๎€ทโˆ’Var๐‘ฆ๐‘๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๐ถ2๐‘ฅ๎‚ธ(2๐›ผ+๐›ฟ)4๎‚น๎‚ป{(2๐›ผ+๐›ฟ)โˆ’4๐‘˜}โˆ’(1+2๐‘˜)<0,ifeitherโˆ’2<๐œƒ<2(2๐‘˜+1)or2(2๐‘˜+1)<๐œƒ<โˆ’2,(4.9) or equivalentlyminโ‹…{โˆ’2,2(2๐‘˜+1)}<(2๐›ผ+๐›ฟ)<maxโ‹…{โˆ’2,2(2๐‘˜+1)}.(4.10)(iv)๎€ท๐‘กVar(๐›ผ,๐›ฟ)๎€ธ๎€ทโˆ’Var๐‘ฆRe๎€ธ=(1โˆ’๐‘“)4๐‘›๐‘Œ2๐ถ2๐‘ฅ[]๎‚ป(2๐›ผ+๐›ฟ){(2๐›ผ+๐›ฟ)โˆ’4๐‘˜}โˆ’(1โˆ’4๐‘˜)<0,ifeither1<(2๐›ผ+๐›ฟ)<(4๐‘˜โˆ’1)or(4๐‘˜โˆ’1)<(2๐›ผ+๐›ฟ)<1,(4.11) or equivalentlyminโ‹…{1,(4๐‘˜โˆ’1)}<(2๐›ผ+๐›ฟ)<maxโ‹…{1,(4๐‘˜โˆ’1)}.(4.12)(v)๎€ท๐‘กVar(๐›ผ,๐›ฟ)๎€ธ๎€ทโˆ’Var๐‘ฆPe๎€ธ=(1โˆ’๐‘“)4๐‘›๐‘Œ2๐ถ2๐‘ฅ[]๎‚ป(2๐›ผ+๐›ฟ){(2๐›ผ+๐›ฟ)โˆ’4๐‘˜}โˆ’(1+4๐‘˜)<0,ifeitherโˆ’1<(2๐›ผ+๐›ฟ)<(4๐‘˜+1)or(4๐‘˜+1)<(2๐›ผ+๐›ฟ)<โˆ’1,(4.13) or equivalentlyminโ‹…{โˆ’1,(4๐‘˜+1)}<(2๐›ผ+๐›ฟ)<maxโ‹…{โˆ’1,(4๐‘˜+1)}.(4.14)(vi)๎€ท๐‘กVar(๐›ผ,๐›ฟ)๎€ธ๎€ทโˆ’Var๐‘ฆCR๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๐ถ2๐‘ฅ๎‚ธ(2๐›ผ+๐›ฟ)4๎‚น๎‚ป{(2๐›ผ+๐›ฟ)โˆ’4๐‘˜}โˆ’4(1โˆ’๐‘˜)<0,ifeither4<(2๐›ผ+๐›ฟ)<4(๐‘˜โˆ’1)or4(๐‘˜โˆ’1)<(2๐›ผ+๐›ฟ)<4,(4.15) or equivalentlyminโ‹…{4,4(๐‘˜โˆ’1)}<(2๐›ผ+๐›ฟ)<maxโ‹…{4,4(๐‘˜โˆ’1)}.(4.16)(vii)๎€ท๐‘กVar(๐›ผ,๐›ฟ)๎€ธ๎€ทโˆ’Var๐‘ฆCP๎€ธ=(1โˆ’๐‘“)๐‘›๐‘Œ2๐ถ2๐‘ฅ๎‚ธ(2๐›ผ+๐›ฟ)4๎‚น๎‚ป{(2๐›ผ+๐›ฟ)โˆ’4๐‘˜}โˆ’4(1+๐‘˜)<0,ifeitherโˆ’4<(2๐›ผ+๐›ฟ)<4(๐‘˜+1)or4(๐‘˜+1)<(2๐›ผ+๐›ฟ)<โˆ’4,(4.17) or equivalentlyminโ‹…{โˆ’4,4(๐‘˜+1)}<(2๐›ผ+๐›ฟ)<maxโ‹…{โˆ’4,4(๐‘˜+1)}.(4.18) From (2.1), (2.12), (2.14), (2.16), and (3.21), we have made some efficiency comparisons between the estimators ๐‘ก(1,1), ๐‘ฆ, ๐‘ฆ๐‘…, ๐‘ฆRe, and ๐‘ฆCR, as shown in Table 2.

It is clearly indicated from Table 2 that the estimator ๐‘ก(1,1) is more efficient than estimators ๐‘ฆ, ๐‘ฆ๐‘…, ๐‘ฆRe, and ๐‘ฆCR if547<๐‘˜<3.(4.19)

5. Empirical Study

To judge the merits of the suggested estimator ๐‘ก(1,1) over usual unbiased estimator ๐‘ฆ, usual ratio estimator ๐‘ฆ๐‘…, Bahl and Tuteja [25] exponential ratio-type estimator ๐‘ฆRe and Kadilar and Cingi [31] chain ratio-type estimator ๐‘ฆCR we have considered three populations. Descriptions of the populations are given below.

Population I (source: Srivastava [7], page 406)
๐‘ฆโˆถ fiber per plant in jute fiber crops,๐‘ฅโˆถ height, ๐ถ2๐‘ฆ=0.0568, ๐ถ2๐‘ฅ=0.00846, ๐œŒ=0.7418, ๐‘˜=1.9221.

Population II (source: Gupta and Shabbir [32])
๐‘ฆโˆถ the level of apple production amount (1 unit = 100 tones),๐‘ฅโˆถ the number of apple trees (1 unit = 100 trees), ๐ถ2๐‘ฆ=17.4724, ๐ถ2๐‘ฅ=4.0804, ๐œŒ=0.82, ๐‘˜=1.6968.

Population III (Source: Kadilar and Cingi [33])
๐‘ฆโˆถ the level of apple production amount,๐‘ฅโˆถ the number of apple trees, ๐ถ2๐‘ฆ=34.1056, ๐ถ2๐‘ฅ=14.8225, ๐œŒ=0.92, ๐‘˜=1.3955.
We have computed the percent relative efficiencies (PREs) of different estimators (โ‹…)๐‘ฆ, ๐‘ฆ๐‘…, ๐‘ฆRe,โ€‰โ€‰๐‘ฆCR, and ๐‘ก(1,1) of the population mean ๐‘Œ with respect to ๐‘ฆ by using the following formula:๎€ทPREโ‹…,๐‘ฆ๎€ธ=๎€ทVar๐‘ฆ๎€ธVar(โ‹…)ร—100,(5.1) and results are summarized in Table 3.
Table 3 exhibits that the proposed estimator ๐‘ก(1,1) is more efficient than usual unbiased estimator ๐‘ฆ, usual ratio estimator ๐‘ฆ๐‘…, Bahl and Tuteja [25] estimator ๐‘ฆRe, and Kadilar and Cingi [31] estimator ๐‘ฆCR in the sense of having the largest PRE in all three populations. In populations II and III, the proposed estimator ๐‘ก(1,1) has the largest gain in efficiency over all the estimators, while in population I, there is marginal gain in efficiency as compared to ๐‘ฆCR. It is further noted that the condition 5/4<๐‘˜<7/4 has been satisfied in population I (1.25<1.9221<2.33), II (1.25<1.6968<2.33), and III (1.25<1.3955<2.33). Thus, we recommend the proposed estimator ๐‘ก(1,1) for its use in practice wherever the condition 5/4<๐‘˜<7/4 is satisfied.