Chapter 4

Stratified Sampling
An important objective in any estimation problem is to obtain an estimator of a population parameter
that can take care of the salient features of the population. If the population is homogeneous with
respect to the characteristic under study, then the method of simple random sampling will yield a
homogeneous sample, and in turn, the sample mean will serve as a good estimator of the population
mean. Thus, if the population is homogeneous with respect to the characteristic under study, then the
sample drawn through simple random sampling is expected to provide a representative sample.
Moreover, the variance of the sample mean not only depends on the sample size and sampling fraction
but also on the population variance. To increase the precision of an estimator, we need to use a
sampling scheme that can reduce the heterogeneity in the population. If the population is
heterogeneous with respect to the characteristic under study, then one such sampling procedure is
stratified sampling.

The basic idea behind stratified sampling is to

• divide the whole heterogeneous population into smaller groups or subpopulations such that the
sampling units are homogeneous with respect to the characteristic under study within the
subpopulation and
• heterogeneous with respect to the characteristic under study between/among the
subpopulations. Such subpopulations are termed as strata.
• Treat each subpopulation as a separate population and draw a sample by SRS from each
stratum.
[Note: ‘Stratum’ is singular, and ‘strata’ is plural].

Example: In order to find the average height of the students in a school of class 1 to class 12, the
height varies a lot as the students in class 1 are of age around 6 years, and students in class 10 are of
age around 16 years. So, one can divide all the students into different subpopulations or strata, such as
Students of classes 1, 2, and 3: Stratum 1
Students of classes 4, 5, and 6: Stratum 2
Students of classes 7, 8, and 9: Stratum 3
Students of classes 10, 11, and 12: Stratum 4
Now draw the samples by SRS from each of the strata 1, 2, 3 and 4. All the drawn samples combined
together will constitute the final stratified sample for further analysis.
Sampling Theory| Chapter 4 | Stratified Sampling | Shalabh, IIT Kanpur
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Notations:
We use the following symbols and notations:
N : Population size
k : Number of strata
Ni : Number of sampling units in ith strata
k
N =  Ni
i =1

ni : Number of sampling units to be drawn from ith stratum.

k
n =  ni : Total sample size
i =1

Population (N units)

Stratum 1 Stratum 2 Stratum k

k
N1 units N2 units Nk units
……… N =  Ni
i =1
…

Sample Sample k
n =  ni
Sample
1 2 ……… k i =1
n1 units n2 units nk units
…

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Procedure of stratified sampling
Divide the population of N units into k strata. Let the ith stratum has N1 , i = 1, 2,..., k number of units.

• Strata are constructed such that they are non-overlapping and homogeneous with respect to the
k
characteristic under study such that N
i =1
i = N.

• Draw a sample of size ni from ith ( i = 1, 2,..., k ) stratum using SRS (preferably WOR)

independently from each stratum.

• All the sampling units drawn from each stratum will constitute a stratified sample of size
k
n =  ni .
i =1

Difference between stratified and cluster sampling schemes

In stratified sampling, the strata are constructed such that they are
• within homogeneous and
• among heterogeneous.

In cluster sampling, the clusters are constructed such that they are
• within heterogeneous and
• among homogeneous.
[Note: We discuss the cluster sampling later.]

Issues in the estimation of parameters in stratified sampling

Divide the population of N units in k strata. Let the i th stratum has N i , i = 1, 2,..., k number of units.

Note that there are k independent samples drawn through SRS of sizes n1 , n2 ,..., nk from each of the

strata. So, one can have k estimators of a parameter based on the sizes n1 , n2 ,..., nk respectively. Our

interest is not to have k different estimators of the parameters, but the ultimate goal is to have a single
estimator. In this case, an important issue is how to combine the different sample information together
into one estimator, which is good enough to provide information about the parameter.

We now consider the estimation of population mean and population variance from a stratified sample.

Sampling Theory| Chapter 4 | Stratified Sampling | Shalabh, IIT Kanpur

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Estimation of population mean and its variance
Let
Y : characteristic under study,
yij : value of jth unit in ith stratum j = 1,2,…,ni, i = 1,2,...,k,
Ni
1
Yi =
Ni
y
j =1
ij : population mean of ith stratum

ni
1
yi =
ni
y
j =1
ij : sample mean from ith stratum

1 k k

 NiYi =  wY
Ni
Y= i i : population mean where wi = .
N i =1 i =1 N

Estimation of population mean:

First, we discuss the estimation of the population mean.
Note that the population mean is defined as the weighted arithmetic mean of stratum means in the case
of stratified sampling, where the weights are provided in terms of strata sizes.
1 k
Based on the expression Y =  NiYi , one may choose the sample mean
N i =1
1 k
y =  ni yi
n i =1
as a possible estimator of Y .

Since the sample in each stratum is drawn by SRS, so

E( yi ) = Yi ,
thus
1 k
E( y ) =  ni E ( yi )
n i =1
1 k
=  ni Yi
n i =1
Y
and y turns out to be a biased estimator of Y . Based on this, one can modify y so as to obtain an

unbiased estimator of Y . Consider the stratum mean, which is defined as the weighted arithmetic mean
of strata sample means with strata sizes as weights given by
1 k
yst =  Ni yi .
N i =1
Sampling Theory| Chapter 4 | Stratified Sampling | Shalabh, IIT Kanpur
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Now
1 k
E ( yst ) =  Ni E ( yi )
N i =1
1 k
=  Ni Y i
N i =1
= Y.

Thus yst is an unbiased estimator of Y .

Variance of yst
k k ni
Var ( yst ) =  w Var ( yi ) +
2
i   w w Cov( y , y ).
i j i j
i =1 i (  j ) =1 j =1

Since all the samples have been drawn independently from each of the strata by SRSWOR so
Cov( yi , y j ) = 0, i  j
Ni − ni 2
Var ( yi ) = Si
Ni ni
where
1 Ni
Si2 = 
Ni − 1 j =1
(Yij − Y i ) 2 .

Thus
k
Ni − ni 2
Var ( yst ) =  wi2 Si
i =1 Ni ni
k
 ni  Si2
=  w 1 −  .
2
i
i =1  Ni  ni
Observe that Var ( yst ) is small when Si2 is small. This observation suggests how to construct the strata.

If Si2 is small for all i = 1,2,...,k, then Var ( yst ) will also be small.

The total variation in the population is fixed and can be orthogonally partitioned into between and
within strata variations, i.e.,
Total variation = Between strata variation + Within strata variation ( Si2 ).

Since Si2 is small, so obviously “Between strata variation” has to be large. That is why it was

mentioned earlier that the strata are to be constructed such that they are within homogeneous, i.e., Si2
is small and among heterogeneous (“Between strata variation” is large).

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For example, the units in geographical proximity will tend to be more closer. The consumption
patterns in the households will be similar within a lower-income group housing society and within a
higher-income group housing society, whereas they will differ a lot between the two housing societies
based on income.

Estimate of Variance
Since the samples have been drawn by SRSWOR, so
E ( si2 ) = Si2
1 ni
where si2 =  ( yij − yi )2
ni − 1 j =1
N i − ni 2
and Var ( yi ) = si
N i ni
k
so Var ( yst ) =  wi2 Var ( yi )
i =1
k
 N −n  2
=  wi2  i i  si .
i =1  N i ni 

Note: If SRSWR is used instead of SRSWOR for drawing the samples from each stratum, then in this
case
k
yst =  wi yi
i =1

E ( yst ) = Y
k
 N −1  k
2
Var ( yst ) =  wi2  i  Si2 =  wi2 i
i =1  N i ni  i =1 ni
k
w2 s 2
Var ( yst ) =  i i
i =1 ni
Ni
1
where  i2 =
ni
(y
j =1
ij − yi ) 2 .

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Advantages of stratified sampling
1. Data of known precision may be required for certain parts of the population.
This can be accomplished with a more careful investigation of a few strata.
Example: To know the direct impact of the hike in petrol prices, the population can be divided
into strata, such as lower income group, middle-income group, and higher income group.
Obviously, the higher-income group is more affected than the lower-income group. So, a more
careful investigation can be conducted in the higher-income group strata.
2. Sampling problems may differ in different parts of the population.
Example: To study the consumption pattern of households, the people living in houses, hotels,
hospitals, prisons, etc., are to be treated differently.
3. Administrative convenience can be exercised in stratified sampling.
Example: In taking a sample of villages from a big state, it is more administratively convenient
to consider the districts as strata so that the administrative set up at the district level may be
used for this purpose. Such administrative convenience and the convenience of organizing
fieldwork are important aspects of national-level surveys.
4. Full cross-section of the population can be obtained through stratified sampling. It may be
possible in SRS that some large part of the population may remain unrepresented. Stratified
sampling enables one to draw a sample representing different population segments to any
desired extent. The desired degree of representation of some specified parts of the population is
also possible.
5. Substantial gain in efficiency is achieved if the strata are formed intelligently.
6. In the case of a skewed population, the use of stratification is of importance since a larger
weight may have to be given for the few extremely large units, which in turn reduces the
sampling variability.
7. When estimates are required for the population and the subpopulations, then stratified sampling
is helpful.
8. When the sampling frame for subpopulations is more easily available than the sampling frame
for the whole population, then stratified sampling is helpful.
9. If the population is large, it is convenient to sample separately from the strata rather than the
entire population.
10. The population mean or population total can be estimated with higher precision by suitably
providing the weights to the estimates obtained from each stratum.

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Allocation problem and choice of sample sizes is different strata
Question: How do you choose the sample sizes n1 , n2 ,..., nk so that the available resources are used

effectively?
There are two aspects of choosing the sample sizes:
(i) Minimize the cost of the survey for a specified precision.
(ii) Maximize the precision for a given cost.

Note: The sample size cannot be determined by minimizing both the cost and variability
simultaneously. The cost function is directly proportional to the sample size, whereas variability is
inversely proportional to the sample size.
Based on different ideas, some allocation procedures are as follows:
1. Equal allocation
Choose the sample size ni to be the same for all the strata.

Draw samples of equal size from each stratum.

Let n be the sample size and k be the number of strata, then
n
ni = for all i = 1, 2,..., k .
k

2. Proportional allocation
For fixed k, select ni such that it is proportional to stratum size N i , i.e.,

ni  Ni
or ni = CN i
where C is the constant of proportionality.
k k

 n =  CN
i =1
i
i =1
i

or n = CN
n
C = .
N
n
Thus ni =   N i .
N
Such allocation arises from considerations like operational convenience.

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3. Neyman or optimum allocation
This allocation considers the size of strata as well as variability
ni  N i Si
ni = C * N i Si
where C* is the constant of proportionality.
k k

 n = C N S
i =1
i
i =1
*
i i

k
or n = C *  Ni Si
i =1

n
or C * = k
.
N S
i =1
i i

nNi Si
Thus ni = k
.
N S
i =1
i i

k
This allocation arises when the Var ( yst ) is minimized subject to the constraint n
i =1
i (prespecified).

There are some limitations to the optimum allocation. The knowledge of Si (i = 1, 2,..., k ) is needed to

know ni . If there are more than one characteristic, then they may lead to conflicting allocation.

Choice of sample size based on the cost of the survey and variability
The cost of the survey depends upon the nature of the survey. A simple choice of the cost function is
k
C = C0 +  Ci ni
i =1

where
C : total cost
C 0 : overhead cost, e.g., setting up the office, training people, etc.

C i : cost per unit in the ith stratum

k

 C n : total cost within the sample.

i =1
i i

To find ni under this cost function, consider the Lagrangian function with a Lagrangian

multiplier  as

Sampling Theory| Chapter 4 | Stratified Sampling | Shalabh, IIT Kanpur

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 = Var ( yst ) +  2 (C − C0 )
k
1 1  k
=  wi2  −  Si2 +  2  Ci ni
i =1  ni N i  i =1

k
w2 S 2 k k
w2 S 2
=  i i +  2  Ci ni −  i i
i =1 ni i =1 i =1 Ni
2
kw S 
=   i i −  Ci ni  + terms independent of ni .
i =1 
 ni 

Thus  is minimum when

wi Si
=  Ci ni for all i
ni
1 wi Si
or ni = .
 Ci

How to determine  ?
There are two ways to determine  .
(i) Minimize variability for a fixed cost.
(ii) Minimize cost for given variability.
We consider both cases.

(i) Minimize variability for fixed cost

Let C = C0* be the pre-specified cost which is fixed.
k
So C n
i =1
i i = C0*
k
wi Si
or C
i =1
i
 Ci
= C0*

 Ci wi Si
or  = i =1
.
C0*
1 wi Si
Substituting  in the expression for ni = , the optimum ni is obtained as
 Ci
 
wi Si  C0* 
ni =
*
 .
Ci  
k

 
 i =1
Ci wi Si 


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 The required sample size to estimate Y such that the variance is minimum for the given cost C = C0* is
k
n =  ni*.
i =1

(ii) Minimize cost for a given variability

Let V = V0 be the pre-specified variance. Now determine ni such that
k
1  2 21
 n
i =1  i
−
 wi Si = V0
 Ni
2 2
k
wi Si k
wi2 Si2
or  = V0 + 
i =1 ni i =1 Ni
k
 Ci 2 2 k
wi2 Si2
or 
i =1 wi Si
wi Si = V0 + 
i =1 Ni
k
wi2 Si2
V0 + 
Ni 1 wi Si
or  = i =1
(after substituting ni = ).
k
 Ci
w S
i =1
i i Ci

Thus the optimum ni is

 k 
wS  i i
 w S Ci 
ni = i i  i =1 k 2 2 .
Ci  wi Si 
 V0 +  N 
 i =1 i 
So the required sample size to estimate Y such that cost C is the minimum for a
k
prespecified variance V0 is n =  ni .
i =1

Sample size under proportional allocation for fixed cost and for fixed variance
k
(i) If cost C = C0 is fixed then C0 = C n .
i =1
i i

n
Under proportional allocation, ni = Ni = nwi
N
k
C0
So C0 = n  wC
Co wi
i i or n = . Thus ni = .
i =1
k

wC i i
 wiCi
i =1

k
The required sample size to estimate Y in this case is n =  ni .
i =1

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 (ii) If variance = V0 is fixed, then
k
1  2 2
1
 n
i =1  i
−  wi Si = V0
 Ni
2 2
k
wi Si k
wi2 Si2
or  = V0 + 
i =1 ni i =1 Ni
k
wi2 Si2 k
wi2 Si2
or 
i =1 nwi
= V0 + 
i =1 Ni
(using ni = nwi )
k

w S 2 2
i i
or n = i =1
k
wi2 Si2
V0 + 
i =1 Ni
k

w S 2 2
i i
or ni = wi i =1
.
w2 S 2 k
V0 +  i i
i =1 Ni
This is known as Bowley’s allocation.

Variances under different allocations

Now we derive the variance of yst under proportional and optimum allocations.

(i) Proportional allocation

Under proportional allocation
n
ni = Ni
N
and
k
 N −n 
Var ( y ) st =   i i wi2 Si2
i =1  N i ni 

 n 
k  Ni − Ni  2
 Ni  2
Varprop ( y ) st =   N
   Si
Ni Ni   N 
i =1 
n
 N 
N − n k N i Si 2
= 
Nn i =1 N
N −n k
= 
Nn i =1
wi Si2 .

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(ii) Optimum allocation
Under optimum allocation
nN i Si
ni = k

N S
i =1
i i

k
1 1 
Vopt ( yst ) =   −  wi2 Si2
i =1  ni Ni 
2 2
k
wi Si k
wi2 Si2
= −
i =1 ni i =1 Ni
  k 
k    N i Si   k w2 S 2
=   wi Si  i =1
2 2
  − i i
i =1   nN i Si   i =1 N i
  
  
k
1 N S  k   k w2 S 2
=   . i 2 i   N i Si   −  i i
i =1  n N  i =1   i =1 N i
2 2
1 k N S  k
w2 S 2 1  k  1 k
=   i i  −  i i =   wi Si  − wS i i
2
.
n  i =1 N  i =1 N i n  i =1  N i =1

Comparison of variances of the sample mean under SRS with stratified

mean under proportional and optimal allocation:
(a) Proportional allocation:
N −n 2
VSRS ( y ) = S
Nn
N − n k Ni Si2
Vp r op ( yst ) =  .
Nn i =1 N

In order to compare VSRS ( y ) and Vprop ( yst ), first we attempt to express S 2 as a function of Si2 .

Consider
k Ni
( N − 1) S = 2
 (Y ij − Y )2
i =1 j =1

k Ni 2

=  (Yij − Yi ) + (Yi − Y ) 
i =1 j =1
k Ni k Ni
=  (Y ij − Yi ) + 
2
 (Y − Y )
i
2

i =1 j =1 i =1 j =1
k k
=  ( N i − 1) Si2 +  N (Y − Y ) i i
2

i =1 i =1

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N − 1 2 k Ni − 1 2 k
Ni
S = Si +  (Yi − Y )2 .
N i =1 N i =1 N
For simplification, we assume that N i is large enough to permit the approximation

Ni − 1 N −1
 1 and 1.
Ni N
Thus
k
Ni 2 k Ni
S2 =  Si +  (Yi − Y ) 2
i =1 N i =1 N

N −n 2 N −n k
Ni 2 N − n k
Ni N -n
or
Nn
S =
Nn
i =1 N
Si +
Nn

i =1 N
(Yi − Y ) 2 (Premultiply by
Nn
on both sides)

N −n k
VarSRS (Y ) = V prop ( y st ) +
Nn
 w (Y − Y )
i =1
i i
2

k
Since  w (Y − Y )
i =1
i i
2
 0,

 Varprop ( yst )  VarSRS ( y ).

A larger gain in the difference is achieved when Yi differs from Y more.

(b) Optimum allocation

2
1 k  1 k
Vopt ( yst ) =  
n  i =1
wi Si  −
 N
w S
i =1
i i
2
.

Consider

 N − n  k 2
1  k 
2
1 k 
V prop ( yst ) − Vopt ( yst ) =   i i    i i  −
− w S 
2
w S w S i i
 Nn  i =1   n  i =1  N i =1 
1 k  
2
 k
=   wi Si −   wi Si  
2

n  i =1  i =1  
1 k 1
=  wi Si2 − S 2
n i =1 n
k
1
=  wi ( Si − S ) 2
n i =1
k
where S =  wi Si and the larger gain in efficiency is achieved when S i differs from S more.
i =1

 Varprop ( yst ) −Varopt ( yst )  0 or Varopt ( yst )  Varprop ( yst ).

Combining the results in (a) and (b), we have Varopt ( yst )  Varprop ( yst )  VarSRS ( y ) .

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Estimate of variance and confidence intervals
Under SRSWOR, an unbiased estimate of Si 2 for the ith stratum (i = 1,2,...,k) is

1 ni
si2 = 
ni − 1 j =1
( yij − yi )2 .

In stratified sampling,
k
Ni − ni 2
Var ( yst ) =  wi2 Si .
i =1 Ni ni

So, an unbiased estimate of Var ( yst ) is

k
Ni − ni 2
Var ( yst ) =  wi2 si
i =1 Ni ni
k
wi2 si2 k wi2 si2
= 
i =1 ni
−
i =1 N i
k
wi2 si2 1 k
= 
i =1 ni
−  wi si2 .
N i =1
The second term in this expression represents the reduction due to finite population correction.
The confidence limits of Y can be obtained as

yst  t Var ( yst )

assuming yst is normally distributed and Var ( yst ) is well determined so that t can be read from

normal distribution tables. If only few degrees of freedom are provided by each stratum, then t values
are obtained from the table of student’s t-distribution.

The distribution of Var ( yst ) is generally complex. An approximate method of assigning an effective

number of degrees of freedom ( ne ) to Var ( yst ) is

2
 k 2
  gi si 
ne =  i =k1 2 4
gi si

i =1 ni − 1

Ni ( Ni − ni ) k
where gi = and Min(ni − 1)  ne   (ni − 1) assuming yij are normally distributed.
ni i =1

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Modification of optimal allocation
Sometimes in the optimal allocation, the size of subsample exceeds the stratum size. In such a case,
replace ni by N i

and recompute the rest of ni ' s by the revised allocation.

For example, if n1  N1 , then take the revised ni ' s as

n1 = N1
and
(n − N1 )wi Si
ni = k
; i = 2,3,..., k
w S
i =2
i i

provided ni  N i for all i = 2,3,…,k.

Suppose in revised allocation, we find that n2  N 2 then the revised allocation would be

n1 = N1
n2 = N 2
(n − N1 − N 2 ) wi Si
ni = k
; i = 3, 4,..., k .
wS
i =3
i i

provided ni  N i for all i = 3, 4,..., k.

We continue this process until every ni  N i .

In such cases, the formula for the minimum variance of yst need to be modified as

( *wi Si )2  *
wi Si2
Min Var ( y st ) = −
n* N
where  *
denotes the summation over the strata in which ni  N i and n* is the revised total sample

size in the strata.

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Stratified sampling for proportions
If the characteristic under study is qualitative in nature, then its values will fall into one of the two
mutually exclusive complimentary classes C and C’. Ideally, only two strata are needed in which all
the units can be divided depending on whether they belong to C or its complement C’. Thus is difficult
to achieve in practice. So the strata are constructed such that the proportion in C varies as much as
possible among strata.
Let
Ai
Pi = :Proportion of units in C in the ith stratum
Ni
ai
pi = : Proportion of units in C in the sample from the ith stratum
ni
An estimate of population proportion based on the stratified sampling is
k
Ni pi
pst =  .
i =1 N
which is based on the indicator variable
1 when j th unit belongs to the i th stratum is in C
Yij = 
0 otherwise
and yst = pst .
Ni
Here Si2 = Pi Qi
Ni − 1

where Qi = 1 − Pi .
k
Ni − ni 2 2
Also Var ( yst ) =  wi Si .
i =1 Ni ni

1 k Ni2 ( Ni − ni ) PQ
So Var ( pst ) =  N − 1 ni i .
N 2 i =1 i i

If the finite population correction can be ignored, then

k
PQ
Var ( pst ) =  wi2 i i
.
i =1 ni

If the proportional allocation is used for ni , then the variance of pst is

N − n 1 k N i2 PQ
Varprop ( pst ) =  i i

N Nn i =1 N i − 1
N −n k
=  wi PQ
Nn i =1
i i

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and its estimate is
N −n k pq
Var prop ( pst ) =  wi i i .
Nn i =1 ni − 1

The best choice of ni such that it minimizes the variance for fixed total sample size is

N i PQ
ni  N i i i

Ni − 1
= Ni PQ
i i

N i PQ
Thus ni = n k
i i
.
N
i =1
i PQ
i i

k
Similarly, the best choice of ni such that the variance is minimum for fixed cost C = C0 +  Ci ni is
i =1

PQ
i i
nN i
Ci
ni = k
.
PQ
N
i =1
i
i i
Ci

Estimation of the gain in precision due to stratification

An obvious question crops up that what is the advantage of stratifying a population in the sense that
instead of using SRS, the population is divided into various strata? This is answered by estimating the
variance of estimators of population mean under SRS (without stratification) and stratified sampling by
evaluating

Var SRS ( y ) − Var ( yst )

.
Var ( yst )

This gives an idea about the gain in efficiency due to stratification.

N −n 2
Since VarSRS ( y ) = S , so there is a need to express S 2 in terms of Si2 . How to estimate S 2 based
Nn
on a stratified sample?

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Consider
k Ni
( N − 1) S 2 =  (Yij − Y ) 2
i =1 j =1

k Ni 2

=  (Yij − Yi ) + (Yi − Y ) 
i =1 j =1
k Ni k
=  (Yij − Y ) 2 +  Ni (Yi − Y ) 2
i =1 j =1 i =1
k k
=  ( Ni − 1) Si2 +  Ni (Yi − Y ) 2
i =1 i =1
k
 k 2
=  ( Ni − 1) Si2 + N   wY i i − Y .
2

i =1  i =1 
In order to estimate S 2 , we need to estimates of Si2 , Yi 2 and Y 2 . We consider their estimation one by
one.

(I) For an estimate of Si2 , we have

E(si2 ) = Si2

So Sˆi2 = si2 .

(II) For estimate of Yi 2 , we know

Var ( yi ) = E ( yi 2 ) − [ E ( yi )]2
= E ( yi 2 ) − Yi 2
or Yi 2 = E ( yi 2 ) − Var ( yi ).

An unbiased estimate of Yi 2 is

Yˆi 2 = yi2 − Var ( yi )

 N −n 
= yi2 −  i i  si2 .
 Ni ni 
2
(III) For the estimation of Y , we know

Var ( yst ) = E ( yst2 ) − [ E ( yst )]2

= E ( yst2 ) − Y 2
 Y 2 = E ( yst2 ) − Var ( yst ) .

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So, an estimate of Y 2 is

Yˆ 2 = yst2 − Var ( yst )

k
 N −n  2 2
= yst2 −   i i wi si .
i =1  N i ni 

Substituting these estimates in the expression ( n − 1) S as follows, the estimate of S 2 is obtained as

2

k
 k 
( N − 1) S 2 =  ( N i − 1) Si2 + N   wi Yi 2 − Y 2 
i =1  i =1 
k
N  k

w iYˆi 2 − Yˆ 2 
1
as Sˆ 2 = 
N − 1 i =1
( N i − 1) Sˆi2 +  
N − 1  i =1 
1  k 2 N  k   N −n  2    2 k N i − ni 2 2  
=  
N − 1  i =1
( i ) i
N − 1 s +   wi  yi2 −  i i
 N − 1  i =1 
 si   −  yst −  wi si  
 N i ni    i =1 N n
i i  
1  k 2 N  k k
N −n 
=  
N − 1  i =1
( N i − 1) si  +  
 N − 1  i =1
wi ( yi − y st ) 2
−  wi (1 − wi ) i i si2  .
i =1 N i ni 
Thus
N − n ˆ2
Var SRS ( y ) = S
Nn
N −n  k 2 N ( N − n)  k k
N −n 
=  
N ( N − 1)n  i =1
( N i − 1) si  +  i i
 nN ( N − 1)  i =1
w ( y − y st ) 2
−  wi (1 − wi ) i i si2 
i =1 N i ni 
and
k
Ni − ni 2 2
Var ( yst ) =  wi si .
i =1 Ni ni

Substituting these expressions in

Var SRS ( y ) − Var ( yst )

,
Var ( yst )

the gain in efficiency due to stratification can be obtained.

If any other particular allocation is used, then substituting the appropriate ni under that allocation,
such gain can be estimated.

Sampling Theory| Chapter 4 | Stratified Sampling | Shalabh, IIT Kanpur

Page 20
Interpenetrating subsampling
Suppose a sample consists of two or more subsamples which are drawn according to the same
sampling scheme. The samples are such that each subsample yields an estimate of the parameter. Such
subsamples are called interpenetrating subsamples.

The subsamples need not necessarily be independent. The assumption of independent subsamples
helps in obtaining an unbiased estimate of the variance of the composite estimator. This is even helpful
if the sample design is complicated and the expression for variance of the composite estimator is
complex.

Let there be g independent interpenetrating subsamples and t1, t2 ,..., tg be g unbiased estimators of

parameter  where t j ( j = 1,2,..., g ) is based on jth interpenetrating subsample.

Then an unbiased estimator of  is given by

1 g
ˆ =  t j = t , say.
g j =1
Then

E(ˆ) = E(t ) = 
and
g
1
Var (ˆ) = Var ( t ) = 
g ( g − 1) j =1
(t j − t )2 .

Note that

1  g 
E Var ( t )  = E   (t j −  ) 2 − g ( t −  ) 2 
  g ( g − 1)
 j =1 
1  g 
=   Var (t j ) − g Var ( t ) 
g ( g − 1)  j =1 
1
= ( g 2 − g )Var ( t ) = Var ( t ).
g ( g − 1)
If the distribution of each estimator tj is symmetric about  , then the confidence interval of  can be
obtained by
g −1
1
P  Min(t1 , t2 ,..., t g )    Max(t1 , t2 ,..., t g )  = 1 −   .
2

Sampling Theory| Chapter 4 | Stratified Sampling | Shalabh, IIT Kanpur

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Implementation of interpenetrating subsamples in stratified sampling
Consider the set up of stratified sampling. Suppose that each stratum provides an independent
interpenetrating subsample. So based on each stratum, there are L independent interpenetrating
subsamples drawn according to the same sampling scheme.

Let Yˆij (tot ) be an unbiased estimator of the total of jth stratum based on the ith subsample ,

i = 1,2,...,L; j = 1,2,...,k.

An unbiased estimator of the jth stratum total is given by

1 J ˆ
Yj (tot ) =  Yij (tot )
ˆ
L i =1

and an unbiased estimator of the variance of Yˆj (tot ) is given by

L
1
Var (Yˆj (tot ) ) = 
L( L − 1) i =1
(Yˆij (tot ) − Yˆj (tot ) )2 .

Thus an unbiased estimator of population total Ytot is

k L k
1
Yˆtot = Yˆj (tot ) = Yˆij (tot ) .
j =1 k i =1 j =1
And an unbiased estimator of its variance is given by
k
Var (Yˆtot ) = Var (Yˆj (tot ) )
j =1
L k
1
= 
L( L − 1) i =1 j =1
(Yˆij (tot ) − Yˆj (tot ) )2 .

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Post Stratifications
Sometimes the stratum to which a unit belongs may be known after the field survey only. For example,
the age of persons, their educational qualifications, etc., can not be known in advance. In such cases,
we adopt the post-stratification procedure to increase the precision of the estimates.

Note: This topic is to be read after the next module on ratio method of estimation. Since it is related to
the stratification, so it is given here.

In post-stratification,
• draw a sample by simple random sampling from the population and carry out the survey.
• After the completion of the survey, stratify the sampling units to increase the precision of the
estimates.
Assume that the stratum size N i is fairly accurately known. Let

mi : number of sampling units from ith stratum, i = 1,2,...,k.

k

 m = n.
i =1
i

Note that mi is a random variable (and that is why we are not using the symbol ni as earlier).

Assume n is large enough or the stratification is such that the probability that some mi = 0 is negligibly

small. In case, mi = 0 for some strata, two or more strata can be combined to make the sample size

non-zero before evaluating the final estimates.

A post stratified estimator of the population mean Y is

1 k
y post =  Ni yi .
N i =1
Now
1  k 
E ( y post ) =E   N i E ( yi m1 , m2 ,..., mk ) 
N  i =1 
1  k 
= E   N iYi 
N  i =1 
=Y

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 Var ( y post ) = E Var ( y post m1 , m2 ,..., mk )  + Var  E ( y post m1 , m2 ,..., mk ) 
 k  1 1  
= E   wi2  −  Si2  + Var (Y )
 i =1  mi Ni  
k   1   1 
=  wi2  E   −    Si2 (Since Var (Y ) = 0).
i =1   mi   Ni  

 1  1
To find E   − , proceed as follows :
 mi  Ni
Consider the estimate of the ratio based on the ratio method of estimation as
n N

y
y j
Y
Y j

Rˆ = = j =1
n
, R= = j =1
N
.
x X
x X
j j
j =1 j =1

We know that
N − n RS X2 − S XY
E ( Rˆ ) − R = . .
Nn X2
1 if j th unit belongs to i th stratum
Let x j = 
0 otherwise

and
y j = 1 for all j = 1,2,...,N.

Then R, Rˆ and Sx2 reduces to

n

y j
n
Rˆ =
j =1
n
=
x
ni
j
j =1
N

Yj =1
j
N
R= N
=
X
Ni
j
j =1

1 N 2 2 1  N i2  1  Ni 2 
S =   X j − NX  =  Ni − N 2  =  Ni −
2

N − 1  j =1  N −1  N  N −1 
x
N 
1 N  1  N N
S xy =   X jY j − NXY  =  N i − i 2  = 0.
N − 1  j =1  N −1  N 

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Using these values in E( Rˆ ) − R, we have

n  N N ( N − n)( N − N i )
E ( Rˆ ) − R = E  − = .
 ni  Ni nN i2 ( N − 1)
Thus
1  1 N N ( N − n)( N − N i ) 1
E − = + −
 ni  Ni nN i n 2 N i2 ( N − 1) Ni
( N − n) N  N 1
= 1 + − .
n( N − 1) N i  N i n n 

Replacing mi in place of ni , we obtain

 1  1 ( N − n) N  N 1
E − = 1 + − 
 mi  Ni n( N − 1) Ni  Ni n n 
Now substitute this in the expression of Var ( y post ) as

k   1  1
Var ( y post ) =  wi2  E   −  Si2
i =1   mi  N i 
k  N −n N  N 1 
=  wi2 Si2  . 1 + − 
i =1  ( N − 1)n N i  nN i n  
N −n k 2 2  1  1 1 
= 
n( N − 1) i =1
wi Si  1 + − 
 wi  nwi n  
N −n k  1
= 2 
n ( N − 1) i =1
wi Si2  n − 1 + 
 wi 
N −n k
= 
n ( N − 1) i =1
2
(nwi + 1 − wi ) Si2

N −n k N −n k
=  i i n2 ( N − 1) 
n( N − 1) i =1
w S 2
+
i =1
(1 − wi ) Si2 .

Assuming N −1  N.
N −n n N −n n
V ( y post ) =
Nn i =1
 wi Si2 + 2  (1 − wi ) Si2
n N i =1
N −n n
= V prop ( yst ) +  (1 − wi )Si2 .
Nn 2 i =1

The second term is the contribution to the variance of y post due to mi ' s not being proportionately

distributed.

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Page 25
If Si2  Sw2 , say for all i, then the last term in the expression is

N −n k N −n 2 k

2   w = 1)
(1 − wi ) S w2 = S w (k − 1) (Since i
Nn i =1 Nn2 i =1

 k − 1  N − n  2
=   Sw
 n  Nn 
k −1
= Var ( yst ).
n
n
The increase in the variance over Varprop ( yst ) is small if the average sample size n = per stratum is
2
reasonably large.

Thus, a post-stratification with a large sample produces an estimator that is almost as precise as an
estimator in the stratified sampling with proportional allocation.

Sampling Theory| Chapter 4 | Stratified Sampling | Shalabh, IIT Kanpur

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