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U.S. Department of Energy
Office of Scientific and Technical Information

Sampling proportional to random size

Conference ·
OSTI ID:6175467
Let X/sub 1/, X/sub 2/,...,X/sub N/ be N nonnegative i.i.d. random variables. Let Y/sub 1/ = X/sub ..cap alpha../ with probability X/sub ..cap alpha../(X/sub 1/ + ... + X/sub N/), ..cap alpha.. = 1,2...N. This is referred to as the first realization when sampling with probability proportional to size. Next Y/sub 1/ is deleted from X/sub 1/,X/sub 2/,...,X/sub N/ and other observation, Y/sub 2/, is made similarly. It is of interest to find the distributional properties of the sequence Y/sub 1/,Y/sub 2/,...,Y/sub n/ (n less than or equal to N). These properties are used by E. Barouch and G.M. Kaufman in order to estimate recoverable oil resources. The distributional properties of (Y/sub 1/,Y/sub 2/,...Y/sub n/) are presented for the case when X/sub ..cap alpha../ has a general distribution, and specialized for the case when X/sub ..cap alpha../ has a gamma distribution. The distributional properties of Y/sub n/ are also obtained given the immediate past y/sub n-1/; these results supplement the distributional properties of Y/sub n/ given y/sub 1/,y/sub 2/,...,y/sub n-1/.
Research Organization:
Union Carbide Corp., Oak Ridge, TN (USA). Computer Sciences Div.; Tennessee Technological Univ., Cookeville (USA). Dept. of Mathematics
DOE Contract Number:
W-7405-ENG-26
OSTI ID:
6175467
Report Number(s):
CONF-790729-1
Country of Publication:
United States
Language:
English