Commun. Math. Stat.

DOI 10.1007/s40304-015-0069-7

An Efficient Class of Estimators for the Mean of a Finite

Population in Two-Phase Sampling Using
Multi-Auxiliary Variates
Gajendra K. Vishwakarma1 Manish Kumar1

Received: 9 June 2014 / Revised: 9 July 2015 / Accepted: 14 September 2015

School of Mathematical Sciences, University of Science and Technology of China and Springer-Verlag
Berlin Heidelberg 2015

Abstract This paper presents an efficient class of estimators for estimating the population mean of the variate under study in two-phase sampling using information
on several auxiliary variates. The expressions for bias and mean square error (MSE)
of the proposed class have been obtained using Taylor series method. In addition, the
minimum attainable MSE of the proposed class is obtained to the first order of approximation. The proposed class encompasses a wide range of estimators of the sampling
literature. Efficiency comparison has been made for demonstrating the performance
of the proposed class. An attempt has been made to find optimum sample sizes under
a known fixed cost function. Numerical illustrations are given in support of theoretical
findings.
Keywords

Auxiliary variate Study variate Two-phase sampling Bias MSE

Mathematics Subject Classification

62D05

1 Introduction
Information on auxiliary variates are widely utilized for obtaining precise estimator
of a population parameter such as the mean, the variance, or the distribution function
of a study variate. A great variety of techniques (i.e., ratio, product, regression, ratio-

Gajendra K. Vishwakarma
vishwagk@rediffmail.com
Manish Kumar
manishstats88@gmail.com

Department of Applied Mathematics, Indian School of Mines, Dhanbad, Jharkhand 826004, India

123

G. K. Vishwakarma, M. Kumar

cum-product, dual to ratio, dual to ratio-cum-product, etc.) have been developed in

sampling literature for the estimation of the population parameters.
The classical ratio method of estimation utilizes single auxiliary variate and gives
more efficient estimator than the usual unbiased estimator, provided that the variate
under study is highly positively correlated with the auxiliary variate. It is also quite
often observed that in large-scale sample surveys, the information on several auxiliary
variates can be fruitfully utilized at the design stage, at the estimation stage, or at
both stages to obtain improved designs and for achieving precise estimators of the
parameters under consideration.
Over the years, the ratio method of estimation has drawn attention of social
researchers and scientists due to its intuitive appeal, computational simplicity and
applicability to a general design. Moving along this direction, Olkin [8] made the
first attempt for developing multivariate ratio estimator of the population mean of the
study variate utilizing information on multi-auxiliary variates at the estimation stage.
Following the approach adopted by Olkin [8], several authors developed multivariate product, multivariate difference and multivariate regression estimators (see Singh
[15], Raj [9], Mukerjee et al. [7]).
As mentioned earlier, many authors dealt with the problem of estimating the mean
using auxiliary information. Hence, a wide range of estimators have been developed up
to now, adopting different approaches and techniques. Some of them, in the optimum
cases, are equivalent to the linear regression estimator, while others are not. Some
recent contributions towards this have been made by Diana and Tommasi [5], Diana
and Perri [4], Diana et al. [3], Vishwakarma and Gangele [21], Vishwakarma and
Kumar [22] and Vishwakarma et al. [23].
Utilizing prior information on parameters of auxiliary variates, Srivastava [17],
Srivastava and Jhajj [18] and Diana and Perri [4] have suggested classes of estimators
for estimating population mean Y of a study variate Y . However, in many practical
situations, the prior information on parameters of auxiliary variates are not available.
In that case, two-phase sampling technique is adopted. Taking into consideration the
two-phase sampling scheme, Dash and Mishra [2] suggested a class of estimators for
Y in the presence of two auxiliary variates.
Srivastava [17] suggested a class of estimators for Y using information on the
known means of p auxiliary variates X 1 , X 2 , . . . , X p in simple random sampling
without replacement (SRSWOR) as
yh = y h(u 1 , u 2 , . . . , u p ) = y h(u),

(1.1)

where u i = xi / X i , (i = 1, 2, . . . , p) , h() is a parametric function such that

h(e) = 1, and the function h satisfies certain regularity conditions. Also, e denotes
the column vector of p unit elements, y denotes the sample mean of Y , xi and X i
denote, respectively, the sample mean and population mean of auxiliary variate X i (i =
1, 2, . . . , p).
Srivastava and Jhajj [18] defined a class of estimators for Y using information on
the mean and variance of single auxiliary variate X as
yt = y t (u, v),

123

(1.2)

An Efficient Class of Estimators for the Mean of a Finite...

where u = x/
X , v = sx2 /Sx2 , t (, ) is a parametric function such that t (1, 1) = 1,
and the function t is continuous and bounded, with continuous and bounded first and
second partial derivatives in R.
Diana and Perri [4] developed a general class of estimators for Y using information
on means and variances of multi-auxiliary variates in SRSWOR as
yg = g( y , x , s) = g( y , x1 , x2 , . . . , x p , s12 , s22 , . . . , s 2p ),

(1.3)

S) = Y and satisfying certain

where g is a parametric function such that g(Y , X,
2
regularity conditions. Also, xi and si denote, respectively, the sample mean and sample
variance of X i (i = 1, 2, . . . , p).
Dash and Mishra [2] considered an improved class of estimators for Y using two
auxiliary variates X 1 and X 2 in two-phase sampling as

Ymc = h( y , x1 , x2 , x1 , x2 ),

(1.4)

where h is a function such that h(Y , X 1 , X 2 , X 1 , X 2 ) = Y and satisfies certain regularity conditions as given in Srivastava [17].
In this paper, an attempt is made to propose a general class of estimators for the finite
population mean of the study variate Y in two-phase sampling using information on
multi-auxiliary variates. The asymptotic expression for the mean square error (MSE)
of the proposed class is obtained along with its minimum attainable value. Some of the
estimators of the sampling literature are identified as members of the proposed class.
Efficiency comparison is made for judging the merit of the proposed class over the
usual unbiased estimator. In addition, the optimum sample sizes of the first-phase and
second-phase samples along with the optimum MSEs have been obtained for the proposed class and its members. Lastly, an empirical study is carried out for demonstrating
the magnitude of possible gain in efficiency, which is followed by Sect. 7.

2 Proposed Class of Estimators

Let vi = xi /xi , (i = 1, 2, . . . , p), where xi and xi denote, respectively, the sample
means of auxiliary variate X i based on the first-phase and second- phase samples. Also,
let v denote the column vector containing elements {v1 , v2 , . . . , v p }, and e denote the
column vector consisting of p unit elements.
Considering the approach adopted by Srivastava [17], we define a class of estimators
for the population mean Y under two-phase sampling as
ym = y m(v),

(2.1)

where the vector v assumes values in a bounded closed convex subset, R, of pdimensional real space containing the unit vector e. Also, the function m(v) of the
vector v satisfies the following conditions:
(i) It is continuous and bounded in R;

123

G. K. Vishwakarma, M. Kumar

(ii) Its first and second partial derivatives exist and are continuous and bounded in
R;
(iii) m(e) = 1.
Now expanding m(v) at the point v = e in a second-order Taylors series, we have
1
m(v) = m(e) + (v e) m (e) + (v e) m (v )(v e)
2
1  
 
m(v) = 1 + m (e) + m (v ),
2

or

(2.2)

where v = e + , (0 < < 1) and may depend on v , m (e) denotes the ( p 1)

column vector of first partial derivatives of m(v) at the point v = e , m (v ) denotes

the ( p p) matrix of second partial derivatives of m(v) at the point v = v , and
denotes the (1 p) row vector, which is given by


 = 1 2 . . . p ; i = vi 1 , (i = 1, 2, . . . , p).
Substituting (2.2) in (2.1), we have


1
ym = y 1 +  m (e) +  m (v ) .
2

(2.3)

To obtain the bias and MSE of the proposed class ym , we consider

x 
y
xi
1 , i = i 1 , (i = 1, 2, . . . , p).
1 , i =
Y
X i
X i
xi
Also, i = vi 1 =  1 = (i i )(1 + i )1 .
xi

0 =

Then, we have

E(0 ) = E(i ) = E(i ) = 0,

E(  ) = 0, E(02 ) = f 1 C02 ,
E(0  ) = ( f 1 f 2 )b = f 3 b ,

E(  ) = ( f 1 f 2 )A = f 3 A,

(2.4)







where f 1 = n1 N1 , f 2 = n1 N1 , f 3 = f 1 f 2 = n1 n1 .
C0 denotes the coefficient of variation of study variate Y , 0 denotes the (1 p) row
vector consisting of all zero elements, and b denotes the (1 p) row vector, which
is given by


b = b1 b2 . . . b p ; bi = 0i C0 Ci , (i = 1, 2, . . . , p).
Also, A denotes the ( p p) positive definite matrix and is given by
A = [ai j ] = [i j Ci C j ] , (i, j = 1, 2, . . . , p),

123

An Efficient Class of Estimators for the Mean of a Finite...

where Ci denotes the coefficient of variation of X i , 0i is the correlation coefficient

between Y and X i , and i j is the correlation coefficient between X i and X j (i = j).
Hence, the proposed class ym at (2.3) takes the following form:


1
ym = Y (1 + 0 ) 1 +  m (e) +  m (v )
2


1
1
or ym Y = Y 0 +  m (e) + 0  m (e) +  m (v ) + 0  m (v ) .
2
2
(2.5)
Taking expectation on both sides of (2.5) and using results in (2.4), we get the bias of
ym as
(2.6)
Bias( ym ) = O(n 1 ).
Again from (2.5), on neglecting higher order terms, we have


ym Y = Y 0 +  m (e) .

(2.7)

Squaring both sides of (2.7), taking expectation and using the results in (2.4), we
obtain the MSE of ym to the terms of order O(n 1 ) as





MSE( ym ) = Y 2 f 1 C02 + f 3 2b m (e) + m (e) Am (e) .

(2.8)

The MSE of ym at (2.8) is minimized for

m (e) = A1 b

(2.9)

and the minimum attainable MSE is given by





MSE( ym )min = Y 2 f 1 C02 f 3 b A1 b = Y 2 C02 f 1 f 3 R 2 ,

(2.10)

where R is the multiple correlation coefficient of Y on {X 1 , X 2 , . . . , X p }. Also, for

the minimum MSE obtained in (2.10), the asymptotic optimum estimator (AOE) in
the proposed class is denoted by ym(opt) .
Remark 2.1 If we consider a wider class of estimators for Y , say, y M = M( y , v),
where the function M satisfies M(Y , e) = Y and M0 (Y , e) = 1, M0 denoting the first
partial derivative of M with respect to y , then the minimum MSE of y M is equal to
(2.10) and is not reduced further.

3 Members of the Proposed Class

In the previous section, we defined a class of estimators ym for estimating the unknown
mean Y in two-phase sampling, under the assumption that the population means
X i , (i = 1, 2, . . . , p), of the p auxiliary variates are unknown.

123

G. K. Vishwakarma, M. Kumar
Table 1 Members of the class of estimators ym
Authors
Sukhatme [20]

Srivastava [16]
Singh and Vishwakarma [13]
Kumar and Bahl [6]

Singh and Vishwakarma [14]

Singh and Ruiz Espejo [12]

Singh and Choudhury [11]

Estimators
 
y Rd = y xx
 
y Pd = y xx
  
yds = y xx


Y Md = y xx ++xx

 
 
;
y D R = y xx  = y (1 + g) g x
x

x = (1 + g)x  g x ; g = n  nn
  
x
Y ReMd = y ex p xx
+ x


x 
Y PeMd = y ex p xx
+ x 
 

(d)
y R P = y k x + (1 k) xx

 x

y Pd R = y x + (1 ) xx 
x

 

= y xx + (1 ) (1 + g) g xx
;
x = (1 + g)x  g x ; g = n  nn

In sampling literature, several estimators have been suggested in two-phase sampling by following different approaches and techniques. Also, many of them can be
regarded as particular members of the proposed class ym . Any estimator, which is a
member of ym , is optimum if it attains the minimum MSE as given in (2.10).
In Table 1, some of the members of the proposed class have been listed. The
expressions for the MSE of these members are given to the terms of order O(n 1 ). It
has also been verified, with the help of an empirical study, that some of these members
do not attain the minimum variance bound (MVB) as that in (2.10) and hence are not
optimum.
In Table 1, , and k denote the scalars, which are suitably determined so as to
minimize the MSEs of the concerned estimators. Also, the expressions for the MSEs
of various estimators to the terms of order O(n 1 ) are given by

MSE( y Rd ) = Y 2 f 1 C02 +

MSE( y Pd ) = Y 2 f 1 C02 +

MSE( yds ) = Y 2 f 1 C02 +

MSE(Y Md ) = Y 2 f 1 C02 +


MSE( y D
f 1 C02 +
)
=
Y
R

123



f 3 C12 201 C0 C1 ,


f 3 C12 + 201 C0 C1 ,


f 3 2 C12 201 C0 C1 ,


1
,
f 3 F 2 C12 + 2F01 C0 C1 ; F =
1+


f 3 g 2 C12 2g01 C0 C1 ,

(3.1)
(3.2)
(3.3)
(3.4)
(3.5)

An Efficient Class of Estimators for the Mean of a Finite...


MSE(Y ReMd ) = Y 2 f 1 C02 +

MSE(Y PeMd ) = Y 2 f 1 C02 +

2 f 1 C02 +
MSE( y (d)
RP) = Y

MSE( y Pd R ) = Y 2 f 1 C02 +


1 2
C1 01 C0 C1 ,
(3.6)
4


1 2
(3.7)
C1 + 01 C0 C1 ,
f3
4


(3.8)
f 3 (1 2k)2 C12 + 2(1 2k)01 C0 C1 ,


f 3 2 C12 + 201 C0 C1 ; = (1 + g) g,
f3

(3.9)
where the term C1 denotes the coefficient of variation of X , and 01 denotes the
correlation coefficient between Y and X .
Furthermore, the minimum attainable MSEs of the estimators yds , Y Md , y (d)
R P and

y Pd R are given, respectively, by


MSE( yds )min = Y 2 C02 f 1

MSE(Y Md )min = Y 2 C02 f 1

(d)
MSE( y R P )min = Y 2 C02 f 1

MSE( y Pd R )min = Y 2 C02 f 1


2
,
f 3 01

2
,
f 3 01

2
,
f 3 01

2
.
f 3 01

(3.10)
(3.11)
(3.12)
(3.13)

4 Efficiency Comparison
The variance of the sample mean y in SRSWOR is
V ( y ) = f 1 Y 2 C02 .

(4.1)

For making efficiency comparison of the proposed class ym with the sample mean y ,
we have from (2.8) and (4.1),
(i) MSE( ym ) = V ( y ) if
m  (e) = 2A1 b .
(ii) MSE( ym ) < V ( y ) if
m  (e) = A1 b .

5 Optimum Values of n and n

In this section, we shall obtain the optimum sample sizes of the first-phase and secondphase samples such that the MSE of the proposed class ym is minimized for a specified
cost.

123

G. K. Vishwakarma, M. Kumar

Let c1 and c2 be the costs per unit associated with the first-phase and second-phase
samples, respectively. The total cost of the survey is, therefore, given by
c = c1 n  + c2 n .

(5.1)

The optimum values of n  and n that minimize the MSE of ym for fixed cost c c0 ,
are obtained by using the function as
= MSE( ym ) + (c1 n  + c2 n c0 ),

(5.2)

where is the Lagranges multiplier.

Now from (2.8), we have




MSE( ym ) = f 1 Y 2 C02 + f 3 Y 2 2b m (e) + m (e) Am (e)




= f 1 S02 f 3 Y 2 2b m (e) m (e) Am (e) ,




1
1
1
1
or MSE( ym ) =

 ,
S02
n
N
n
n

(5.3)




where S0 = Y C0 , and = Y 2 2b m (e) m (e) Am (e) .
Substituting (5.3) in (5.2), we have

=

1
1

n
N


S02

1
1

n
n

+ (c1 n + c2 n c0 ).

(5.4)

Differentiating (5.4) with respect to n and n, equating the results to zero, and using

(5.1), we obtain the optimum values of n and n as

c A
n =
,
c2 + c1 A
n
c
n= =
,
A
c2 + c1 A


where A =

(5.5)
(5.6)

c2
.
c1 (S02 )

Hence, substituting the values of n  and n from (5.5) and (5.6) in (5.3), the optimum
MSE of the proposed class ym is obtained as
MSE( ym )opt



 

c
(c2 + c1 A)
1
2
S0 1
.
1
=

c
N (c2 + c1 A)
A
(5.7)

Remark 5.1 On considering the minimum MSE of ym at (2.10), the optimum values
of n  and n for fixed cost c c0 are obtained on replacing A in (5.5) and (5.6) by A ,

123

An Efficient Class of Estimators for the Mean of a Finite...

Table 2 Optimum n  and n along with the optimum MSEs of various estimators for fixed cost c c0
Estimators

n

y
y Rd
y Pd
yds
Y Md
y D R
Y ReMd
Y PeMd
(d)

y R P
y Pd R

n
c
c2

c A
1
c2 + c1 A1

c A
2
c2 + c1 A2

c A
3
c2 + c1 A3

c A
4
c2 + c1 A4

c
c2 +c1 A1

c A5

c2 + c1 A5

c A
6
c2 + c1 A6

c A
7
c2 + c1 A7

c A
8
c2 + c1 A8

c A
9
c2 + c1 A9

c
c2 + c1 A5

c
c2 + c1 A2
c
c2 + c1 A3
c
c2 + c1 A4

c
c2 + c1 A6
c
c2 + c1 A7
c
c2 + c1 A8
c
c2 + c1 A9

where
A =

Optimum MSEs


c2
1
2
c N S0




 
(c2 + c1 A1 )
c
1
S02 1 1
1
c
N (c2 + c1 A1 )
A1



 

(c2 + c1 A2 )
c
1
S02 1 1
2
c
N (c2 + c1 A2 )
A2




 
(c2 + c1 A3 )
c
1
2

1
S0 1
3
c
N (c2 + c1 A3 )
A3



 

(c2 + c1 A4 )
c
1
S02 1 1
4
c
N (c2 + c1 A4 )
A4


 


(c2 + c1 A5 )
c
2 1 1
1

S
5
c
0
N (c2 + c1 A5 )
A5



 

(c2 + c1 A6 )
c
1
S02 1 1
6
c
N (c2 + c1 A6 )
A6




 
(c2 + c1 A7 )
c
1
S02 1 1
7
c
N (c2 + c1 A7 )
A7



 

(c2 + c1 A8 )
c
1
S02 1 1
8
c
N (c2 + c1 A8 )
A8




 
(c2 + c1 A9 )
c
1
S02 1 1
9
c
N (c2 + c1

A9 )

A9

c2
; = S02 R 2 ,
c1 (S02 )

and consequently, the optimum MSE in this situation is obtained as

MSE( ym )opt =

 



c
(c2 + c1 A )
1
.
1
S02 1

c
N (c2 + c1 A )
A

The optimum values of n  and n along with the optimum MSEs of various estimators
for fixed cost c c0 are listed in Table 2.
The notations used in Table 2 are as follows:
A1 =
A2 =
A3 =
A4 =
A5 =

c2 1
c1 (S02 1 )
c2 2
c1 (S02 2 )
c2 3
c1 (S02 3 )
c2 4
c1 (S02 4 )
c2 5
c1 (S02 5 )



; 1 = Y 2 C12 + 201 C0 C1 ,


; 2 = Y 2 C12 201 C0 C1 ,


; 3 = Y 2 2 C12 + 201 C0 C1 ,


; 4 = Y 2 F 2 C12 2F01 C0 C1 ,


; 5 = Y 2 g 2 C12 + 2g01 C0 C1 ,

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G. K. Vishwakarma, M. Kumar

c2 6
c1 (S02 6 )
c2 7
A7 =
c1 (S02 7 )
c2 8
A8 =
c1 (S02 8 )
c2 9
A9 =
c1 (S02 9 )

A6 =



1
; 6 = Y 2 C12 + 01 C0 C1 ,
4


1
; 7 = Y 2 C12 01 C0 C1 ,
4


; 8 = Y 2 (1 2k)2 C12 2(1 2k)01 C0 C1 ,


; 9 = Y 2 2 C12 201 C0 C1 .

6 Empirical Study
To examine the merits of the proposed class ym , three natural population datasets
have been considered. The description of the populations and the values of various
parameters are given as follows:
Population ISource: Cochran [1]
Y : Number of placebo children,
X 1 : Number of paralytic polio cases in the placebo group,
X 2 : Number of paralytic polio cases in the not inoculated group,
N = 34, n  = 15, n = 10, Y = 4.92, X 1 = 2.59, X 2 = 2.91, 01 = 0.7326,
02 = 0.6430, 12 = 0.6837, C02 = 1.0248, C12 = 1.5175, C22 = 1.1492 .
Population IISource: Srivnstava et al. [19]
Y : The measurement of weight of children,
X 1 : Mid arm circumference of children,
X 2 : Skull circumference of children,
N = 55, n  = 30, n = 18, Y = 17.08, X 1 = 16.92, X 2 = 50.44, 01 = 0.54,
02 = 0.51, 12 = 0.08, C02 = 0.0161, C12 = 0.0049, C22 = 0.0007.
Population IIISource: Sahoo and Swain [10]
Y : Yield of rice per plant,
X 1 : Number of tillers,
X 2 : Percentage of sterility,
N = 50, n  = 30, n = 15, Y = 12.842, X 1 = 9.04, X 2 = 18.77, 01 =
0.7133,
02 = 0.2509, 12 = 0.0224, C0 = 0.3957, C1 = 0.2627, C2 = 0.0970.
The MSEs along with the percent relative efficiencies (PREs) of various estimators of
Y have been computed and findings are presented in Table 3. The PREs are obtained
for various suggested estimators of Y with respect to the usual unbiased estimator y
using the formula:
PRE(, y ) =

V ( y )
100,
MSE()

(d)

, Y

where = y , y Rd , y Pd , yds , Y Md , y D
ReMd , Y PeMd , y R P , y Pd R , ym(opt) .
R

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An Efficient Class of Estimators for the Mean of a Finite...

Table 3 MSEs and PREs of various estimators of Y
Estimator

Auxiliary

Population I

variates used

MSE

PRE

MSE

Population II
PRE

MSE

Population III

1.75106

100.00

0.175537

100.00

1.20505

100.00

y Rd

X1

1.50119

116.65

0.145116

120.96

0.769203

156.66
*

PRE

X2

1.55225

112.81

0.157876

111.19

y Pd

X2

1.15089

104.71

yds

X1

1.30727

133.95

0.145102

120.98

0.767102

157.09

X2

1.40919

124.26

0.148389

118.29

Y Md
y D R
Y ReMd
Y PeMd
(d)
y R P

y Pd R
ym(opt)

X1

1.30727

133.95

0.145102

120.98

0.767102

157.09

X2

1.40919

124.26

0.148389

118.29

1.15086

104.71

X1

3.7002

47.32

0.15373

114.19

0.769203

156.66

X2

3.20798

54.58

0.152449

115.14

X1

1.32002

132.66

0.152385

115.19

0.892283

135.05

X2

1.41984

123.33

0.165572

106.02

X2

1.16504

103.43
157.09

X1

1.30727

133.95

0.145102

120.98

0.767102

X2

1.40919

124.26

0.148389

118.29

1.15086

104.71

X1

1.30727

133.95

0.145102

120.98

0.767102

157.09

X2

1.40919

124.26

0.148389

118.29

1.15086

104.71

X1

1.30727

133.95

0.145102

120.98

0.767102

157.09

X2

1.40919

124.26

0.148389

118.29

1.15086

104.71

X 1 and X 2

1.27591

137.24

0.112954

155.41

0.705765

170.74

Bold values indicate the maximum PRE

* Data are not applicable

From Table 3, it is observed that:

(d)
(i) Among the members of proposed class ym , the performances of yds , Y Md , y R P ,

and y Pd R are same, and are equal to that of the AOE ym(opt) . Hence, these members
are better than the other members and also the usual unbiased estimator y as well.
(ii) In all the three populations, the proposed class ym(opt) , based on two auxiliary
variates, exhibits better performances over the usual unbiased estimator y and the
other estimators, which are based on single auxiliary variates.

7 Discussion and Conclusion

In this paper, we have proposed a generalized class of estimators for the mean of
a study variate by utilizing information on the means of several auxiliary variates
under the two-phase sampling scheme. The proposed class can also be viewed as a
generalization over the class of estimators suggested by Dash and Mishra [2].
For specific choices of the parametric function m(v) in (2.1), several estimators
could be developed. Some of the available estimators are listed in Table 1. Among

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the estimators in Table 1, it has been established theoretically as well as empirically

that the estimators suggested by Srivastava [16], Singh and Vishwakarma [13], Singh
and Ruiz Espejo [12] and Singh and Choudhury [11] attain the MVB and hence are
optimum, while the others are not.
It follows from Table 3 that the performance of ym(opt) , based on two auxiliary
variates, is better as compared to the other estimators based on single auxiliary variates.
Thus, the more the auxiliary variates used, the more efficient are the estimators. The
efficiency of any estimator also depends on the correlation between the study and
auxiliary variates. The more highly (i.e., positively high or negatively high) correlated
the study and auxiliary variates, the more precise are the estimators.
Hence, in the present work, an attempt has been made to illustrate how the problem
of estimating the mean of a study variate can be treated in a unified framework by
defining a class of estimators based on the means of several auxiliary variates. This
work could also be extended further through the utilization of information on the
variances of multi-auxiliary variates.
Moreover, the optimum sample sizes of the first-phase and second- phase samples
have been derived for various suggested estimators of Y under a specified cost function.
In addition, the expressions for the optimum MSEs have been obtained for the specified
cost.
Acknowledgments The authors are thankful to the editor-in-chief Prof. Zhi-Ming Ma and the anonymous
reviewer for their valuable suggestions that led to the improvement of the original article in the present
form.

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