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For a sampling design \((\mathfrak{U}, \mathfrak{S}, P)\), the Horvitz-Thompson estimator for population total is given by :

  • A.\(\frac{1}{N} \sum_{i=1}^{N} \frac{y_{i} T_{i}}{\pi_{i}}\)
  • B.\(\sum_{i=1}^{N} \frac{y_{i} T_{i}}{\pi_{i}}\)
  • C.\(\frac{N}{n} \sum_{i=1}^{N} \frac{y_{i}}{\pi_{i}}\)
  • D.\(\sum_{i=1}^{N} \frac{y_{i}}{N\pi_{i}}\)

Answer: B

The Horvitz-Thompson estimator of the population total is \(\sum_{i=1}^{N} \frac{y_{i} T_{i}}{\pi_{i}}\).

Here \(T_{i}\) is the indicator that unit i is in the sample and \(\pi_{i} = P(T_{i} = 1)\) its inclusion probability. Each sampled value is weighted by \(\frac{1}{\pi_{i}}\), and since \(E(T_{i}) = \pi_{i}\),

\[ \begin{aligned} E\left(\sum_{i=1}^{N} \frac{y_{i} T_{i}}{\pi_{i}}\right) &= \sum_{i=1}^{N} y_{i} \\ &= Y \end{aligned} \]

so the estimator is unbiased for the total.

Dividing by N (option A) estimates the mean instead. Options C and D drop the indicator \(T_{i}\), so they sum over every unit of the population, sampled or not, which is not a statistic.

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