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I'm currently trying to learn how to calculate the Horwitz - Thompson estimator for population variances. Using this formula

$$ \hat{V}ar(\hat{\tau}_\pi)=\sum\limits_{i=1}^v \left( \dfrac{1-\pi_i}{\pi^2_i} \right) y^2_i + \sum\limits_{i=1}^v \sum\limits_{j\neq i} \left( \dfrac{\pi_{ij}-\pi_i \pi_j}{\pi_i \pi_j}\right)\dfrac{1}{\pi_{ij}} y_i y_j $$

from the Penn State STAT-506 page, I tried setting up the equation and inputting the provided probabilities and values. However, I was unable to calculate the correct answer. I did notice though if I multiplied the second section $$..+ \sum\limits_{i=1}^v \sum\limits_{j\neq i} \left( \dfrac{\pi_{ij}-\pi_i \pi_j}{\pi_i \pi_j}\right)\dfrac{1}{\pi_{ij}} y_i y_j $$ of the equation by 2 in this way

$$ \hat{V}ar(\hat{\tau}_\pi)=\sum\limits_{i=1}^v \left( \dfrac{1-\pi_i}{\pi^2_i} \right) y^2_i + 2[\sum\limits_{i=1}^v \sum\limits_{j\neq i} \left( \dfrac{\pi_{ij}-\pi_i \pi_j}{\pi_i \pi_j}\right)\dfrac{1}{\pi_{ij}} y_i y_j] $$

I was able to calculate the correct answer.

I'm new to reading these kinds of statistical formulas so I'm wondering is there a term in the initial equation that is telling me it needs to be multiplied by 2? Or am I misreading the equation entirely.

Thanks for all any help


As per Whubers question, here is an example of my calculations:

$\pi_i$= Probability of inclusion of ith sampling unit. $p_1$ = 0.01, $p_2$ = 0.05, $p_3$ = 0.02

$\pi_{ij}$ = Probability of inlclusion of ith sampling unit given the jth sampling unit has been chosen.

$\pi_{12}$ = 0.00565, $\pi_{13}$ = 0.00229, $\pi_{23}$ = 0.01115

$y_i$ = size of the ith sampling unit. $y_1$ = 14 , $y_2$ = 50 , $y_3$ = 25

So for my first set of pairwise calculations ( samples 1 & 2), my calculation was as follows:

$\frac{0.00565 - 0.0394(0.1855)}{0.0394(0.1855)}(\frac{1}{0.00565})(14)(50)$

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    $\begingroup$ Could you give a small example of your calculation? I wonder whether you might be reading "$j\ne i$" as if it were "$j \lt i.$" $\endgroup$
    – whuber
    Commented Feb 8, 2022 at 19:19
  • $\begingroup$ How are the $p_i$ related to the $\pi_i$? What happened to the summations in your calculation?? $\endgroup$
    – whuber
    Commented Feb 9, 2022 at 15:09

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