Approximate Weights
Tukey, John W.
Ann. Math. Statist., Tome 19 (1948) no. 4, p. 91-92 / Harvested from Project Euclid
The greatest fractional increase in variance when a weighted mean is calculated with approximate weights is, quite closely, the square of the largest fractional error in an individual weight. The average increase will be about one-half this amount. The use of weights accurate to two significant figures, or even to the nearest number of the form: 10, 11, 12, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 24, 26, 28, 30, 32, 34, 36, 38, 40, 42, 44, 46, 48, 50, 55, 60, 65, 70, 75, 80, 85, 90, or 95, that is to say, of the form $10(1)20(20)50(5) 100 \times 10^r$ can thus reduce efficiency by at most $\frac{1}{4}$ percent, which is negligible in almost all applications.
Publié le : 1948-03-14
Classification: 
@article{1177730297,
     author = {Tukey, John W.},
     title = {Approximate Weights},
     journal = {Ann. Math. Statist.},
     volume = {19},
     number = {4},
     year = {1948},
     pages = { 91-92},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177730297}
}
Tukey, John W. Approximate Weights. Ann. Math. Statist., Tome 19 (1948) no. 4, pp.  91-92. http://gdmltest.u-ga.fr/item/1177730297/