English

Estimation of relative risk, odds ratio and their logarithms with guaranteed accuracy and controlled sample size ratio

Methodology 2026-04-06 v4 Statistics Theory Statistics Theory

Abstract

Given two populations from which independent binary observations are taken with parameters p1p_1 and p2p_2 respectively, estimators are proposed for the relative risk p1/p2p_1/p_2, the odds ratio p1(1p2)/(p2(1p1))p_1(1-p_2)/(p_2(1-p_1)) and their logarithms. The sampling strategy used by the estimators is based on two-stage sequential sampling applied to each population, where the sample sizes of the second stage depend on the results observed in the first stage. The estimators guarantee that the relative mean-square error, or the mean-square error for the logarithmic versions, is less than a target value for any p1,p2(0,1)p_1, p_2 \in (0,1), and the ratio of average sample sizes from the two populations is close to a prescribed value. The estimators can also be used with group sampling, whereby samples are taken in batches of fixed size from the two populations simultaneously, each batch containing samples from the two populations. The efficiency of the estimators with respect to the Cram\'er-Rao bound is good, and in particular it is close to 11 for small values of the target error.

Keywords

Cite

@article{arxiv.2503.04876,
  title  = {Estimation of relative risk, odds ratio and their logarithms with guaranteed accuracy and controlled sample size ratio},
  author = {Luis Mendo},
  journal= {arXiv preprint arXiv:2503.04876},
  year   = {2026}
}

Comments

47 pages, 19 figures