Stratified sampling

In statistics, stratified sampling is a method of sampling from a population.

In statistical surveys, when subpopulations within an overall population vary, it is advantageous to sample each subpopulation (stratum) independently. Stratification is the process of dividing members of the population into homogeneous subgroups before sampling. The strata should be mutually exclusive: every element in the population must be assigned to only one stratum. The strata should also be collectively exhaustive: no population element can be excluded. Then simple random sampling or systematic sampling is applied within each stratum. This often improves the representativeness of the sample by reducing sampling error. It can produce a weighted mean that has less variability than the arithmetic mean of a simple random sample of the population.

In computational statistics, stratified sampling is a method of variance reduction when Monte Carlo methods are used to estimate population statistics from a known population.

Assume that we need to estimate average number of votes for each candidate in an election. Assume that country has 3 towns: Town A has 1 million factory workers, Town B has 2 million office workers and Town C has 3 million retirees. We can choose to get a random sample of size 60 over entire population but there is some chance that the random sample turns out to be not well balanced across these towns and hence is biased causing a significant error in estimation. Instead if we choose to take a random sample of 10, 20 and 30 from Town A, B and C respectively then we can produce a smaller error in estimation for the same total size of sample.

Stratified sampling ensures that at least one observation is picked from each of the strata, even if probability of it being selected is close to 0. Hence the statistical properties of the population may not be preserved if there are thin strata. A rule of thumb that is used to ensure this is that the population should consist of no more than six strata, but depending on special cases the rule can change - for example if there are 100 strata each with 1 million observations, it is perfectly fine to do a 10% stratified sampling on them.

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