# Stratification as a Device for Variance Reduction

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Stratification is a commonly used device for variance reduction in statistical estimation problems. A judicious choice of the strata may lead to substantial reductions in the variance of the estimator. In this Demonstration, the estimation of the mean of a truncated gamma distribution with parameters [2, 5], adequately normalized, is considered.

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Contributed by: Tomas Garza (July 2008)

Open content licensed under CC BY-NC-SA

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"Stratification as a Device for Variance Reduction"

http://demonstrations.wolfram.com/StratificationAsADeviceForVarianceReduction/

Wolfram Demonstrations Project

Published: July 29 2008