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H. F. Huddlesto, et al., “Optimal Sample Allocation to Strata Using Convex Programming,” Journal of the Royal Statistical Society. Series C, Vol. 19, No. 3, 1970, pp. 273-278.

has been cited by the following article:

• TITLE: Chebyshev Approximate Solution to Allocation Problem in Multiple Objective Surveys with Random Costs

  AUTHORS: Mohammed Faisal khan, Irfan Ali, Qazi Shoeb Ahmad

  KEYWORDS: Chance Constrained Programming, Multivariate Stratified Sampling, Optimum Allocation, Chebyshev Approximation

  JOURNAL NAME: American Journal of Computational Mathematics, Vol.1 No.4, December 9, 2011

  ABSTRACT: In this paper, we consider an allocation problem in multivariate surveys as a convex programming problem with non-linear objective functions and a single stochastic cost constraint. The stochastic constraint is converted into an equivalent deterministic one by using chance constrained programming. The resulting multi-objective convex programming problem is then solved by Chebyshev approximation technique. A numerical example is presented to illustrate the computational procedure.