Subsampling the output of a Gibbs sampler in a non-systematic fashion can improve the efficiency of marginal estimators if the subsampling strategy is tied to the actual updates made. We illustrate this point by example, approximation, and asymptotics. The results hold both for random-scan and...

We develop an unbiased estimator of the variance of a population based on a ranked set sample. We show that this new estimator is better than estimating the variance based on a simple random sample and more efficient than the estimator based on a ranked set sample proposed by Stokes. Also, a...