Sampling survey is an important branch of applied statistics and very popular in practice.In this paper three problems are discussed. First,some technique of multivariate sampling is studied and theories of multivariate sampling with unequal probabilities and multivariate two-stage sampling are established.Second,a numerical study is carried out to compare the method of regression estimation with a single auxiliary index with the method of regression estimation with multivariate auxiliary indexes.The obtained result shows that the method of regression estimation with multivariate auxiliary indexes may improve precision of estimation . Third , the comparison of efficiency about three kinds of estimators is discussed when same auxiliary index is used in these estimators. These estimators include PPS estimator under PPS sampling and ratio estimators under simple random sampling with replacement and PPS sampling.
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