D. J. Thompson coauthored the 1952 general treatment of sampling without replacement from a finite population with unequal selection probabilities. The paper with D. G. Horvitz is the source of the Horvitz-Thompson estimator.[ref]
A Generalization of Sampling Without Replacement From a Finite Universe by D. G. Horvitz and D. J. Thompson. Original byline and publisher abstract, pp. 663–685
The contribution separates unbiased total estimation from assumptions of independent selection. If is an inclusion indicator, then , while pair products satisfy . Consequently, for fixed population values,This identity makes joint inclusion probabilities essential to a variance calculation, even though the expectation of the total estimate only needs the individual inclusion probabilities.
For an illustrative population , sample one unit uniformly. Each selected value is multiplied by , so the total estimate is always and its variance is zero. The individual random contributions are nevertheless variable: their covariance cancels their variances because they cannot both be selected. Ignoring that sampling dependence would give the wrong precision. The example shows why design-based estimation concerns the whole selection mechanism, not just a set of multipliers.
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