 Joint inclusion probability

A joint inclusion probability is the probability that two specified population units both belong to a random sample $S$:For the same unit twice, ${\pi }_{ii}={\pi }_i$, where ${\pi }_i$ is its inclusion probability. For distinct units, ${\pi }_{ij}$ is generally not ${\pi }_i{\pi }_j$: selection can make their inclusion indicators dependent. These probabilities describe the sampling procedure, rather than a relationship between the measured values of the two units.^[ref]

For simple random sampling of $n$ distinct labels from $N>1$ labels, counting subsets containing both $i$ and $j$ giveswith value zero if $n<2$. Since ${\pi }_i=n/N$,For $N=4,n=2$, each unit has inclusion probability $1/2$, but a particular pair has joint inclusion probability $1/6$. Conditional on including one member, the other is included with probability $(1/6)/(1/2)=1/3$, not $1/2$.

Equal individual inclusion probabilities do not determine these pair probabilities. A different procedure that chooses only $\{1,2\}$ or $\{3,4\}$, each with probability $1/2$, still includes each unit with probability $1/2$. Yet ${\pi }_{12}=1/2$ and ${\pi }_{13}=0$. Thus two procedures can agree on individual representation while producing different dependence and different precision for a population summary. The distinction motivates keeping pair information when calculating the variance of weighted survey estimators; the classical general treatment is due to D. G. Horvitz and D. J. Thompson.^[ref]