A sampling design specifies a probability distribution over the possible samples from a defined population:For sampling distinct labelled units, is a subset of the population. The design includes the selection mechanism, not merely the final sample size. A procedure with repeated draws can instead require a distribution over ordered sequences; the resulting inclusion probabilities concern whether a label appears at least once.
The design determines inclusion probabilities and joint inclusion probabilities throughThese connect the physical sampling procedure to the Horvitz-Thompson estimator and its sampling variance.[ref]
A Generalization of Sampling Without Replacement From a Finite Universe by D. G. Horvitz and D. J. Thompson. 1952, general unequal-probability sampling without replacement
An original comparison uses four fixed values and selects two units. Under simple random sampling, every one of the six pairs has probability . Each , so the Horvitz-Thompson estimator is twice the selected sum. It takes values with probabilities . Its expected value is the true finite population total , and its variance isA second design chooses only or , each with probability . It has the same sample size and the same individual inclusion probabilities, but the estimator is now or , giving variance . Pair selection matters even when individual representation agrees.
A third design chooses uniformly among the four pairs containing one label from each of those two groups. Its total estimate is always for this particular population. This illustrates the potential gain from stratified sampling when groups correspond to relevant variation, not a claim that the third design dominates for every possible population. A reproducible design records the eligible labels and actual random selection rule before interpreting the observed sample.
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