D. G. Horvitz coauthored the 1952 paper that generalized finite-population sampling without replacement to unequal selection probabilities. The joint work with D. J. Thompson provides the foundation for 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, Journal of the American Statistical Association 47, pp. 663–685
The central idea is to compensate for unequal chances of inclusion. For fixed population values and positive inclusion probabilities , write a total estimate asUsing an inclusion indicator gives , so . Unbiasedness follows from the design probabilities rather than from assuming that the sampled values are an independent realization of a population model.[ref]
Unequal Probability Sampling in Penn State STAT 506. Lesson 3, inverse-inclusion-probability total estimation
For an illustrative population , select exactly one unit with probabilities . The total estimate is or , respectively, with expected value , the true total. The less frequently selected unit receives the larger multiplier. This example explains how a sampling design can deliberately favor some units without forcing an unweighted analysis to be correct.
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