Inclusion probability 2026-10-14
An inclusion probability is the probability that a particular unit belongs to the selected sample. For sample size in simple random sampling from labels it is . It differs from the selection probability at a particular draw position.
Simple random sampling Created 2026-10-07 Updated 2026-10-14
Here simple random sampling means a random unordered subset of exactly distinct labels from , with every size- subset equally likely. The sample size is fixed in advance, , and sampling without replacement prevents duplicate units. This is SRSWOR; some texts also use "simple random sampling" for independent uniform draws with replacement, which is a different design.[ref]
Chapter 2: Simple Random Sampling. Sampling Theory, Chapter 2, Simple Random Sampling, PDF pp. 1–4: replacement conventions and ordered versus unordered sample probabilities
Every label has inclusion probability , but equal inclusion probabilities alone are insufficient. For example, from six labels choose either or with probability . Each label is included with probability , yet eighteen of the twenty size-three subsets are impossible: this is a two-group cluster sampling design. Unequal probability sampling deliberately changes inclusion probabilities, often to improve precision for a particular estimand, and generally requires an appropriately weighted estimator rather than the plain sample mean.
Consider the original mathematical population with labelled values , and let . The fifteen equiprobable subsets, followed by their sample means, areTheir sample means sum to , giving expected value . Their squared deviations from sum to , giving variance . This is an enumeration over hypothetical selections from six stipulated numbers, not measured survey data.
All fifteen size-two subsets and all thirty-six ordered replacement outcomes from six labelled values
. Details. With independent uniform sampling with replacement, the ordered outcomes each have probability . The two orders and are distinct outcomes, and is now possible. Forgetting order does not make the resulting unordered multisets equiprobable: has probability but has probability . The thirty-six sample means still have expected value , but their squared deviations sum to , giving variance . Avoiding duplicate labels improves precision for this fixed population.
Unequal probability sampling 2026-10-14
Unequal probability sampling assigns different inclusion probabilities to different population units. Estimating an unweighted population summary generally requires accounting for these differences in the estimator.
