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]
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, are
Their 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.
Figure 1.
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 assigns different inclusion probabilities to different population units. Estimating an unweighted population summary generally requires accounting for these differences in the estimator.