Sampling Theory

MODULE VII
LECTURE - 23
VARYING PROBABILITY
SAMPLING

DR. SHALABH
DEPARTMENT OF MATHEMATICS AND STATISTICS
INDIAN INSTITUTE OF TECHNOLOGY KANPUR

1
The simple random sampling scheme provides a random sample where every unit in the population has equal probability

of selection. Under certain circumstances, more efficient estimators are obtained by assigning unequal probabilities of

selection to the units in the population. This type of sampling is known as varying probability sampling scheme.

If y is the variable under study and x is an auxiliary variable related to y, then in the most commonly used varying

probability scheme, the units are selected with probability proportional to the value of x, called as size. This is termed as

probability proportional to a given measure of size (pps) sampling. If the sampling units vary considerably in size,

then SRS does not take into account the possible importance of the larger units in the population. A large unit, i.e., a unit

with large value of y contributes more to the population total than smaller units, so it is natural to expect that a selection

scheme which assigns more probability of inclusion in a sample to larger units than to smaller units would provide more

efficient estimators than the estimators based on equal probability scheme. This is accomplished through pps sampling.

Note that the size considered is the value of auxiliary variable x and not the value of study variable y. For example in an

agriculture survey, the yield depends on the area under cultivation. So bigger areas are likely to have larger population and

they will contribute more towards the population total, so the value of the area can be considered as the size of auxiliary

variable. Also, the cultivated area for a previous period can also be taken as the size while estimating the yield of crop.

Similarly, in an industrial survey, the number of workers in a factory can be considered as the measure of size while

studying the industrial output from the respective factory.

2
Difference between the methods of SRS and varying probability scheme:

In SRS, the probability of drawing a specified unit at any given draw is the same. In varying probability scheme, the

probability of drawing a specified unit differs from draw to draw.

It appears in pps sampling that such procedure would give biased estimators as the larger units are over-represented

and the smaller units are under-represented in the sample. This will happen in case of sample mean as an estimator

of population mean where all the units are given equal weight. Instead of giving equal weights to all the units, if the

sample observations are suitably weighted at the estimation stage by taking the probabilities of selection into account,

then it is possible to obtain unbiased estimators.

In pps sampling, there are two possibilities to draw the sample, i.e., with replacement and without replacement.

Selection of units with replacement:

The probability of selection of a unit will not change and the probability of selecting a specified unit is same at any

stage. There is no redistribution of the probabilities after a draw.

Selection of units without replacement:

The probability of selection of a unit will change at any stage and the probabilities are redistributed after each draw.

PPS+WOR is more complex than PPS + WR . We consider both the cases separately.

3
PPS sampling with replacement (WR):

First we discuss the two methods to draw a sample with PPS and WR.

1. Cumulative total method:

The procedure of selection of a simple random sample of size n consists of

 associating the natural numbers from 1 to N units in the population and

 then selecting those n units whose serial numbers correspond to a set of n numbers where each number is

less than or equal to N drawn from a random number table.

In selection of a sample with varying probabilities, the procedure is to associate with each unit a set of consecutive

natural numbers, the size of the set being proportional to desired probability.

If x1 , x2 ,..., xN are the positive integers proportional to the probabilities assigned to the N units in the population, then

a possible way to associate the cumulative totals of the units. Then the units are selected based on the values of

cumulative totals. This is illustrated in the following table:

4
Units Size Cumulative sizes

1 X1 T1 = X 1

Select a random • If Ti −1 ≤ R ≤ Ti , then ith

2 X2 T=
2 X1 + X 2
number R between unit is selected with
Xi

   1 and TN by using

random number
probability T ,

i = 1,2,…, N.
N

i −1
i −1 X i −1 Ti −1 = ∑ X j table.
j =1

i • Repeat the procedure

i Xi Ti = ∑ X j
j =1 n times to get a

  
sample of size n.

N
TN = ∑ X i
N
N X N = ∑ Xi
j =1 j =1

5
In this case, the probability of selection of ith unit is

Ti − Ti −1 X i
=Pi =
TN TN
⇒ Pi ∝ X i .

Note that TN is the population total which remains constant.

Drawback:

This procedure involves writing down the successive cumulative totals. This is time consuming and tedious if the
number of units in the population is large.

This problem is overcome in the Lahiri’s method.

6
Lahiri’s method:

Let M = Max X i , i.e., maximum of the sizes of N units in the population or some convenient number greater than
i =1,2,..., N
M.

The sampling procedure has following steps:

1. Select a pair of random number (i, j) such that 1 ≤ i ≤ N , 1 ≤ j ≤ M .

2. If j ≤ X i , then ith unit is selected otherwise rejected and another pair of random number is chosen.

3. To get a sample of size n, this procedure is repeated till n units are selected.

Now we see how this method ensures that the probabilities of selection of units are varying and are proportional to
size.

Probability of selection of ith unit at a trial depends on two possible outcomes

• either it is selected at the first draw

• or in subsequent draws preceded by ineffective draws. Such probability is given by

P(1 ≤ i ≤ N ) P(1 ≤ j ≤ M / i )
1 Xi
= =. Pi * , say.
N M
1 N
 Xi 
Probability that no unit is selected at a=
trial
N
∑ 1 − M 
i =1

1  NX 
= N − M 
N  
X
=−
1 =Q , say.

7
M
Probability that unit i is selected at a draw (all other previous draws result is non selection of unit i)

=Pi * + QPi * + Q 2 Pi * + ...

Pi *
=
1− Q
X i / NM Xi Xi
= = = ∝ Xi.
X /M NX X total

Thus the probability of selection of unit i is proportional to the size Xi. So this method generates a pps sample.

Advantages:

1. It does not require writing down all cumulative totals for each unit.

2. Sizes of all the units need not be known before hand. We need only some number greater than the maximum size
and the sizes of those units which are selected by the choice of the first set of random numbers 1 to N for drawing
sample under this scheme.

Disadvantages:

It results in wastage of time and efforts if units get rejected.

X
The probability of rejection = 1 − .
M
M
The expected numbers of draws required to draw one unit = .
X
This number is large if M is much larger than X .

8
Example: Consider following data set of 10 number of workers in the factory and its output.

Factory Number of Industrial Cumulative total of sizes

no. workers production
(X) (in metric tons) (Y)
(in thousands)
1 2 30 T1 = 2

2 5 60 T2 = 2 + 5 = 7

3 10 12 T3 = 2 + 5 + 10 = 17

4 4 6 T4 = 17 + 4 = 21

5 7 8 T5 = 21 + 7 = 28

6 12 13 T6 = 28 + 12 = 30

7 3 4 T7 = 30 + 3 = 33

8 14 17 T8 = 33 + 14 = 47

9 11 13 T9 = 47 + 11 = 58

10 6 8 T10 = 58 + 6 = 64

9
Selection of sample using cumulative total method:
1. First Draw: Draw a random number between 1 and 64.
- Suppose it is 23
- T4 < 23 < T5
- Unit Y is selected and Y5 = 8 enters in the sample..
2. Second Draw:

• Draw a random number between 1 and 64

• Suppose it is 38

• T7 < 38 < T8

• Unit 8 is selected and Y8 = 17 enters in the sample and so on.

• This procedure is repeated till the sample of required size is obtained.

Selection of sample using Lahiri’s Method

In this case
=M =
Max X i 14
i =1,2,...,10

So we need to select a pair of random number (i, j) such that 1 ≤ i ≤ 10, 1 ≤ j ≤ 14.
Following table shows the sample obtained by Lahiri’s scheme:

10
Random Random Observation Selection of
number number unit
1 ≤ i ≤ 10 1 ≤ j ≤ 14

3 7 j =7 < X 3 =10 trial selected ( y3 )

6 13 j =13 > X 6 =12 trial rejected

4 7 j =7 > X 4 =4 trial rejected

2 9 j=9 > X2 =5 trial rejected

9 2 j =2 < X 9 =11 trial accepted ( y9 )

and so on. Here ( y3 , y9 ) are selected into sample.

11
 Sampling Theory
MODULE VII
LECTURE - 24
VARYING PROBABILITY
SAMPLING

DR. SHALABH
DEPARTMENT OF MATHEMATICS AND STATISTICS
INDIAN INSTITUTE OF TECHNOLOGY KANPUR

1
Varying probability scheme with replacement:

Estimation of population mean

Let

y : variable under study

Yi : value of study variable y for the ith unit of the population, i = 1,2,…,N.

xi : value of auxiliary variable x for the ith unit.

Pi : probability of selection of ith unit in the population at any given draw.

Define
yi
=zi = , i 1, 2,..., N .
NPi

Under varying probability scheme and with replacement, for a sample of size n,

1 n
z = ∑ zi
n i =1
σ z2
2
N
 Y 
is an unbiased estimator of population mean Y , variance of z is
n
=
where σ ∑ 2
z Pi  i − Y  and an
i =1  NPi 
unbiased estimate of variance of z is

sz2 1 n
= ∑
n n − 1 i =1
( zi − z ) 2 .

2
Proof:
1 n  yi 
E(z ) = ∑ E  
n i =1  NPi 

1 n  Y1 Y Y 
= ∑ 
n i =1  NP1
P1 + 2 P2 + ... + N PN 
NP2 NPN 

1 n
= ∑Y
n i =1

=Y.
The variance of z is
n
1
Var ( z ) =
n2
Var ( ∑
i =1
zi )

n
1
= 2
n
∑Var ( z )
i =1
i ( zi' s are independent in WR case)

n
1
∑ E [ z − E ( z )]
2
= i i
n2 i =1

n
1
=
n2
∑ E(z − Y )
i =1
i
2

1 n Y 
2
 Y2 
2
 YN 
2

= 2 ∑  1

i =1  NP1
− Y  P1 +  − Y )  P2 + ... +  − Y  PN 

n
   NP2   NPN 

1 N  Yi  
2

= ∑  − Y  Pi 
n i =1  NPi  

σ z2
= .

3
n
 2
To show that
s z is an unbiased estimator of variance of z , consider
n
 n 
(n − 1) E ( sz2 ) = E  ∑ ( zi − z ) 2 
 i =1 
 n 2 
= E  ∑ zi − nz 2 
 i =1 
 n 
=  ∑ E ( zi2 ) − nE ( z ) 2 
 i =1 
n
= ∑ Var ( z ) + {E ( z )}  − n Var ( z ) + {E ( z )} 
2 2
i i
i =1

 2

( )  
n N
Y
= ∑ σ z2 + Y 2 ) − n( n + Y 2
σ z2
) ∑  i − Y  P=
 using Var ( zi= σ 2

 i 1  NPi 
i z

i 1=
 
= (n − 1)σ z2
E ( sz2 ) = σ z2
 s 2  σ z2
or E  z=  = Var ( z )
  n
n

s 2
1  n  y 2 
 ∑ 
⇒ Var ( z ) ==  − nz  .
z i 2

n n(n − 1)  i =1  NPi  

1
Note: If Pi = , then z = y ,
N  
2

1 1 N  Yi  σ y2
=
Var ( z ) ∑ =
n N i =1  N . 1
−Y 
n
which is the same as in case of SRSWR.


4
 N 
Estimation of population total:

An estimate of population total is

1 n  yi 
=Ytot =
ˆ ∑  N z.
n i =1  Pi 
Taking expectation, we get

1 n  Y1 Y2 YN 
= ˆ
E (Ytot ) ∑ 
n i =1  P1
P1 +
P2
P2 + ... + P
PN 
N

N
= ∑=
Y
i =1
i Ytot .

Thus Yˆtot is an unbiased estimator of population total.

The variance of Yˆtot is

Var (Yˆtot ) = N 2Var ( z )
2
1 N 1 Y 
= N ∑ 2  i − NY  Pi 2

n i =1 N  Pi 
2
1 N  Yi 
= ∑  − Ytot  Pi
n i =1  Pi 
1  N Yi 2 
=  ∑
n  i =1 Pi 2
− Ytot2  .


 sz2
An estimate of the variance of ˆ
Ytot is Var (Yˆ
tot ) = N .
n

5
Varying probability scheme without replacement

In varying probability scheme without replacement, when initial probabilities of selection are unequal, the probability
of drawing a specified unit of the population at a given draw changes with the draw. Generally, the sampling WOR
provides a more efficient estimator than sampling WR. The estimators for population mean and variance are more
complicated. So this scheme is not commonly used in practice, especially in large scale sample surveys with small
sampling fractions.

Let Ui : ith unit,

Pi : Probability of selection of Ui at first draw, i = 1,2,…N
N

∑ P =1
i =1
i

Pi ( r ) : Probability of selecting Ui at rth draw

Pi (1) = Pi .

6
Consider
Pi (2) = Probability of selection of Ui at 2nd draw.

Such an event can occur in following possible ways:

- U1 is selected at 1st draw and U i is selected at 2nd draw

- U 2 is selected at 1st draw and U i is selected at 2nd draw

- U i -1 is selected at 1st draw and U i is selected at 2nd draw
- U i +1 is selected at 1st draw and U i is selected at 2nd draw

- U N is selected at 1st draw and U i is selected at 2nd draw.

So Pi (2) can be expressed as

Pi P Pi Pi Pi
=
Pi (2) P1 + P2 i + ... + Pi −1 + Pi +1 + ... + PN
1 − P1 1 − P2 1 − Pi −1 1 + Pi +1 1 − PN
N
Pi
= ∑
j ( ≠i ) =
1
Pj
1 − Pj
N
Pi P P
= ∑
j ( ≠i )=
1
Pj
1 − Pj
+ Pi i − Pi i
1 − Pi 1 − Pi
N
Pi Pi
= ∑ P 1− P
j =1
j − Pi
1 − Pi
j

 N Pj P 
= Pi  ∑ − i 
 j =1 1 − Pj 1 − Pi 

7
 1
Pi (2) ≠ Pi (1) for all i unless Pi = .
N
y 
Pi (2) will in general be different for each i = 1,2,…,N. So E  i  will change with successive draws. This makes
y1  i 
P
the varying probability scheme WOR more complex. Only will provide an unbiased estimator of Y . In general,
NP1
yi
(i ≠ 1) will not provide an unbiased estimator of Y .
NPi

Ordered estimates

To overcome the difficulty of changing expectation with each draw, associate a new variate with each draw such that its
expectation is equal to the population value of the variate under study. Such estimators take into account the order of
the draw. They are called ordered estimates. The order of the value obtained at previous draw will affect the
unbiasedness of population mean.

We consider the ordered estimators proposed by Des Raj, first for the case of two draws and then generalize the
result.

8
Des Raj ordered estimator

Case 1: Case of two draws:

Let y1 and y2 denote the values of units U1 and U2 drawn at first and second draw respectively. Note that y1 and y2
are not the values of first two units in the population. Further, let P1 and P2 denote the initial probabilities of selection of
U1 and U2 respectively.

Consider the estimators

y1
z1 =
NP1

1  y2 
=z2  1
y + 
N  P2 / (1 − P1 ) 

1  (1 − P1 ) 
=  y1 + y2 
N  P2 
z1 + z2
z= .
2
P2
Note that is the probability P (U 2 | U1 ).
1 − P1

9
Estimation of population mean:

First we show that z is an unbiased estimator of Y .

E ( z ) =.Y
N
Note that ∑ P = 1.
i =1
i

Consider
1  y1 
E ( z1 ) = E 
N  P1 

1  Y1 Y2 YN 
=  P1 + P2 + ... + PN 
N  P1 P2 PN 

=Y

1  (1 − P1 ) 
=
E ( z2 ) E  y1 + y2 
N  P2 

1   (1 − P1 )  
=  E ( y1 ) + E  E  y2 U1   (Using E (Y ) =
E X [ EY (Y / X )].
N    P2  
P2
Since y2 can take all possible values except y1 with probability .
1 − P1
So  (1 − P1 )   y j (1 − P1 ) Pj 
E  y2 U1  = ∑  . 
 P2  
j  P j 1 − P1 
where the summation is taken over all the values of y except the value y1 which is selected at the first stage. So
 (1 − P1 ) 

10
E  y2 U1=
 Ytot − y1
 P2 
Substituting it in E ( z2 ), we have

1
E ( z2=
) [ E ( y1 ) + E (Ytot − y1 )]
N
1
= E (Ytot )
N
Ytot
=
N
=Y.

E ( z1 ) + E ( z2 )
Thus E ( z ) =
2
Y +Y
=
2
=Y.

11
 Sampling Theory
MODULE VII
LECTURE - 25
VARYING PROBABILITY
SAMPLING

DR. SHALABH
DEPARTMENT OF MATHEMATICS AND STATISTICS
INDIAN INSTITUTE OF TECHNOLOGY KANPUR

1
Variance:

The variance of z for the case of two draws is given as

 1 N 2   1 N  Yi  
2 2
1 N 2  Yi 
1 − 2 ∑ Pi   2 N 2 ∑ Pi  P − Ytot   − 4 N 2 ∑ Pi  P − Ytot  .
Var ( z ) =
=  i 1=   i 1  i  
= i 1  i 

Proof: Before starting the proof, we note the following property

N N  N 
∑ aib j
= ∑ a ∑ b
i j − bi 
=
i≠ j 1 =i 1 =j 1  
which is used in the proof.
The variance of z is

= ( z ) E ( z 2 ) − [ E ( z )]
2
Var
2
 1  y1 y2 (1 − P1 ) 
= E  + y1 +  − Y
2

 2 N  P1 P2 
2
1  y (1 + P1 ) y2 (1 − P1 ) 
= 2
E 1 +  −Y
2

4N  P1 P2 
↓ ↓
nature of nature of
variable variable
depends depends
only on upon1st and
1st draw 2nd draw

2
 1  N  Yi (1 + Pi ) Y j (1 − Pi )  PP 
2

= ∑  + 
i j
 −Y 2
4 N  i ≠ j =1  Pi  1 − Pi 
2
Pj


1  N  Y 2 (1 + P ) 2 PP Y j2 (1 − Pi ) 2 PP (1 − Pi 2 ) PP
i j 

∑  + +  − Y
i i i j i j 2
= 2YY
1 − Pi 1 − Pi 1 − Pi 
i j
4N 2  i ≠ j =1  Pi 2
Pj 2
PPi j

1  N  Y 2 (1 + P ) 2 Pj Y j2 (1 − Pi ) 2 Pi  
∑  + + 2YY +  −Y .
2

i i
= (1 P )
1 − Pi 1 − Pi
i j i
4N 2  i ≠ j =1  Pi Pj  

Using the property

N N N 
∑ aib j
= ∑ ai  ∑ b j − bi  , we can write
=
i≠ j 1 =i 1 = j 1 

1  N Yi 2 (1 + Pi ) 2  N  N  N Y j Yi 
2 2 N N

2 ∑ ∑ j i  ∑ i i ∑  ∑ i i ∑ Y j − Yi )] − Y
Var ( z ) P − P + P (1 − P ) − + 2 Y (1 + P )( 2

= Pi (1 − Pi )  j 1 =
4 N  i 1 =  i1=  j 1 Pj = Pi  i 1 =j 1

1  N Yi 2  N Y j Yi  
N 2 2 N N

2 ∑ ∑ i ∑  ∑ i i ∑ j
= (1 + Pi
2
+ 2 Pi ) + Pi (1 − P ) − + 2 Y (1 + P )( Y − Yi  −Y
) 2

=4 N  i 1 Pi =i 1 =  j 1 Pj = Pi  i 1 =j 1 

1  N Yi 2 N 2 N N N Y2 N N N
Yi 2
=  ∑ + ∑ Yi Pi + 2∑ Yi + ∑ Pi ∑ − ∑ Yi − ∑ Pi ∑
2 j 2 2

4 N 2=
 i 1 Pi =i 1 i =1 =i 1 =j 1 Pj =i 1 =i 1 =j 1 Pj

N N N N N N
+ ∑ PY
i i + 2∑ Yi ∑ Y j − 2∑ Yi Pi + 2∑ Yi Pi ∑ Y j − 2∑ Yi ] − Y
2 2 2 2

i ==
i 1 j 1 =i 1 =i=
1 j 1 =i 1

1  N Yi 2 N 2 N Y j 
2 N N
= 2  2 ∑ − ∑ Pi ∑ − ∑ Yi
2
+ 2Y 2
tot + 2Ytot ∑ i i  − Y
Y P 2

3
4N
=  i 1 Pi i=
=1 Pj i 1
j 1= =i 1 
  1 N 2  1  N Yi 2 2 2  1 N 2 N
2 2
= 2 1 − ∑ Pi  2 ∑
−Ytot + Ytot  − 2 ∑ i
Y − 2Y 2
tot − 2Ytot ∑ Yi Pi + 4 N Y 
=  2 i 1=  4 N  i 1 Pi =  4N  i 1 =i 1 
2
 1 N 2  1 N  Yi  1 N N
 1 N 2 1
= 2 ∑ i  2 N 2 ∑ i  P tot  4 N 2 ∑ i
− − − − tot ∑ i i − + + 1 − 2 ∑ Pi  2 N 2 Ytot
2 2 2 2
1 P P Y ( Y 2Y Y P 2Ytot 4Ytot )
= i 1=  i 1  i =i 1 =i 1  i =1 
2
 1 N 2  1 N  Yi  1 N N
=1 − 2 ∑ Pi  2 N 2 ∑ Pi  P − Ytot  − 4 N 2 (∑ Yi − 2Ytot ∑ Yi Pi + 2Ytot − 2Ytot + ∑ Pi Ytot )
2 2 2 2 2

= i 1=  i 1  i =i 1 =i 1 i

2
 1 N 2  1 N  Yi 
∑ (Y − 2YtotYi Pi + Pi 2Ytot2 )
N
1
1 2 ∑ Pi  2 N 2 ∑ Pi  P − Ytot  − 4 N 2
=− 2
i

= i 1=  i 1  i  i =1

2 2
1  1 N 2  N  Yi  1 N 2  Yi 
=
2 N 2  =
1 − ∑ i  ∑
P Pi − Ytot  − ∑ i
P
N 2 i 1  Pi
− Ytot 
2 i 1= i 1  Pi  4= 
2 2 2
1 N  Yi  1 N 2 N  Yi  1 N 2  Yi 
= ∑ Pi
2 i 1  NPi
− Y  − 2 ∑ i ∑
P − Ytot  − 2 ∑ i 
P − Ytot  .
=  4N=i 1 =i 1  Pi  4N=i 1  Pi 
↓ ↓

variance of WR reduction of variance

case for n = 2 in WR with varying probability

4
Estimation of Var ( z )

=
Var ( z ) E ( z 2 ) − ( E ( z )) 2
= E(z 2 ) − Y 2 .
Since
E ( z1 z2 ) = E [ z1 E ( z2 / u1 ) ]

= E  z1Y 

= YE ( z1 )
= Y 2.
Consider
E  z 2 − z1 z2  = E ( z 2 ) − E ( z1 z2 )

= E(z 2 ) − Y 2
= Var ( z )
 (z ) =
⇒ Var z 2 − z1 z2 is an unbiased estimator of Var ( z )

5
Alternative form of estimate of Var ( z )
 ( z=
Var ) z 2 − z1 z2

z +z 
2

=  1 2  − z1 z2
 2 
( z1 − z2 ) 2
=
4
2
1  y1 y1 y2 1 − P1 
=  NP − N − N P 
4  1 2 

2
1  y1 y2 (1 − P1 ) 
= (1 − P1 ) P − 
4N 2  1 P2 
2
(1 − P1 ) 2  y1 y2 
=  −  .
4 N 2  P1 P2 

6
Case 2: General case

Let (u1 , u2 ,..., ur ,..., un ) be the units selected in the order in which they are drawn in n draws and let ( y1 , y2 ,.., yr ,..., yn )
and ( P1 , P2 ,..., Pr ,..., Pn ) be the corresponding y-values and initial probabilities of selection.

Further, let y1
Z1 =
NP1

1  yr 
=
Zr  y1 + y 2 + ... + y r −1 + (1 − P1 − ... − Pr −1 )  for=
r 2,3,..., n.
N  Pr 

1 n
Consider z = ∑ zr asan estimator of population mean.
n r =1
Then
1 n
E(z ) = ∑ E ( zr )
n r =1
1 n
= ∑Y
n r =1
=Y .
Thus z is an unbiased estimator for population mean Y .

7
 Estimation of variance

The estimate of Var ( z ) is

 ( z=
Var ) z 2 − z1 z2
. which is an unbiased estimate or Var ( z ).

= ( z ) E ( z 2 ) − [ E ( z )]
2
Proof : Var

= E ( z )2 − Y 2 .
Consider
E ( z1 z2 ) = E [ z1 E ( z2 / u1 ) ]

= E  z1Y 

= YE ( z1 )

= Y 2.
Substituting Y 2 = E ( z1 z2 ) in Var ( z ), we have

=
Var ( z ) E ( z )2 − Y 2
= E ( z 2 ) − E ( z1 z2 )
= E ( z 2 − z1 z2 ).
Thus
 ( z=
Var ) z 2 − z1 z2
is an unbiased estimator of Var ( z ) .

8
This can be further simplified as

 ( z=
Var ) z 2 − z1 z2

z +z 
2

=  1 2  − z1 z2
 2 
z −z 
2

= 1 2 
 2 
2
1  y1 y1 y2 1 − P1 
=  − − 
4  NP1 N N P2 
2
1  y1 y2 (1 − P1 ) 
=  (1 − P1 ) − 
4N 2  P1 P2 
2
(1 − P1 ) 2  y1 y2 
=  −  .
4 N 2  P1 P2 

9
Case 2: General case for n draws:

Let y1 , y2 ,..., yn be the values of the units in the order in which they are drawn and P1 , P2 ,..., Pn be thus respective
initial probabilities. Define
y1
z1 =
NP1

1  yr 
=
zr  y1 + y2 + ... + yr −1 + (1 − P1 − P2 − ... − Pr −1 )  ; =
r 2,3,..., n
N  Pr 
1 n
z= ∑ zi .
n i =1

Estimation of population mean

The estimator z is an unbiased estimator of Y .

E ( z1 ) = Y (already shown earlier)

1
E ( zr ) = E [ ( zr | y1 , y2 ,..., yr −1 )]
N
yi
Note that takes all values except those which were selected in the previous draws with corresponding probabilities
Pi
Pr .
1 − P1 − P2 − ... − Pr −1

10
 yr
E ( zr | y1 , y2 ,..., yr −1=
) E[ y1 + y2 + ... + yr −1 + (1 − P1 − ... − Pr −1 )]
Pr
Pr (1 − P1 − ... − Pr −1 ) E[Ytot − ( y1 + y2 + ... + yr −1 )]
= E[( y1 + y2 + ... + yr −1 ) + .
Pr (1 − P1 − ... − Pr −1 )
= E (Ytot )
= Ytot

1
E ( zr ) = E (Ytot )
N
=Y

1 n
E(z ) = ∑ E ( zi )
n i =1
1
= nY
n
=Y.

The expression for variance of z in general case is complex but its estimate is simple.

11
Estimate of variance:

=
Var (z ) E(z 2 ) − Y 2

Consider for r < s,

E ( zr zs ) = E [ zr E ( zs / y1 , y2 ,..., ys −1 ) ]

= E  zrY 

= YE ( zr )
=Y2
because for r < s, zr will not contribute
and similarly for s < r , zs will not contribute in the expectation.
Further, for s < r,
E ( zr zs ) = E [ zs E ( zr / y1 , y2 ,..., yr −1 ) ]

= E  zsY 

= YE ( zs )
= Y 2.
Consider,
 1 n n  1 n n
E
−
∑ ∑ z r s
z =
−
∑ ∑ E ( zr z s )
 n ( n 1) r ( ≠ s )= 1 s = 1  n ( n 1) r ( ≠ s )= 1 s = 1

1
= n(n − 1)Y 2
n(n − 1)

12
= Y 2.
Substituting Y 2 in Var ( z ), we get
2
Var ( z ) = E ( z 2 ) − Y

 1 n n

= E(z ) − E  2
∑ ∑ E ( zr zs ) 
 n( n − 1) r ( ≠ s )= 1 s = 1 
n n
(z ) = 1
⇒Var z2 − ∑ ∑ zr zs .
n( n − 1) r ( ≠ s )= 1 s = 1
2
 n  n n n
Using  ∑ = zr  ∑ zr2 + ∑ ∑z z r s
 r= 1  r= 1 r ( ≠ s )= 1 s = 1

n n n
⇒ ∑ ∑ zr zs =
r ( ≠ s )= 1 s = 1
n 2 z 2 − ∑ zr2 ,
r =1

 ( z ) can be further simplified as

the expression of Var

 (z ) = 1  2 2 n 2
Var z2 − n z − ∑ zr 
n(n − 1)  r =1 
1  n 2 
=  ∑
n(n − 1)  r =1
zr − nz 2 

n
1
= ∑
n(n − 1) r =1
( zr − z ) 2 .

13
 Sampling Theory
MODULE VII
LECTURE - 26
VARYING PROBABILITY
SAMPLING

DR. SHALABH
DEPARTMENT OF MATHEMATICS AND STATISTICS
INDIAN INSTITUTE OF TECHNOLOGY KANPUR

1
Unordered estimator:
In ordered estimator, the order in which the units are drawn is considered. Corresponding to any ordered estimator,
there exist an unordered estimator which does not depend on the order in which the units are drawn and has
smaller variance than the ordered estimator.

N
In case of sampling WOR from a population of size N, there are   unordered sample(s) of size n.
n
Corresponding to any unordered sample(s) of size n units, there are n! ordered samples.

For example, for n = 2 if the units are u1 and u2 , then

• there are 2! ordered samples - (u1 , u2 ) and (u2 , u1 )
• there is one unordered sample (u1 , u2 ).

Moreover,
 Probability of unordered   Probability of ordered   Probability of ordered 
 =   + .
 sample (u1 , u2 )   sample (u1 , u 2 )   sample (u2 , u 1 ) 

For n = 3, there are three units u1 , u2 , u3 and

- there are following 3! = 6 ordered samples -
(u1 , u2 , u3 ), (u1 , u3 , u2 ), (u2 , u1 , u3 ), (u2 , u3 , u1 ), (u3 , u1 , u2 ), (u3 , u2 , u1 ).

- there is one unordered sample (u1 , u2 , u3 ).

Moreover,
Probability of unorderedsample   
= Sum of probability of ordered sample, i.e.
P (u1 , u2 , u3 ) + P (u1 , u3 , u2 ) + P (u2 , u1 , u3 ) + P (u2 , u3 , u1 ) + P(u3 , u1 , u2 ) + P(u3 , u2 , u1 ).

2
 N
Let=
zsi , s 1, 2,..,= 2,..., n !( M ) be an estimator of population parameter θ based on ordered sample si
  , i 1,=
 n 
Consider a scheme of selection in which the probability of selecting the ordered sample ( si ) is psi .

The probability of getting the unordered sample(s) is the sum of the probabilities, i.e.,
M
ps = ∑ psi .
i =1

For a population of size N with units denoted 1, 2,…, , the samples of size n are n - tuples. In the nth draw, the
sample space will consist of N ( N − 1)...( N − n + 1) unordered sample points.

1
psio [selection of any ordered sample]
P=
N ( N − 1)...( N − n + 1)
n!
psiu P [ selection of any unordered
= sample ] = n ! P [ selection of any ordered sample ]
N ( N − 1)...( N − n + 1)

then

M ( = n !)
n !( N − n )! 1
=ps ∑ psio
=
i =1
=
N! N
.
n
 

3
Theorem:
N M
θˆ0 z=
= si , s 1, 2,...,  = ; i 1, 2,...,= θˆu
M ( n !) and= ∑z si psi' are the ordered and unordered
 
n i =1

estimators of θ , then

(i ) E (θˆu ) = E (θˆ0 )
(ii ) Var (θˆu ) ≤ Var (θˆ0 )
where zsi is a function of si th ordered sample (hence a random variable) and ps i
is the probability of selection of si th
psi
ordered sample and psi =
'
.
ps

N
Proof: Total number of ordered sample = n ! 
n
N
 
n M
(i ) E (θˆ0 ) = ∑∑ zsi psi
=s 1 =i 1

N
 
M
n

E (θu ) = ∑  ∑ zsi psi'  ps
ˆ
i1
=s 1 = 
 p 
= ∑  ∑ zsi si  ps
s  i ps 

= ∑∑ zsi psi
s i

= E (θˆ0 )

4
 N
(ii) Since θˆ0 = zsi , so θˆ02 = zsi2 with probability
= psi , i 1,=
2,..., M , s 1, 2,...,  
2 n
M M
 
Similarly, θˆu
= '
si si
=i 1 =i 1
2
u ∑=
z p , so θˆ  ∑ zsi psi'  with probability
 
ps

Consider
2
(θˆ0 ) E (θˆ02 ) −  E (θˆ0 ) 
Var=

∑∑ z
2
= 2
si psi −  E (θˆ0 ) 
s i
2
(θˆu ) E (θˆu2 ) −  E (θˆu ) 
Var=
2
 
= ∑  ∑ zsi psi'  ps −  E (θˆ0 ) 
2

s  i 
2
 
Var (θˆ0 ) − Var (θˆ=
u) ∑∑
s i
z psi − ∑  ∑ zsi psi'  ps
s  i
2
si

2
    
= ∑∑ z psi + ∑  ∑ zsi psi'  ps − 2∑  ∑ zsi psi'   ∑ zsi psi'  ps
2
si
s i s  i  s  i  i 
 
2
'     '   
= ∑s ∑i si si  ∑i si si   ∑i si   ∑i si si   ∑i si si  ps 
 z 2
p + z p p − 2 z p z p
 
  
2

'   
=∑  ∑  zsi psi +  ∑ zsi psi  psi − 2  ∑ zsi psi'  zsi psi 
2

s  i   i   i  
 
 
= ∑∑
s
( zsi − ∑ zsi psi ) psi  ≥ 0
i  i
' 2


⇒ V (θˆ ) − V (θˆ ) ≥ 0
0 u

or V (θˆu ) ≤ V (θˆ0 )

5
Estimate of Var (θˆu )

Since
 
Var (θˆ0 ) − Var (θˆu )=
s i
∑∑ ( z − ∑ z
si
i
psi' ) 2 psi 
si

 (θˆ ) = (θˆ ) −  
Var u Var 0 ∑∑
s

i 
( z si − ∑i
z si p ' 2
si ) p si 

 (θˆ ) − p ' ( 
= ∑
p ' Var
i
si 0 ∑i
z − z p ' )2 .
si si ∑ i
si si

Based on this result, now we use the ordered estimators to construct an unordered estimator. It follows from this
theorem that the unordered estimator will be more efficient than the corresponding ordered estimators.

6
 Murthy’s unordered estimator corresponding to Des Raj’s ordered
estimator for the sample size n
Suppose yi and y j are the values of units ui and u j selected in first and second draws respectively with varying
probability and WOR in a sample of size 2 and let Pi and Pj be the corresponding initial probabilities of selection.
So now we have two ordered estimates corresponding to the ordered samples

s1* = ( yi , y j ) with (ui , u j )

s2* = ( y j , yi ) with (u j , ui )
which are given as

1  yi yj 
z (=
s1* ) (1 + Pi ) + (1 − Pi ) 
2 N  Pi Pj 

where the corresponding Des Raj estimator is given by

1  yi y j (1 − Pi ) 
 yi + + 
2N  Pi Pj 
and

1  yj yi 
z (=
s2* ) (1 + Pj ) + (1 − Pj ) 
2N  Pj Pi 

where the corresponding Des Raj estimator is given by

1  y j yi (1 − Pj ) 
yj + + .
2N  P j Pi 

7
 * *
The probabilities corresponding to z ( s1 ) and z ( s2 ) are

PP
p( s1* ) = i j

1 − Pi
Pj Pi
p( s2* ) =
1 − Pj

=
p( s ) p ( s1* ) + p ( s2* )

i j (2 − Pi − Pj )
PP
=
(1 − Pi )(1 − Pj )

1 − Pj
p '( s1* ) =
2 − Pi − Pj
1 − Pi
p '( s2* ) = .
2 − Pi − Pj

8
 Murthy’s unordered estimate z (u ) corresponding to the Des Raj’s ordered estimate is given as

=z (u ) z ( s1* ) p '( s1 ) + z ( s2* ) p '( s2 )

z ( s1* ) p ( s1* ) + z ( s2* ) p ( s2* )
=
p ( s1* ) + p ( s2* )
 1  yi y j   PP
i j 
  1  yj yi  Pj Pi 
  (1 + P ) + (1 − P )    +   (1 + P ) + (1 − P )   
Pj   1 − Pi    2 N  Pi  1 − Pj
i i j j
 2N  Pi Pj  
=
PP PP
i j
+ j i
1 − Pi 1 − Pj

1   y y j   yj y 
 (1 + Pi ) i + (1 − Pi )  (1 − Pj ) + (1 + Pj ) + (1 − Pj ) i  (1 − Pi ) 
2N   Pi Pj   Pi Pi  
=
(1 − Pj ) + (1 − Pi )

1  
(1 − Pj ) {(1 + Pi ) + (1 − Pi )} + (1 − Pi ) {(1 − Pj ) + (1 + Pj }
yi yj
2 N  Pi Pj 
=
2 − Pi − Pj

yi y
(1 − Pj ) + (1 − Pi ) j
Pi Pj
= .
N (2 − Pi − Pj )

9
Unbiasedness:
  y y j   PP PP 
 (1 − Pj ) i + (1 − Pi )   + i j 
i j

  Pi Pj  1 − Pi 1 − Pj 
E [ z (u ) ] = ∑ 
1
N i< j 2 − Pi − Pj
  y y j   PP P P 
 (1 − Pj ) i + (1 − Pi )   + j i 
i j

  Pi Pj  1 − Pi 1 − Pj 
2∑ 
1
=
2 N i< j 2 − Pi − Pj
  y y j   PP P P 
 (1 − Pj ) i + (1 − Pi )   + j i 
i j

1   Pi Pj  1 − Pi 1 − Pj 
= ∑
2 N i≠ j 2 − Pi − Pj

1   yi y j   PP 
= ∑   (1 − Pj ) + (1 − Pi ) 
−
i j

−

2N 
i≠ j  Pi P  
j  (1 Pi )(1 P )
j 
1  yi Pj y j Pi 
= ∑ 1 − P + 1 − P 
2N i≠ j  i j 
N N
N 
Using result= ∑ ai b j ∑ ai ∑ b j − bi , we have
= i≠ j 1 =i 1 = j 1 
1   N yi N   N y N 
= E [ z (u ) ]  ∑ (∑ Pj − Pi )  + ∑ j (∑ Pi −Pj ) 
= 1 − Pi j 1
2 N   i 1 = = 1 − Pj i 1
  j 1 = 
1   N yi  N yj 
= ∑ (1 − Pi +∑
) (1 − Pj ) 
= 1 − Pi
2 N   i 1 =  j 1 1 − Pj 
1 N N
 Y +Y
= ∑ yi + ∑ =
yi 
N  i 1 =i 1 
2= 2

10
=Y.
 Variance: The variance of z (u ) can be found as
2
1 N (1 − Pi − Pj )(1 − Pi )(1 − Pj )  Yi Y j  PP
i j (2 − Pi − Pj )
Var [ z (u ) ] ∑  − 
2 i ≠ j =1 N 2 (2 − Pi − Pj )  P P  (1 − P )(1 − P )
 i j  i j

2
1 N PP 
i j (1 − Pi − Pj ) Yi Yj 
= ∑  − .
2 i ≠ j =1 N 2 (2 − Pi − Pj )  Pi Pj 

Using the theorem that Var (θˆu ) ≤ Var (θˆ0 ) we get

Var [ z (u ) ] ≤ Var  z ( s1* ) 

and Var [ z (u ) ] ≤ Var  z ( s2* )  .

Unbiased estimator of Var [ z (u ) ]

An unbiased estimator of Var [ z (u ) ] is

2

= [ z (u ) ] (1 − Pi − Pj )(1 − Pi )(1 − Pj )  yi − y j  .
Var
N 2 (2 − Pi − Pj ) 2 P P 
 i j 

11
 Sampling Theory
MODULE VII
LECTURE - 27
VARYING PROBABILITY
SAMPLING

DR. SHALABH
DEPARTMENT OF MATHEMATICS AND STATISTICS
INDIAN INSTITUTE OF TECHNOLOGY KANPUR

1
 Horvitz Thompson (HT) estimator of population mean
The unordered estimates have limited applicability as they lack simplicity and expressions for estimators and their
variance becomes unmanageable when sample size is even moderately large. The HT estimate is simple than
other estimators. Let N be the population size and yi , (i = 1, 2,..., N ) be the value of characteristic under study
and a sample of size n is drawn by WOR using arbitrary probability of selection at each draw.
Thus prior to each succeeding draw, there is defined a new probability distribution for the units available at that
draw. The probability distribution at each draw may or may not depend upon the initial probability at the first draw.

Define a random variable α i (i = 1, 2,.., N ) as

1 if Yi is included in a sample of size n


αi = 

0 otherwise.
nyi
=
Let zi = , i 1...N assuming E (α i ) > 0 for all i.
NE (α i )

The HT estimator of Y is
1 n
zn Yˆ=
= HT ∑ zi
n i =1
1 N
= ∑ α i zi .
n i =1

2
Unbiasedness
1 N
E (YˆHT ) = ∑ E ( ziαi )
n i =1
1 N
= ∑ zi E (αi )
n i =1
1 N nyi
= ∑ E (αi )
n i =1 NE (αi )
1 N nyi
= = ∑
n i =1 N
Y

which shows that HT estimator is an unbiased estimator of population mean.

Variance
V (YˆHT ) = V ( zn )

= E ( zn2) − [ E ( zn ) ]
2

= E ( zn2) − Y 2 .
Consider
2
1 N 
E ( z ) = 2 E  ∑ αi zi 
n
2

n  i =1 
1 N 2 2 N N

= 2
E ∑ i 1
α z + ∑ ∑ αiα j zi z j 
n  i= 1 i ( ≠ j )= 1 j = 1 
1 N 2 N N

= 2  ∑ zi E (αi ) + ∑ ∑ zi z j E (αiα j )  .
2

3
n  i ( ≠ j )= 1 j = 1 
If S = {s} is the set of all possible samples and π i is probability of selection of ith unit in the sample s then

E (α=
i) 1 P( yi ∈ s ) + 0.P( yi ∉ s )

= 1.π i + 0.(1 − π i ) = π i

E (α=2
i ) 12. P( yi ∈ s ) + 02.P( yi ∉ s )

= πi.
So
E (αi ) = E (αi2 )
 
1 N 2 N N
=
E(z ) 2
∑ zi π i + i (∑ ∑ π ij zi z j 
n 2  =i 1 
n
≠ j=) 1 =j 1
 

where π ij is the probability of inclusion of ith and jth unit in the sample. This is called as second order inclusion
probability.
Now
Y 2 = [ E ( zn ) ]
2

2
1   N 
= 2  E  ∑ α i zi  
n   i =1 

1 N 2 2
N N
= ∑ z [ E (α ) ] + ∑ ∑ zij E (α i ) E (α j )
n 2  i = 1 
i i
 i ( ≠ j )= 1 j = 1

1 N 2 2 N N 
2 ∑ i i ∑ ∑
= z π + π iπ j zi z j  .
n  i= 1 i ( ≠ j )= 1 j = 1 

4
Thus

1 N N N  1 N N N 
Var (YˆHT ) = 2  ∑ π i zi2 + ∑ ∑ π ij zi z j  − 2  ∑ π i2 zi2 + ∑ ∑ π iπ j zi z j 
n  i= 1 i ( ≠ j )= 1 j = 1  n  i= 1 i ( ≠ j )= 1 j = 1 
1 N N N 
2 ∑ i ∑ ∑
= π (1 − π i ) zi
2
+ (π ij − π iπ i ) zi z j 
n  i= 1 i ( ≠ j )= 1 j = 1 
1 N n 2 yi2 N N n 2 yi y j 
= 2  ∑ π i (1 − π i ) 2 2 + ∑ ∑ (π ij − π iπ i ) 2 
n  i =1 N π i i ( ≠ j )= 1 j = 1 N π iπ j 

1  N  1− πi  2 N N  π −π π  
= ∑  + ∑ ∑   i j  .
ij i i
 i
y y y
N 2  i = 1  π i  i ( ≠ j )= 1 j = 1  π iπ j  

Estimate of variance
1  n y 2 (1 − π ) N N  π −π π  yi y j 
= =
Vˆ1 Var (YˆHT ) ∑ i i
+ ∑ ∑
ij i j
 .
N2  πi2  π
i ( ≠ j )= 1 j = 1  π π 
ij  i j

This is an unbiased estimator of variance .

yi
Drawback: It does not reduces to zero when all π are same, i.e. when yi ∝ π i .
i

Consequently, this may assume negative values for some samples.

A more elegant expression for the variance of yˆ HT has been obtained by Yates and Grundy.

5
Yates and Grundy form of variance

Since there are exactly n values of α i which are 1 and ( N − n) values which are zero, so
N

∑α
i =1
i = n.

Taking expectation on both sides

N

∑ E (α ) = n.
i =1
i

Also
2
 N  N N N

∑αi 
E =
 i= 1 
∑ E (α i2 ) +
i= 1
∑ ∑ E (α α
i ( ≠ j )= 1 j = 1
i j )

N N N

∑ E (α i ) + ∑ ∑ E (α iα J ) (using E (α i ) =
E (n) = E (α i2 ))
2

i= 1 i ( ≠ j )= 1 j = 1

N N
n 2= n + ∑ ∑ E (α α
i ( ≠ j )= 1 j = 1
i J )

N N

∑ ∑ E (α α=)
i ( ≠ j )= 1 j = 1
i J n(n − 1).

Thus
E (α iα
= j) (α i 1,=
P= α j 1)
(α i 1) P=
= P= α i 1)
(α j 1|=
(α i ) E (α j | α i 1).
= E=

6
 Therefore
N

∑
j ( ≠i ) =
1
 E (α i α j ) − E (α i ) E (α j ) 

N
= ∑  E (α i ) E (α j | α i= 1) − E (α i ) E (α j ) 
j ( ≠i ) =
1

N
= E (α i ) ∑  E (α j | α i= 1) − E (α j ) 
j ( ≠i ) =
1

= E (α i ) [ (n − 1) − (n − E (α i )) ]

− E (α i ) [1 − E (α i ) ]
=

−π i (1 − π i ).
= (1)

Similarly
N

∑
i ( ≠ j )=
1
 E (αi α j ) − E (αi ) E (α j )  =
−π j (1 − π j ). (2)

We had earlier derived the variance of HT estimator as

1 N N N 
ˆ )
Var (Y=HT  ∑
n2  i= 1
π i (1 − π i ) zi
2
+ ∑ ∑ (π ij − π i π j ) zi z j .
i ( ≠ j )= 1 j = 1 

7
 Using (1) and (2) in this expression, we get
1 N N N N

2 ∑ i ∑ ∑ ∑
YˆHT )
Var (= π (1 − π i ) zi
2
+ π j (1 − π j ) z 2
j − 2 (π iπ j − π ij ) z i z j 
2n  i= 1 j= 1 i ≠ j= 1 j= 1 

1  N  N 
2  ∑ ∑
= − E (αiα j ) − E (αi ) E (α j )  zi2
2n  =i 1  j (=
≠i ) 1 

 N  2 
− ∑  ∑ E (αiα j ) − E (αi ) E (α j )  z j − 2 ∑ ∑{E (αi ) E (α j ) − E (αiα j ) zi z j }
N N n

=j 1  i ( ≠ =
j) 1  i ( ≠ j )= 1 j = 1 

1  N N N N N N 
2  ∑ ∑ ∑ ∑ ∑ ∑
= ( −π ij + π π
i i ) zi
2
+ ( −π ij + π π
i i ) z 2
j + 2 (π ij − π iπ i ) zi z j 
2n   i ( ≠ j )= 1 j = 1 i ( ≠ j )= 1 j = 1 i ( ≠ j )= 1 j = 1 

1  N N 
=  ∑ ∑
2n 2  i ( ≠ j ) = 1 j = 1
(π iπ j − π ij )( zi
2
+ z 2
j − 2 zi z j ) .


The expression for π i and π ij can be written for any given sample size.
For example, for n = 2, assume that at the second draw, the probability of selecting a unit from the units available
is proportional to the probability of selecting it at the first draw. Since
E (α i ) = Probability of selecting Y in a sample of two
i

= Pi1 + Pi 2
where Pir is the probability of selecting Yi at rth draw (r = 1, 2). If Pi is the probability of selecting the rth unit at first
draw then we had earlier derived that

8
 Pi1 = Pi

 yi is not selected  yi is selected at 2nd draw/ 

Pi 2 = P  P 
   yi is not selected at 1 draw 

st st
at 1 draw
N Pj Pi
= ∑ 1 − Pj
j ( ≠i ) =
1

N P P 
=  ∑ j − i  Pi .
 j =1 1 − Pj 1 − Pi 
So
 N Pj P 
E (α i ) Pi  ∑
= − i .
 j =1 1 − Pj 1 − Pi 
Again
E (α iα j ) = Probability of including both yi and y j in a sample of size two
= Pi1 Pj 2 / i + Pj1 Pi 2 / j
Pj Pi
= Pi + Pj
1 − Pi 1 − Pj

 1 1 
=PP  + .
1 − Pi 1 − Pj 
i j

Estimate of variance
The estimate of variance is given by

 (Yˆ ) 1 n n π iπ j − π ij
=Var HT
2n 2
∑ ∑ π ij
( zi −z j ) 2 .

9
i(≠ j ) j=
1
Midzuno system of sampling:

Under this system of selection of probabilities, the unit in the first draw is selected with unequal probabilities of
selection (i.e. pps) and at all subsequent draws, remaining all the units are selected with SRSWOR.

Under this system

E (α i=
) π=
i P (unit i is included in the sample)

= P (unit i is included in 1st draw) + P(unit

   i is included in any other draw )

 Probability that yi    

is not selectedat the first draw and 
= Pi +  
 is selected at any of subsequent (n -1) draws 
 
n −1
= Pi + (1 − Pi )
N −1
N −n n −1
= Pi + .
N −1 N −1

10
Similarly,
E (α iα j ) = Probability both yi and y j are in sample

 Probability that   
yi is selected at the first draw and 
=  
 y is selected at any of      (
the subsequent draws n − draws
1)    
 j 
 Probability that y j is selected at the first draw and 
+  
 y is selected at any of    ( − 
 i the subsequent n draws
1)    
 Probability thatneither
    y j nor y j is selected at the first draw but 
+  
 both of      − 
 themare selected duringthe subsequent
  ( n draws
1)   
n −1 n −1 (n − 1)(n − 2)
= Pi + Pj + (1 − Pi − Pj )
N −1 N −1 ( N − 1)( N − 2)

(n − 1)  N − n n−2 
=  ( Pi + Pj ) +
( N − 1)  N − 2 N − 2 

n −1  N − n n−2 
=π ij  ( Pi + Pj ) + .
N −1  N − 2 N − 2 

Similarly,
E (αiα jα=
k) π=
ijk Probability of including yi , y j and yk in the sample

( n − 1)( n − 2)  N − n n−3
=  ( Pi + Pj + Pk ) + .
( N − 1)( N − 2)  N − 3 N − 3 
By an extension of this argument, if yi , y j ,..., yr are the r units in the sample of size n(r < n), the probability of
including these r units in the sample is

(n − 1)(n − 2)...(n − r + 1)  N − n n−r 

E (α iα j ...α r =
) π ij ...= ( P + P + ... + P ) + .
( N − 1)( N − 2)...( N − r + 1)  N − r N − r 
r i j r

11
Similarly, if yi , y j ,..., yq be the n units, the probability of including these n units in the sample is

( n − 1)( n − 2)...1
E (αiα j ...α q =
) π ij ...= ( Pi + Pj + ... + Pq )
( N − 1)( N − 2)...( N − n + 1)
q

1
= ( Pi + Pj + ... + Pq )
 N − 1
 n −1 
 

which is obtained by substituting r = n.

Thus if Pi ' s are proportional to some measure of size of units in population then the probability of selecting a
specified sample is proportional to the total measure of the size of units included in the sample.
Substituting these π i , π ij , π ijk etc. in the HT estimator, we can obtain the estimator of population’s mean and
variance. In particular, an unbiased estimate of variance of HT estimator given by

 (Yˆ ) 1 N N π iπ j − π ij
=Var HT
2n 2
∑∑
i ≠ j= 1 j= 1 π ij
( zi − z j ) 2

reduces to

 (Yˆ ) N −n n n  n −1 ( zi − z j ) 2 
=Var HT
2( N − 1) 2 n 2
∑ ∑ ( N − n) PP i j +
N −2
(1 − Pi − Pj )
π ij 
.

i ( ≠ j )= 1 j = 1 

The main advantage of this method of sampling is that it is possible to compute a set of revised probabilities of
selection such that the inclusion probabilities resulting from the revised probabilities are proportional to the initial
probabilities of selection. It is desirable to do so since the initial probabilities can be chosen proportional to some
measure of size.

12