Probability-proportional-to-size sampling

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In survey methodology, probability-proportional-to-size (pps) sampling is a sampling process where each element of the population (of size N) has some (independent) chance [math]\displaystyle{ p_i }[/math] to be selected to the sample when performing one draw. This [math]\displaystyle{ p_i }[/math] is proportional to some known quantity [math]\displaystyle{ x_i }[/math] so that [math]\displaystyle{ p_i = \frac{x_i}{\sum_{i=1}^N x_i} }[/math].[1]:97[2]

One of the cases this occurs in, as developed by Hanson and Hurwitz in 1943,[3] is when we have several clusters of units, each with a different (known upfront) number of units, then each cluster can be selected with a probability that is proportional to the number of units inside it.[4]:250 So, for example, if we have 3 clusters with 10, 20 and 30 units each, then the chance of selecting the first cluster will be 1/6, the second would be 1/3, and the third cluster will be 1/2.

The pps sampling results in a fixed sample size n (as opposed to Poisson sampling which is similar but results in a random sample size with expectancy of n). When selecting items with replacement the selection procedure is to just draw one item at a time (like getting n draws from a multinomial distribution with N elements, each with their own [math]\displaystyle{ p_i }[/math] selection probability). If doing a without-replacement sampling, the schema can become more complex.[1]:93

See also

References

  1. 1.0 1.1 Carl-Erik Sarndal; Bengt Swensson; Jan Wretman (1992). Model Assisted Survey Sampling. ISBN 978-0-387-97528-3. 
  2. Skinner, Chris J. "Probability proportional to size (PPS) sampling." Wiley StatsRef: Statistics Reference Online (2014): 1-5. (link)
  3. Hansen, Morris H., and William N. Hurwitz. "On the theory of sampling from finite populations." The Annals of Mathematical Statistics 14.4 (1943): 333-362.
  4. Cochran, W. G. (1977). Sampling Techniques (3rd ed.). Nashville, TN: John Wiley & Sons. ISBN:978-0-471-16240-7