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Poisson sampling

From Wikipedia, the free encyclopedia
Survey methodology process
Not to be confused with Poisson disk sampling.

In survey methodology, Poisson sampling (sometimes denoted as PO sampling[1] : 61 ) is a sampling process where each element of the population is subjected to an independent Bernoulli trial which determines whether the element becomes part of the sample.[1] : 85 [2]

Each element of the population may have a different probability of being included in the sample ( π i {\displaystyle \pi _{i}} {\displaystyle \pi _{i}}). The probability of being included in a sample during the drawing of a single sample is denoted as the first-order inclusion probability of that element ( p i {\displaystyle p_{i}} {\displaystyle p_{i}}). If all first-order inclusion probabilities are equal, Poisson sampling becomes equivalent to Bernoulli sampling, which can therefore be considered to be a special case of Poisson sampling.

The name conveys that the number of samples leads to a Poisson binomial distribution, which can approximate the Poisson distribution (via Le Cam's theorem).[3]

A mathematical consequence of Poisson sampling

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Mathematically, the first-order inclusion probability of the ith element of the population is denoted by the symbol π i {\displaystyle \pi _{i}} {\displaystyle \pi _{i}} and the second-order inclusion probability that a pair consisting of the ith and jth element of the population that is sampled is included in a sample during the drawing of a single sample is denoted by π i j {\displaystyle \pi _{ij}} {\displaystyle \pi _{ij}}.

The following relation is valid during Poisson sampling when i j {\displaystyle i\neq j} {\displaystyle i\neq j} (i.e., Independence):

π i j = π i × π j . {\displaystyle \pi _{ij}=\pi _{i}\times \pi _{j}.} {\displaystyle \pi _{ij}=\pi _{i}\times \pi _{j}.}

π i i {\displaystyle \pi _{ii}} {\displaystyle \pi _{ii}} is defined to be π i {\displaystyle \pi _{i}} {\displaystyle \pi _{i}}.

See also

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References

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  1. ^ a b Carl-Erik Sarndal; Bengt Swensson; Jan Wretman (1992). Model Assisted Survey Sampling. ISBN 978-0-387-97528-3.
  2. ^ Ghosh, Dhiren, and Andrew Vogt. "Sampling methods related to Bernoulli and Poisson Sampling." Proceedings of the Joint Statistical Meetings. American Statistical Association Alexandria, VA, 2002. (pdf)
  3. ^ David B (https://stats.stackexchange.com/users/634/david-b), How can I efficiently model the sum of Bernoulli random variables?, URL (version: 2023年04月29日): https://stats.stackexchange.com/q/5347
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