Properties of Chromy's sampling procedure

Abstract: Chromy (1979) proposed a unequal probability sampling algorithm, which enables to select a sample in one pass of the sampling frame only. This is the default sequential method used in the SURVEYSELECT procedure of the SAS software. In this article, we study the properties of Chromy sampling. We prove that the Horvitz-Thompson is asymptotically normally distributed, and give an explicit expression for the second-order inclusion probabilities. This makes it possible to estimate the variance unbiasedly for the randomized version of the method programmed in the SURVEYSELECT procedure.