Inferential Statisticshard
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In a study using the Horvitz-Thompson estimator to account for unequal selection probabilities πi\pi_i in a survey of size nn, if the inclusion probability πi\pi_i is extremely small for some observations, what is the primary consequence for the variance of the estimator Y^HT=i=1nyiπi\hat{Y}_{HT} = \sum_{i=1}^n \frac{y_i}{\pi_i}?