A probability sample includes individuals that are selected knowing their probability of selection, and everyone in the population has an equal chance of being selected. Such samples are preferred as they are more representative; however, they are not often used in market research because they are more expensive than other options.
In contrast, a non-probability sample includes people selected without knowing their selection probabilities. Non-probability sampling can be more convenient and less expensive than probability sampling. However, it can create lower data quality due to selection bias and the use of statistical theories that assume probability samples.
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