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Let \\(\\pi\\) denote a permutation of the units (1,2,...,N) and \\(\\Pi\\) denote the set of N! such permutations. Let \\(\\beta\\) denote a subset of U and S denote the collection of all subsets of S. A probability function \\(\\rho\\) on S is called a sampling design with \\(\\rho\\) (\\(\\beta)\\) denoting the probability measure of \\(\\beta\\). A real valued function \\(\\phi =\\phi(\\underset \\tilde{} x)\\) is called a parameter, where \\(\\underset \\tilde{} x=(x_ 1,...,x_ N)\\) and an estimate of \\(\\theta\\) is \\(e=e(\\beta,\\underset \\tilde{} x)\\), a real valued function which depends on \\(\\underset \\tilde{} x\\) through the x-values of the units included in \\(\\beta\\). For estimating \\(\\theta\\) the loss function is given by \\(\\lambda (e,\\theta)\\), a convex function of e for all \\(\\theta\\). An average risk of e with respect to a uniform prior on the labels of U is given by  \\[  R(e,\\rho,\\underset \\tilde{} x)=N!^{-1}\\sum_{\\pi \\in \\Pi}\\sum_{\\beta \\in S}\\rho(\\beta)\\lambda(e(\\beta,\\pi,\\underset \\tilde{} x),\\quad \\theta(\\pi \\underset \\tilde{} x)).  \\]  A design \\(\\rho\\) is said to be symmetric if \\(\\rho(\\beta)=\\rho(\\pi \\beta)\\) for all \\(\\beta\\in S\\) and \\(\\pi\\in \\Pi\\). It is shown that for any symmetric design \\(\\rho\\), the sample mean minimizes the average risk R(e,\\(\\rho\\),\\(\\underset \\tilde{} x)\\) among all unbiased estimators of the population mean \\(\\bar x\\). An estimator \\(e(\\beta\\),\\(\\underset \\tilde{} x)\\) associated with a design \\(\\rho\\) is said to be linearly invariant if \\(e(\\beta\\),\\(\\underset \\tilde{} x)=\\sum_{i\\in \\beta}b(\\beta,i)x_ i\\) for all \\(\\beta\\in S\\) for which \\(\\rho(\\beta)>0\\), where \\(\\sum_{i\\in \\beta}b(\\beta,i)=1\\). 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