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Sampling has become an essential component of scalable Internet traffic monitoring and anomaly detection. A new flow-based sampling technique that focuses on the selection of small flows, which are usually the source of malicious traffic, is introduced and analysed. The proposed approach provides a flexible framework for preferential flow sampling that can effectively balance the tradeoff between the volume of the processed information and the anomaly detection accuracy. The performance evaluation of the impact of selective flow-based sampling on the anomaly detection process is achieved through the adoption and application of a sequential non-parametric change-point anomaly detection method on realistic data that have been collected from a real operational university campus network. The corresponding numerical results demonstrate that the proposed approach achieves to improve anomaly detection effectiveness and at the same time reduces the number of selected flows.