We show that the Cepheid period-luminosity (PL) relation is affected by a M
almquist-type bias, the so-called population incompleteness bias. Its calcu
lated slope appears shallower than the true one because of the cutoff in ap
parent magnitude resulting from the instrumental limiting magnitude. Furthe
rmore, the use of the PL relation, even with the correct slope, leads to an
underestimation of distances that is not negligible. We confirm this findi
ng by studying simulated PL relations, and we show that this bias may be as
large as 0.2 or 0.3 mag on distance modulus. We also test the efficiency o
f a cutoff in log P and show that it is a good way to minimize this bias. H
owever, a correction of this is difficult as long as the completeness of th
e sample is not perfectly well established.