In fitness proportionate selection, as in all selection methods, possible solutions or chromosomes are assigned a fitness by the fitness function. In fitness proportionate selection, this fitness level is used to associate a probability of selection with each individual chromosome. While candidate solutions with a higher fitness will be less likely to be eliminated, there is still a chance that they may be. Contrast this with a less sophisticated selection algorithm, such as truncation selection, which will eliminate a fixed percentage of the weakest candidates. With fitness proportionate selection there is a chance some weaker solutions may survive the selection process; this is an advantage, as though a solution may be weak, it may include some component which could prove useful following the recombination process.
The analogy to a roulette wheel can be envisaged by imagining a roulette wheel in which each candidate solution represents a pocket on the wheel; the size of the pockets are proportionate to the probability of selection of the solution. Selecting N chromosomes from the population is equivalent to playing N games on the roulette wheel, as each candidate is drawn independently.