The increased sensitivity under weighted non-uniform sampling (NUS) is demonstrated and quantified using Monte Carlo simulations of nuclear magnetic resonance (NMR) time- and frequency-domain signals. The concept of spectral knowledge is introduced and shown to be superior to the frequency-domain signal-to-noise ratio for assessing the quality of NMR data. Two methods for rigorously preserving spectral knowledge and the time-domain NUS knowledge enhancement upon transformation to the frequency domain are demonstrated, both theoretically and numerically. The first, non-uniform weighted sampling using consistent root-mean-square noise, is applicable to data sampled on the Nyquist grid, whereas the second, the block Fourier transform using consistent root-mean-square noise, can be used to transform time-domain data acquired with arbitrary, off-grid NUS.