I believe you have a misunderstanding for the BRDF sampling process: PDF can be almost arbitrary if PDF is non-zero at the correspondig point where the integrand is non-zero. We don't even have to importance sampling BRDF just for simplicity (though uniformly sampling everything can be extremely inefficient). So, "in the pdf here", we don't know whether there should be a cosine term unless we know exactly what kind of sampling method you are using.
Normally, we wish to be more efficient so we will importance-sample the integrand, then we wish to match the sampling PDF with the integrand as closely as possible . So, let's therefore look at the Blinn-Phong (or Phong) BRDF, it has a power cosine term so the best practice is to use power cosine-weighted hemisphere sampling, but the original cosine hemisphere sampling would work, too. For these two sampling methods, you can refer to Sampling the hemisphere, which has thorough explanation and derivation for how you get the sample and its PDF.
So for your question: Lambertian BRDF indeed has a cosine term which means that your are correct, Phong and Blinn-Phong have power cosine term so the throughput is proportional to $(\cos\theta)^\alpha$, but it won't hurt to use the same sampling method as Lambertian BRDF and get the same PDF for each sample, though it's suboptimal.
BTW, I think your question should be improved in the following ways:
- Use Latex to improve the readability of your post.
- Clearly list your question and related subjects. For example, I am not sure whether you are confused about Phong model or Blinn-Phong model since these two differ in what kind of vector they sample. For clearer understanding of sampling Blinn-Phong model, you can refer to another answer of mine sampling-of-the-blinn-phong-brdf-in-pathtracing.
Update for further explanation, and I need to remind you that you can comment below my answer or my comment instead of posting your own answer.
Well let's get this straight. The following figure shows the local light interaction:

So, your modified Phong BRDF is actually:
$$
k_d \frac{1}{\pi} + k_s \frac{n+2}{2\pi}\cos^n\alpha
$$
Yes, like I said, there is only one cosine term in the BRDF, which is $\cos\alpha$. Note that 'outgoing' direction is $\pmb{v}$ since this follows the convention of light tracing.
So are we done? No, the surface rendering equation is:
$$
I(x, w) = \int_{\Omega}f(x, w, w')<w, w'>dw'
$$
and here, $<w, w'>$ means normalized dot product (cosine). So it doesn't matter whether you are dealing with diffusive lobe or specular lobe (unless it is mirror-specular), $\cos\theta$ always follows. You can find this in the code of PBR-book (from pbrt-v3, src/integrator/path.cpp
):
// Account for the indirect subsurface scattering component
Spectrum f = pi.bsdf->Sample_f(pi.wo, &wi, sampler.Get2D(), &pdf,
BSDF_ALL, &flags);
if (f.IsBlack() || pdf == 0) break;
beta *= f * AbsDot(wi, pi.shading.n) / pdf;
You see, pi.bsdf->Sample_f
will evaluate BRDF value and assign it to f, but to get the real path through put beta
, one must have $\cos\theta$ (AbsDot(wi, pi.shading.n)
) since this is the geometry term that would convert the solid angle measure to area product measure (see Veach Chapter 8: A Path Integral Formulation of Light Transport for more information on this topic). So the problem falls back to: (1) I need to incorporate all cosine term to get the correct radiance (but for BRDF evaluation, $\cos\theta$ is not needed) (2) the PDF in the denominator (as I explained in the upper part of this answer).