Open your Contacts app, then tap a contact that you want to be able to ring through when the phone is in sleep mode. At the top of that contact, tap the Star to set it as a Favorite (the star should turn from an outline star to a solid star). Do that for all the contacts you want to be able to ring through. You can ensure they're listed by tapping the Favorites tab at the top of the main Contacts screen. Then in Settings > Sound & Notification > Interruptions, ensure that you have Calls (and Messages if applicable) turned on and that Calls/Message From is set to Starred Contacts Only.