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Application: The determination of the sample size to control the power and to
control the length of the confidence interval, following hypotheses are
usually used:
where and
denote the success probabilities of interest.
Procedure:
a) value of α, the probability of type I error
b) value of P1, the observed proportion of success in arm 1
c) value of P2, the observed proportion of success in arm 2
d) value of L0, the bound of expected length of 100(1- α)% confidence interval.
a) value of n, the sample size per arm
b) value
of N, the
total sample size
Formula:
Let nL
donotes the sample size required to have, a specified positive value.
where is the expected length,
, of (1- α) confidence interval of
.
where ,
is the upper
100(1-p) percentile of the standard normal distribution.
Notations:
α: The
probability of type I error (significance level) is the probability of rejecting the true null
hypothesis.
β: The
probability of type II error (1 – power of the test) is the probability of failing to reject
the false null hypothesis.
Examples Top
Example 1:
A clinical trial was planned to compare two
active treatments for a certain type of cancer, with respect to their response
rates P1 and P2. First consider the
hypothesis testing formulation, where it is planned to test against
at 5% significance level (α=0.05). The sample size is chosen such
that the power is 0.80 when the smaller response rate is 0.20 (P1=0.20) and the larger
response rate is 0.30 (P2=0.30).
For these values of P1 and P2, the approximation to the
expected length of the 95% confidence interval is
. The sample size required to guarantee that the
approximation to the expected length of the 95% confidence interval is
at most L0=0.2 is 162
patients per treatment (n=162). Total
sample size required is 324 (N=324).
Reference: