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Application: To calculate the sample sizes needed to detect a difference between two binomial probabilities with specified significance level and power, following hypotheses are usually used:
One sided test:
Two sided test:
It is
shown that over fairly wide ranges of parameter values and ratios of sample
sizes, the percentage error which results from using the approximation is no
greater than 1%.
Procedure:
a) value of α, the probability of type I error (choose either one-sided test or two-sided test)
b) value of β, the probability of type II error, or (1-power) of the test
c) value of P1, proportion of characteristic present in arm 1
c) value of P2, proportion of characteristic present in arm 2
d) value of r, ratio of arm 2 to arm 1
Formula:
Define be the upper
100(1-p) percentile of the standard normal distribution,
m be the required
sample size from the first population,
rm
be the required sample size from the second population,
, and
(*)
where
Note:
(*) is corrected with continuity.
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:
With significance level α=0.05, equal sample size from two proportions (r=1), the probabilityandare considered sufficiently different to warrant rejecting the hypothesis of no difference. Then the required sample size for two arms to achieve an 80% power (β=0.2) can be determined by.
Reference: