• sample size for two sample standard deviation test

    From vivianhyl@gmail.com@21:1/5 to All on Wed Aug 12 10:49:09 2015
    The null hypothesis is: Sigma of population A = 2* (Sigma of population B)
    We know the sample size of A is 11 and the observed standard deviation (true sigma is unknown).
    Alpha=95%, beta=90%, and we want to know how much data from population B we need to collect for this test.
    Any software can help compute this sample size?
    Thanks very much!

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  • From Rich Ulrich@21:1/5 to bweaver@lakeheadu.ca on Thu Aug 13 20:35:30 2015
    On Thu, 13 Aug 2015 16:15:22 -0400, Bruce Weaver
    <bweaver@lakeheadu.ca> wrote:

    [ snip, about power for comparing two variances ]

    Alternatively, the one of the procedures available via PASS (Power and
    Sample Size) may be helpful. Note that one can get a free 7-day trial >version of the software.

    http://www.ncss.com/software/pass/procedures/#Variances


    If the heading note is correct, your choice for this exact test
    is "them" or "nothing that applies directly".

    "No other sample size software package provides the calculation
    scenarios highlighted in green."

    --
    Rich Ulrich

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  • From Rich Ulrich@21:1/5 to vivianhyl@gmail.com on Thu Aug 13 15:29:37 2015
    On Wed, 12 Aug 2015 10:49:09 -0700 (PDT), vivianhyl@gmail.com wrote:

    The null hypothesis is: Sigma of population A = 2* (Sigma of population B)
    We know the sample size of A is 11 and the observed standard deviation (true sigma is unknown).
    Alpha=95%, beta=90%, and we want to know how much data from population B we need to collect for this test.
    Any software can help compute this sample size?

    If you are going to talk about power analyses, you need
    to check ALL your terminology.

    A power statement specifies
    a) a given test statistic for
    b) a particular H1 (not H0)
    c) at a specific alpha (test size: often 0.05, never 0.95)
    d) will require what N
    e) for a given power (1-beta, not beta).

    You mis-stated H1, alpha and beta, and did not mention
    what test.

    For non-experts to successfully find power from tables,
    from a computer or from a text, they need explicit examples
    of THEIR own task. I once had G-Power (I think it was called),
    produced in Germany (if that helps identify it), which came with
    a 30 or 50 page manual. I still relied on Jacob Cohen's book on
    power.

    Cohen's program could be used along with the last edition
    of his textbook (else, be wary, he changed parameterization
    for one Effect-size between editions).

    I don't remember your problem being detailed. You might
    be able to use one of the procedures if you understand
    well enough the manipulation of noncentrality, since power
    computations use the noncentral chisquared. One problem
    of trying to apply "non-centrality", if you try to apply on-line
    calculators for the non-central F, is that different authors
    use 3 different versions of lambda. [See Wikip on non-central
    chi-squared.]

    What non-experts can do is simulation. You might use the
    SPSS t-test procedure, which includes a test on variances.
    (That is NOT the t-test, but the "test on variances".)

    Generate, say, 100 samples with N1=11, N2= 11 to start.
    (Number the samples; use SPLIT FILES to get parallel output.)
    Use normal deviates, with SD1=1 and SD2=2 (your H1).
    Then, move N2 up or down to converge to the desired outcome.

    What you are looking for is the N2 that produces the desired power
    of 90% for the 5% test; that is, 80% of the results should REJECT
    "equality of variances" at the 5% test. If there are more (or fewer)
    than 90% rejections, then you can decrease (or increase) N2.
    Plot your results across N2 values, to see the regular increase
    in power with increasing N2: extrapolate to find the smallest
    N2 that should suffice.

    When you are close to the right N2 and you want a really
    solid number, run 1000 (or more) samples. This will be tedious
    unless you know how to collect results.

    --
    Rich Ulrich

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  • From Bruce Weaver@21:1/5 to Rich Ulrich on Thu Aug 13 16:15:22 2015
    On 13/08/2015 3:29 PM, Rich Ulrich wrote:
    On Wed, 12 Aug 2015 10:49:09 -0700 (PDT), vivianhyl@gmail.com wrote:

    The null hypothesis is: Sigma of population A = 2* (Sigma of population B) >> We know the sample size of A is 11 and the observed standard deviation (true sigma is unknown).
    Alpha=95%, beta=90%, and we want to know how much data from population B we need to collect for this test.
    Any software can help compute this sample size?

    If you are going to talk about power analyses, you need
    to check ALL your terminology.

    A power statement specifies
    a) a given test statistic for
    b) a particular H1 (not H0)
    c) at a specific alpha (test size: often 0.05, never 0.95)
    d) will require what N
    e) for a given power (1-beta, not beta).

    You mis-stated H1, alpha and beta, and did not mention
    what test.

    For non-experts to successfully find power from tables,
    from a computer or from a text, they need explicit examples
    of THEIR own task. I once had G-Power (I think it was called),
    produced in Germany (if that helps identify it), which came with
    a 30 or 50 page manual. I still relied on Jacob Cohen's book on
    power.

    Cohen's program could be used along with the last edition
    of his textbook (else, be wary, he changed parameterization
    for one Effect-size between editions).

    I don't remember your problem being detailed. You might
    be able to use one of the procedures if you understand
    well enough the manipulation of noncentrality, since power
    computations use the noncentral chisquared. One problem
    of trying to apply "non-centrality", if you try to apply on-line
    calculators for the non-central F, is that different authors
    use 3 different versions of lambda. [See Wikip on non-central
    chi-squared.]

    What non-experts can do is simulation. You might use the
    SPSS t-test procedure, which includes a test on variances.
    (That is NOT the t-test, but the "test on variances".)

    Generate, say, 100 samples with N1=11, N2= 11 to start.
    (Number the samples; use SPLIT FILES to get parallel output.)
    Use normal deviates, with SD1=1 and SD2=2 (your H1).
    Then, move N2 up or down to converge to the desired outcome.

    What you are looking for is the N2 that produces the desired power
    of 90% for the 5% test; that is, 80% of the results should REJECT
    "equality of variances" at the 5% test. If there are more (or fewer)
    than 90% rejections, then you can decrease (or increase) N2.
    Plot your results across N2 values, to see the regular increase
    in power with increasing N2: extrapolate to find the smallest
    N2 that should suffice.

    When you are close to the right N2 and you want a really
    solid number, run 1000 (or more) samples. This will be tedious
    unless you know how to collect results.


    Alternatively, the one of the procedures available via PASS (Power and
    Sample Size) may be helpful. Note that one can get a free 7-day trial
    version of the software.

    http://www.ncss.com/software/pass/procedures/#Variances

    HTH.

    --
    Bruce Weaver
    bweaver@lakeheadu.ca
    http://sites.google.com/a/lakeheadu.ca/bweaver/Home
    "When all else fails, RTFM."

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