Sample Size (Revise)

Sample Size
Calculation
Sample Size
Learning Objectives
 Importance of sample size selection
 Sampling risks ( risk &  risk) and drift
sensitivity
 Derivation of sample size formula for Z
distribution
 Calculating sample size using Minitab
 Determining sample size using OC curves
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Sample Size
Importance of Sample Size Selection
 There is a minimum amount of information that

must be supplied to estimate a sample size.
 The larger the sample the more sensitive the

test.

Sample Size
The Effect of Sample Size

Standard Deviation of Sampled Mean
n=20


n n=10
n=5
Distributions of x for different n

Sample Size
The Effect of Sample Size

n=20 Using a sample
size of n=5, the
sample mean is
n=5 not very likely to
show a process
change.
Current Process
Process Change

Sample Size
Sampling Risks
 is the risk of concluding that there is a
difference, when there really isn’t one.
Process Shift 

 
observed value
 1- is the Confidence Level for H0.

Sample Size
Sampling Risks
 is the risk of failing to detect a difference,
when there really is one.
Process Shift 

 
observed value
Power of a test (1-) is the chance of

detecting a difference, when there really is
one.

Sample Size
Sampling Risks
 H0 : There is no difference
 H1 : There is significant difference
Null Hypothesis
Decision True False
Correct Type II Error
Accept H0 Decision

1-
Type I Error Correct

Reject H0 Decision

1-

Sample Size
Drift Sensitivity
 Before conducting the experiment, you
need to pre-designate what may be
deemed to be a significant difference .
 This difference is then scaled by the

current standard deviation  to form a
dimensionless measure called the drift
sensitivity  /.
Which ?

Sample Size
Making the Wrong Decision:  and  Error

 Lets say we are only willing to accept a =5% chance
of saying there is a difference when none really exist.
(Type I error)
 Furthermore, we are only willing to accept a =10%
chance of failing to detect a difference when one really
exists. (Type II error)

= 10%
/2 = 2.5%
X
Ho:  = o Ho:   o

Sample Size
Sample Size Formula for Z Distribution


= 10%
/2 = 2.5%
Split the two
distributions
0 Ho:  = o Ho:   o x

 o  Z0.025  n k
o
Z0.025 x
n
k
 o    Z0.10  n k
Z 0 .1  x
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Sample Size
Sample Size Formula for Z Distribution

 Z   Z 
o 0.025
x
0.1
x
n o
n
Z 0.025  x
 Z 0.1  x

n n
Z 0.025  Z 0.1  x  
n
Z 0.025  Z 0.1  x  n


2
 
n  Z 0.025  Z 0.1   x 
Z0.025  1.96
2
  
 
Z0.10  1.28
n
Z 0.025  Z 0.1 
2
k2
Sample Size
Necessary Information
The difference, , you want to detect

 The  and  levels, typically 5% and
10%
 A GUESSTIMATE of the amount of
variability involved

n
Z0.025  Z0.1  x 2   ?
2 Most overlooked
piece of information
2  ?
ˆ  ?
Sample Size
Exercise :(Risks, Drift and Sample Size)

Case    n

Constant Constant
?

Constant
? Constant

Constant ? Constant
? Constant Constant
4
Constant ? Constant
5
? Constant Constant
6
Sample Size
Calculating Sample Size using

Minitab

Sample Size
Tests for Comparison of Means

1-Sample Tests
 Stat  Power and Sample Size  1-Sample Z
 Stat  Power and Sample Size  1-Sample t
2-Sample Tests
 Stat  Power and Sample Size  2-Sample t

Sample Size
Example 1 (1-Sample Tests)

The volume for the packaging of ice-cream cannot
vary more than 3 oz for a 64 oz container. The
packaging machines have a process variation of 1
oz.
What is the sample size required to estimate the

mean package volume at a confidence level of 99%
for power values of 0.7, 0.8 and 0.9?

Sample Size
Example 1 (1-Sample Z-Test)

Stat  Power and Sample Size  1-Sample Z

Sample Size
Example 1 (1-Sample t-Test)

Stat  Power and Sample Size  1-Sample t

Sample Size
Example 1 (1-Sample Z vs 1-Sample t)

Power and Sample Size
Testing mean = null (versus not = null)
Calculating power for mean = null + 3 1-
Alpha = 0.01 Sigma = 1
1-Sample Z Test 1-Sample t Test

Target Actual Sample Actual Sample
Power Power Size Power Size
0.7000 0.9522 2 0.895 5
0.8000 0.9522 2 0.895 5
0.9000 0.9522 2 0.983 6

Sample Size
Example 2 (2-Sample Tests)

An engineer plans to compare the effectiveness of a
new machine. The response of interest for the current
machine has a mean and standard deviation of 5 units
and 1 unit respectively.
He will recommend purchase of this new machine if its

mean response is at least 3 units higher than the
existing machine. Due to the cost of investment, he
wants to limit his risk of a bad investment to 5%.
What is the required sample size for power values of

0.6, 0.7 and 0.8?

Sample Size
Example 2 (2-Sample t-Test)

Stat  Power and Sample Size  2-Sample t

Sample Size
Tests for Comparison of

Proportions
1 Proportion Test
 Stat  Power and Sample Size  1 Proportion
2 Proportions Test
 Stat  Power and Sample Size  2 Proportions

Sample Size
Example 3 (1 Proportion Test)

An executive wants to assess the Six Sigma
awareness at the local site. He wants to verify if at
least 50% of his staff is familiar with the Six Sigma
philosophy – an awareness program will have to be
launched if the actual awareness is less than 45%.
What sample size is require for =0.05 and =0.15?

Sample Size

Stat  Power and Sample Size  1 Proportion

Sample Size

Test for One Proportion
Testing proportion = 0.5 (versus < 0.5)
Alpha = 0.05
1-
Alternative Sample Target Actual
Proportion Size Power Power
0.450000 717 0.8500 0.8504

Sample Size
Example 4 (2 Proportions Test)

The executive wants to assess the effectiveness of the
new Six Sigma awareness program conducted.
Pre-program awareness level was estimated at 40%.

The program is deemed successful if the Six Sigma
awareness level is raised by at least 30%.
Determine the sample size required for =0.05 and

=0.15.

Sample Size

Stat  Power and Sample Size  2 Proportions

Sample Size

Test for Two Proportions
Testing proportion 1 = proportion 2 (versus >)
Calculating power for proportion 2 = 0.4
Alpha = 0.05 1-
Sample Target Actual
Proportion 1 Size Power Power
0.700000 39 0.8500 0.8572

Sample Size
Example 5 (One Way ANOVA)
Suppose you are about to undertake an investigation

to determine whether or not 4 treatments affect the
yield of a product. You would like to find significant
differences of +4. Thus, the maximum difference you
are considering is 4 units. Previous research suggests
the population  is 1.64.
Determine the sample size required for each treatment
using power of 0.9.

Sample Size

Stat  Power and Sample Size One-Way ANOVA

Sample Size

One-way ANOVA
Sigma = 1.64 Alpha = 0.05 Number of Levels = 4
Sample Target Actual Maximum
SS Means Size Power Power Difference
8 6 0.9000 0.9096 4

Sample Size
Calculating Sample Size using

Operating Characteristics
Curves
 F – Test and 2 Test

Sample Size
OC Curves for 2-sided F-Test

Probability of accepting Ho
n1 = n
n21= =
3 n2 =
3

OC curves for different values of n for the 2-sided F-test for a
level of significance =0.05
Sample Size
Probability of accepting Ho OC Curves for 1-sided F-Test

n1 = n2
= 2

OC curves for different values of n for the 1-sided F-test for a
Sample Size
OC Curves for 2-sided

 2
Test
= 2
n
n=
2

OC curves for different values of n for the 2-sided  2
test for a
Sample Size
 2
OC Curves for 1-sided (Upper Tail) Test
n=
2
n=2

OC curves for different values of n for the 1-sided (upper tail) 2
test for a level of significance =0.05
Sample Size
 2
OC Curves for 1-sided (Lower Tail) Test
2
=
n

OC curves for different values of n for the 1-sided (lower tail) 2
test for a level of significance =0.05
Sample Size
OC Curves for Various Tests
The OC Curves for various tests including the 5 curves

shown in the powerpoint slides can be found in the
following book:
Title: Applied Statistics and Probability for Engineers

Author: Douglas C Montgomery, George C Runger
Publisher: John Wiley & Sons, Inc (2 nd Edition)
Page: Appendix A12 – A28

Sample Size
End of Topic
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Sample Size

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Importance of Sample Size Selection

 There is a minimum amount of information that

 The larger the sample the more sensitive the

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The Effect of Sample Size

Distributions of x for different n

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The Effect of Sample Size

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 1- is the Confidence Level for H0.

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Power of a test (1-) is the chance of

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Type I Error Correct

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 This difference is then scaled by the

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Making the Wrong Decision:  and  Error

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Sample Size Formula for Z Distribution

Sample Size Formula for Z Distribution

Exercise :(Risks, Drift and Sample Size)

Calculating Sample Size using

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Tests for Comparison of Means

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Example 1 (1-Sample Tests)

What is the sample size required to estimate the

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Example 1 (1-Sample Z-Test)

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Example 1 (1-Sample t-Test)

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Example 1 (1-Sample Z vs 1-Sample t)

1-Sample Z Test 1-Sample t Test

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Example 2 (2-Sample Tests)

He will recommend purchase of this new machine if its

What is the required sample size for power values of

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Example 2 (2-Sample t-Test)

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Tests for Comparison of

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Example 3 (1 Proportion Test)

What sample size is require for =0.05 and =0.15?

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Example 3 (1 Proportion Test)

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Example 3 (1 Proportion Test)

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Example 4 (2 Proportions Test)

Pre-program awareness level was estimated at 40%.

Determine the sample size required for =0.05 and

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Example 4 (2 Proportions Test)

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Example 4 (2 Proportions Test)

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Example 5 (One Way ANOVA)

Suppose you are about to undertake an investigation