utils.stats.get_sample_size

utils.stats.get_sample_size(alpha, beta, sigma, delta)

Calculate sample size n for comparing two means.

Formula: n = 2 * sigma^2 * (z_{1-alpha/2} + z_{1-beta})^2 / delta^2 This corresponds to a two-sided test with equal variance.

Parameters

Name Type Description Default
alpha float Significance level (Type I error probability). required
beta float Type II error probability (1 - Power). required
sigma float Standard deviation of the population (assumed equal for both groups). required
delta float Minimum detectable difference (effect size to detect). required

Returns

Name Type Description
float float The required sample size n per group.

Examples

>>> from spotoptim.utils.stats import get_sample_size
>>> alpha = 0.05
>>> beta = 0.2  # Power = 80%
>>> sigma = 1.0
>>> delta = 1.0
>>> n = get_sample_size(alpha, beta, sigma, delta)
>>> print(f"{n:.4f}")
15.6978