16.3 Sample size and design for continuous outcomes
For 80% probability of 95% confidence, same principles apply: 2.8 standard errors
For very small samples, use t-distribution.
The standard error for comparison of means is \(\sqrt{\sigma_1^2/n_1 + \sigma_2^2/n_2}\).
If the groups are equal and the standard errors are expected to be equal, then \(\text{s.e.} = 2\sigma/\sqrt{n}\). If the goal is 80% power, then the effect must be 2.8 times this standard error. For example, if the effect is expected to 0.5 standard deviations, we require \(0.5\sigma/\text{se} = 2.8\) :
\[ 0.5 \sqrt{n}/2 = 2.8\\ n=(2.8*4)^2 = 125.4 \]