Code
mu=2
mu0=1.5
sd=1
alpha=0.05
beta=0.20
(n=(sd*(qnorm(1-alpha/2)+qnorm(1-beta))/(mu-mu0))^2)[1] 31.39552
Code
ceiling(n)# 32[1] 32
Code
z=(mu-mu0)/sd*sqrt(n)
(Power=pnorm(z-qnorm(1-alpha/2))+pnorm(-z-qnorm(1-alpha/2)))[1] 0.800001
Testing to see if a mean is equal to a reference value
\[ n=\left(\sigma\frac{z_{1-\alpha/2}+z_{1-\beta}}{\mu-\mu_0}\right)^2\] \[1-\beta= \Phi\left(z-z_{1-\alpha/2}\right)+\Phi\left(-z-z_{1-\alpha/2}\right) \quad ,\quad z=\frac{\mu-\mu_0}{\sigma/\sqrt{n}} \]
\(n\) is sample size
\(\sigma\) is standard deviation
\(\Phi\) is the standard Normal distribution function
\(\Phi^{-1}\) is the standard Normal quantile function
\(\alpha\) is Type I error
\(\beta\) is Type II error, meaning \(1-\beta\) is power
mu=2
mu0=1.5
sd=1
alpha=0.05
beta=0.20
(n=(sd*(qnorm(1-alpha/2)+qnorm(1-beta))/(mu-mu0))^2)[1] 31.39552
ceiling(n)# 32[1] 32
z=(mu-mu0)/sd*sqrt(n)
(Power=pnorm(z-qnorm(1-alpha/2))+pnorm(-z-qnorm(1-alpha/2)))[1] 0.800001