Sample Size Calculations Revisited

Recall that for a given hypothesis test we want to control the probability of a type I error at no more
than α. That is we want

P r {reject H0 |H0 } = α (1)

and
P r {reject H0 |Ha } = 1 − β (2)
Recall that we reject H0 when
σ
x̄ > z1−α √ + µ0
n
Then, we require ½ ¾
σ
P r x̄ > z1−α √ + µ0 |µa = 1 − β (3)
n
to satisfy our requirement for power. Now, to calculate this probability we must standardize under Ha .
½ ¾ ( )
σ x̄ − µa z1−α √σn + µ0 − µa
P r x̄ > z1−α √ + µ0 |µa = 1 − β ⇒ P r > =1−β
n √σ √σ
n n

This implies that

z1−α √σn + µ0 − µa
= zβ
√σ
n

Solving for n, we have