Dj. Taylor et Ke. Muller, COMPUTING CONFIDENCE-BOUNDS FOR POWER AND SAMPLE-SIZE OF THE GENERAL LINEAR UNIVARIATE MODEL, The American statistician, 49(1), 1995, pp. 43-47
The power of a test, the probability of rejecting the null hypothesis
in favor of an alternative, may be computed using estimates of one or
more distributional parameters, Statisticians frequently fix mean valu
es and calculate power or sample size using a variance estimate from a
n existing study, Hence computed power becomes a random variable for a
fixed sample size. Likewise, the sample size necessary to achieve a f
ixed power varies randomly. Standard statistical practice requires rep
orting uncertainty associated with such point estimates. Previous auth
ors studied an asymptotically unbiased method of obtaining confidence
intervals for noncentrality and power of the general linear univariate
model in this setting. We provide exact confidence intervals for nonc
entrality, power, and sample size. Such confidence intervals, particul
arly ope-sided intervals, help in planning a future study and in evalu
ating existing studies.