powerWelchT | R Documentation |
Power of two-sided 2 sample t test with unequal variances and unequal sample sizes.
powerWelchT(
n1,
n2,
meanDiff,
sd1,
sd2,
alpha = 0.05)
n1 |
sample size for group 1 |
n2 |
sample size for group 2 |
meanDiff |
mean difference between 2 groups |
sd1 |
standard deviation of group 1 |
sd2 |
standard deviation of group 2 |
alpha |
Type I error rate |
The power formula is
power = Pr\left(|T| > t_{1-\alpha/2, \nu} | T \sim t_{\nu, \lambda}\right),
where \lambda
is the noncentrality parameter of the t distribution with degree of freedom
\nu
. t_{1-\alpha/2, \nu}
is the upper 100\alpha/2
percentile of the t distribution
with degree of freedom \nu
. \alpha
is the significance level.
The noncentrality parameter \lambda
is defined as
\lambda = \frac{|\mu_1 - \mu_2|}{\sqrt{\frac{\sigma_1^2}{n_1} + \frac{\sigma_2^2}{n_2}}}.
The degree \nu
of freedom is the Satterthwaite approximation and is defined as
\nu = \frac{\left(\frac{\sigma_1^2}{n_1} + \frac{\sigma_2^2}{n_2}\right)^2}{
\frac{\left(\frac{\sigma_1^2}{n_1}\right)^2}{n_1-1}
+
\frac{\left(\frac{\sigma_2^2}{n_2}\right)^2}{n_2-1}
}
power
powerWelchT(
n1 = 64, # sample size for group 1
n2 = 30, # sample size for group 2
meanDiff = 1, # mean difference between 2 groups
sd1 = 2, # SD of group 1
sd2 = 1, # SD of group 2
alpha = 0.05 # type I error rate
)
# 0.8918191
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