International Journal of Advances in Science and Technology, Vol. 3, No.

6, 2011

Determination of Sample Size for Research Design

Habib Ahmed Elsayir (PhD Statistics) (Habibsayiroi@Yahoo.com) Umm Al Qura University(K.S.A) Al Qunfudha university College Dept.of Mathematics

Abstract
Determination of required sample size is a very important task in research problems since the accuracy of estimation about the population is basically depends on the sample size. The problem motivating this topic is to answer the question arises when designing a study:" how large a sample must be?". Sample size determination is an important step in planning statistical study where an estimate of error variance and specification of effect size is essential for power analysis and sample size determination , because without determination of optimum sample size , the research or experiment will lack the precision or time and resources will be wasted .This paper discusses the issue of successful sample size determination .Some related terms such as power analysis were outlined , and implementation on theoretical data would be carried .Results and conclusions would be given on the basis of the study.

Key Words: Confidence level, Effect size, Power analysis, Sample size, Significance test.
1.Introduction
Complete enumeration of every element in a population is often impracticable as in terms of time and money that may be exerted. However, some times census may be impossible or not manageable in terms of underlying units. Therefore, samples are taken from populations and estimates were made based on information gained from the sample. Perhaps, one of the most common questions a statistician (researcher) is asked before any actual sampling takes place is "how large should my sample be?". From statistical point of view, the best answer to this question is given by Aczel(1989) "Get as large a sample as you can afford. If possible, sample the entire population". However, the answer to the question is influenced by a number of factors, including the purpose of the study, population size, the risk of selecting a "bad" sample, and the allowable sampling error. Researchers consult statisticians to know how many subjects should be included in their study (sample size) and how these subjects should be selected, and they desire to attribute a probability value to their results to claim significance of results .This paper gives an overview of basic methodologies of determination of sample size .The paper reviews issues and criteria for specifying an optimum sample size for a study, accompanied by a number of numerical illustrations. Tables made are derived from different sources and verified using online software on sample size determination, cited in the list of references.

1.1. Justifying Sample Size:

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 Sample size determination for research designs is an essential part of a study protocol for submission to ethical committees, research funding bodies and some other related issues. A researcher should determines the optimum sample size when planning for a study .If the sample is too small , the study may fail to answer its research questions , may fail to detect important effects or associations or , may estimate those effects or associations too imprecisely .If the sample is too large, the study will be more difficult and costly, Zodpey (2004),and may even lead to loss in accuracy. If a study does not have an optimum sample size, the significance of the results in reality (true differences) may not be detected. This implies that the study would lack power to detect the significance of differences because of inadequate sample size .If the sample size is too large (more than the optimum size), the study will be more difficult and costly, and may even lead to a loss in accuracy .Hence, it is necessary to estimate the optimum sample size for a study. Thus, there is a growing recognition of the importance of optimum sample size and power analysis for proper design of research or experiment.

1.2.Literature Review:
The topic of sample size determination prior to do the research has been covered broadly in early statistical studies on sampling techniques. Cochran(1977)has clearly demonstrated a wide range of sampling methods, including sample size. Fleiss(1981) has discussed methods for estimating study size in his book" Statistical Methods for Rates and Proportions". Recent studies have covered the issue from different points of view .However most of these studies concentrated in sample size but not the "Optimum" sample size which is related to effect size, mostly called "d", Muller&Lavange(1992)and affected by the available cost and time. The topic is generally tied with power analysis (a procedure to balance between type I error and type II error (see Simon(1999)), which depends on statistical inference. Duzgun and Usul(2001) outlined the process of employing simple and stratified sampling to find optimum sample size in GIS (Geographic Information System .Russel(2001) has offered some suggestions for successful and meaningful sample size. Charles etal(2001)has addressed the problem of sample size determination in multiple comparisons of k treatments with a control for step-down and step-up testing, assuming normal data and homogeneous variances. He defined power as the probability of correctly rejecting all hypotheses for which the treatment vs. control difference exceeds a specified value. An article by Tatiana(2003) has discussed simple methods of estimating the number of animals needed for various types of variables and experiments. An online article by Zodpey (2004) on "sample size and power analysis in medical research " described the common used terms in sample size estimation and introduced a formula for the method of calculation .Plotting and the shape of the test statistic distributions for sample size and statistical power were demonstrated by Blake(2001).A number of software programs in power analysis were found to enable precise evaluation of the factors affecting power and sample size(see power analysis ,Electronic Text Book,Statsoft,19842003[Online].Richard and Yan (2007) paper focused on power, in which both software and simulation approaches to establishing power in research design were described and Criteria for establishing sample sizes that are large enough, but not too large, were discussed..James &Richard (2007) has developed a Bayesian simulation based approach for determining the sample size required for a case-control study with misclassified data, in which a validation subsample is assumed available, with consideration of both fixed cost and fixed variance procedures, using an average posterior variance criterion .Fulvio De Santis(2007) has dealt with the Bayesian approach to sample size determination which gives researchers the possibility of taking into account pre-experimental information and uncertainty on unknown parameters ,where he depend on the idea of choosing the minimal sample size that guarantees a probabilistic control on the performance of quantities that are derived from the posterior distribution and used for inference on parameters of interest.In an article on "sample size determination ",Ralph B. etal(2008) has discussed simple methods of estimating the number of animals needed for various types of variables and experiments. In another article, Ralph B.etal (2008) has introduced two simple approaches to estimating sample size for time to an event variable which involves complicated statistical models. The first approach is to estimate sample size using the proportions in the two experimental groups exhibiting the event by a certain time where the method converts time to an event into a dichotomous variable, which generally yields sizes that are somewhat larger than more precise calculations based on assumptions about the equation that describes the curve of outcome versus time. The second approach is to treat time to

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 occurrence as a continuous variable. As the data collected in epidemiological or clinical studies are frequently clustered .Tokola etal (2011) paper works through the sample size calculations for clustered data where appropriate variance adjustments were made in order to estimate the sufficient sample size correctly and tried to optimize the design with respect to the number of clusters and number of subjects; with the objective of either to maximize the power or to minimize the costs with given costs on the clusters and on the individuals.

1.3. Sample Size Determination:

Determination of sample size requires knowledge and consideration of monitoring objectives, desires level of certainty in results and monitoring program duration as well as funding and logistics. Establishing sample size also requires all detailed information on all the estimates that will be produced from the survey, the desired precision for each estimate (confidence limits), knowledge of the variability expected and the desired amount of detectable change. In other words as Aczel(1989)the answer to the following questions must be found: 1. 2. 3. How close do you want your estimate to be to the unknown parameter? The answer to this question may be denoted by" D", (for distance). What do you want the confidence level to be so that the distance between the estimate and the parameter is less than or equal to" D"? What is your estimate of the variance (or standard deviation) of the population you want to study?

There are several approaches for estimating sample size and performing power analysis which depend primarily on the study design and the main outcome measure of the study ,Zodpey( 2004).For example, one can specify the desired width of confidence interval and determine the sample size that achieves that goal, or a Bayesian approach can be used where we optimize some utility function. One of the most popular approaches to sample size determination involves studying the power of a test of hypothesis .The power approach involves, Russel(2001): 1. Specifying a hypothesis test on a parameter. 2. Specifying the significance level of the test. 3. Specifying an effect size that reflects an alternative of scientific interest. 4. Obtaining historical values or estimates of other parameters needed to compute the power function of the test. 5. Specifying a target value of the power of the test.

1) 2.1. The Test Procedure:

To specify the estimator or the test required, it is necessary to identify the following terms, (Robin High( 2000), (Hussein Arsham,) 1. The hypothesized value of the parameter must be specified (average, sigma, proportion,etc). 2. Tolerance, if selected, the sample size necessary to achieve a confidence interval of the specified width will be determined. 3. Power, if selected, the sample size to achieve a test with the indicated power will be determined. Specify the probability of type error () ,the probability of type error (), and the alternative at which the power will be controlled. The test should be decided (one or two- sided).Single sided is used when the direction of the effect is known, for instance: new treatment is better than old treatment, small cars are cheaper than big ones. If the direction is unknown, double (two-sided) should be used. for instance: Are males different from females, which type of cars is faster, big or small one? Double sided test is more often used, because it gives a more conservative (higher) estimate of the required sample size. Significance tests are based on certain assumptions (Hussein Arsham).The data have to be random samples out of well defined population and some variables fellow a certain distribution may be assumed. In most cases, the normality of the distribution is assumed.There are several procedures for determining the appropriate sample size for various statistical tests. The following may be included (Hussein Arsham): 1. Normal mean for estimating the mean of normal distribution. 2. Normal sigma for estimating the standard deviation of a normal distribution. 3. Binomial proportion for estimating the parameter of a binomial distribution.

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 4. Poisson rate for estimating the rate of a Poisson distribution. 5. Comparison of two means for comparing the means of two normal distributions. 6. Comparison of two sigmas for comparing the standard deviations of two normal distributions. 7. Comparison of two binomial distributions. 8. Comparing the rates parameters of two binomial distributions. 9. Comparisons of several means (for more than two binomial distributions).

2.2. Sample Size calculation Procedures:

There are several procedures for calculating the sample size. These procedures are discussed below (see Zodpey (2004),I,Glen D.(1992): . 1. Published readymade tables. There are published tables which provide the required sample size for different designs and situations. 2. Sample size and power analysis software: Various computer software are available for calculating sample size and power for different combinations of levels of precision, confidence, and variability (see Power Analysis) .Some of these software which can be used for calculating sample size are: STATISTICA Power Analysis, SISA, SAS, Power and Precision. 3. Using similar study sample size: This procedure implies using the same sample size as of similar study to underlying one. 4. Using the entire population for small populations as a sample: Although cost considerations make this procedure impossible for large populations, the entire population eliminates sampling error achieves a desirable level of precision. Several formulas for sample size evaluations are introduced for different situations (see Cochran (1977), Yamne,Taro.(1967) in I, Glen D.(1992)).Some of these equations are as follows: Consider the notations:

, n , n0 : sample size.
N: population size. Z: The abscissa of normal curve ;( found in statistical table); that cuts off an area at tails. D: desired level of precision. P: the estimated proportion of an attribute that is present in the population. q: equals 1-p

: Population variance .

Following Cochran (1977), then:

n0

z 2 pq ....................................................................[1] D2

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011

n0 .............................................................[2] (n0 1) 1 N

N ............................................................[3] 1 N ( D) 2
Z 2 2 ...................................................................[4] D2

n0

As for equation (1), there are two methods to determine sample size for variables. One method is to combine responses into two categories and then use a sample size based on proportion ,I, Glen D.(1992).The second method is to use the formula for the sample size for the mean which employs population variance instead of (pq), equation (4). The disadvantage of the sample size based on the mean is that a "good" estimate of the population variance is necessary which is often- not available. In addition, the sample size can vary widely from one attribute to another, because each is likely to have a different variance. Because of these problems, the sample size for the proportion is seldom used, I, Glen D .(1992). When the sample mean is calculated, that sample mean is actually different from the population mean .

This difference between the sample and population means can be thought of as an error. The margin of error" "is the maximum difference between the observed sample mean and the true value of the population mean :

.. [5] Where:

is known as the critical value, for the area of is the population standard deviation. is the sample size.

in the standard normal distribution.

Rearranging this formula, we can solve for the sample size necessary to produce results accurate to a specified confidence and margin of error.

..

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 This formula can be used when confidence of is known and determination of the sample size necessary to establish, with a to within .

, the mean value

However, when sample size is greater than 30, can be replaced by the sample standard deviation s.If sample size is less than or equal to 30, the population must be normally distributed and you must know the population standard deviation in order to use the formula above (Six Sigma, 2000-2007).

The are two factors affecting sample design: The required precision and the available survey resources .Formulas were developed to help determining an optimal sample design depending on these two constraints. Based on optimal allocation when a stratified sampling is used, the best sample size for stratum h would be given by: stattrek (2006).

nh = n [ ( Nh Sh ) / ( ch ) ] /[ ( Ni Si ) / ( ci ) ] ..

where nh is the sample size for stratum h, n is total sample size, Nh is the population size for stratum h, Sh is the standard deviation of stratum h, and ch is the direct cost to sample an individual element from stratum h. The summation is across all of the strata; i represents one of those strata. According to Neyman allocation, the best sample size for stratum h would be: stattrek. (2006).

nh = n ( Nh Sh ) / [ ( Ni Si ) ] ..

where nh is the sample size for stratum h, n is total sample size, Nh is the population size for stratum h, and Sh is the standard deviation of stratum h. Solve for n ,we reach to the required sample size of a study.

2.3.Sample Size for Dichotomous Variables Designs:

A study or an experiment can involve measurement of dichotomous variables (i.e., occurrence of an event, expressed as rates or proportions).In such a case, a relatively simple formula will give the required sample size, given values for power, significance level, and the difference one wishes to detect. Let rc be the number of outcomes (such as occurrence of disease, death) in the control group, and re is the outcome in the experimental group.following Ralph B.Dell etal (2002) we canDefine

..

where rc is the number of events and Nc is the total number of elements in control group or group c, and re, Ne for the experimental group or group e. The hypothesis is that pe is different from pc. This hypothesis can be stated as follows:

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 The formula for determining sample size is derived from a common statistical test for Ho. Thus, given estimates for pc and pe, sample size n for each group can be estimated:

..

10

where qc = 1 pc; qe = 1 pe; and d = | Pc Pe |. d is the difference between pc and pe, expressed as a positive quantity. C is a constant that depends on the values chosen for and .

2.4.Sample Size for Adaptive Designs:

Sample size determination has many different aspects :One of the important aspects is the sample size determination for complex designs and adaptive designs. A very narrow definition of optimal adaptive design is sample size adjustment at a single interim analysis , Kevin L. Delucchi(2004). Adaptive design allow "redesign" of trial based on interim data. It has been suggested that if group sequential design is planned for all contingencies ,it will have better power and sample size characteristics across a broad range of treatment differences than an adaptive design.Sample size estimation procedures depend on the variability of the population. The greater the variability, the larger the required sample size. One method of controlling for variability in the level of a continuous variable is to measure the variable before and after an experimental intervention .In this case, instead of using an estimate of the variability of the population mean, the variability of the difference is estimated. The standard deviation of the difference in a measurement in an individual is lower because it does not include inter-individual variability. Thus controlling variability by repeat study is also an important issue.

3.0. Sample Size &Power Analysis:

Power is broadly defined as "the probability that a statistical significance test will reject the null hypothesis for a specified value of an alternative hypothesis, Robin( 2000).Another way to define it is "The ability of a test to detect an effect, given that the effect actually exists, Robin ( 2000). Sample size justification is intimately tied with power analysis since the way to justify a sample size, is by performing a formal statistical power analysis. Therefore, to understand sample size justification, understanding of power analysis is needed ,Eng(2003). A formal statistical power analysis is the test tool to justify sample size. Power analysis depends on statistical inference by which conclusions about a population based upon a sample may be made. A statistical power is the likelihood of achieving statistical significance ,Steve(2006).There are many different procedures and formulas for performing a statistical power analysis(see Steve(2006).The particular choice of a procedure and formula depends upon the nature of underlying variables and research questions and objectives. The purpose of many research projects is to search for evidence that a value of a parameter from a population of interest is different from the hypothesized value .In other words, if the computed P-value from a statistical test is "small"(e.g., less than some arbitrary cutoff value), the null hypothesis is rejected in favor of the alternate .This process can be compared to an investigation in which the researcher determines if there is sufficient evidence from a collected sample to change our view of a population characteristic ,Robin(2000). There are some initial considerations when designing a research experiment ,Robin(2000),Bruce E&Clifford(1990). -Has any previous research been done on this topic?

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 -How will the response variable be measured? -What experiment design strategy would work best? -What characteristics should be measured yet are not considered part of the design? -Sample Size: how many subjects (elements) are needed? In addition, when performing a statistical power analysis, the following important components should be considered ,Robin (2000), Bruce E&Clifford(1990). 1. Significance level () or the probability of a type I error. 2. Power to detect an effect, which is expressed as power =1-, where is the type II error. 3. Effect size (in actual units of the response) the researcher wants to detect. Effect size and the ability to detect it are indirectly related; the smaller effect, the more difficult it will be to find it. 4. Variation in the response variable. 5. Sample size .A larger sample size generally leads to smaller variances for parameter estimates, and gives a greater ability to detect a significance difference. The above five components of power analysis are not independent. Actually any four of them automatically determines the fifth. The objectives of a power analysis are to calculate the sample size for a given values of the above first four items, John ( 2001):Hence, power of a given test is characterized by P=F (, , n, s) is under direct control in hypotheses testing where rejection region is set.n is also under control, often subject to cost constraints, can be control in manipulative study and s is unlikely to be under control since it is a characteristic of a population.

4.Numerical Illustrations:
Some illustrations for some statistical tests were introduced in table (1), where the required sample size is determined according to desired tolerance for some specified parameters. From table (1), the sample size needed for a given requirements is shown. These requirements may include the parameter to be estimated, desired tolerance (+/-), confidence level (assumed 95%) A 'tolerance (delta)' parameter is subsequently given. One wants that Beta percent of the observations is within the tolerance level given. Beta is the power level; the tolerance will mostly be set at quite a small value. The tolerance parameter is only relevant for equality analysis. In case the averages do not concern proportions, a standard deviation should be specified. we can illustrate determining the sample size for four simple study designs as shown by Eng(2003).For calculating a sample size, the appropriate formula must be identified to the study design, then the values for the parameters must be entered under "Input Values" and click the corresponding "Calculate" button as shown in the table(1). From the first raw of table(2) ,the sample size required is determined to estimate the mean of a normal distribution assuming that the standard deviation of the normal distribution equals 2,then 7 observations are to estimate the mean to within 2 with 95% confidence. The second raw of the table shows that the required sample size is determined to estimate the standard deviation of normal distribution. Then 193 observations are required to estimate sigma to within 0.2 with 95% confidence. Similarly, it is obvious from the third raw that the sample

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 size required to estimate the proportion of a binomial distribution is determined. Then 1068 observations are required to estimate the proportion to within 0.03 with 95% confidence, assuming the proportion is around 0.5. The rest of the table contents can be interpreted in the similar way. Table(3) gives the sample size (n),precision(d)with confidence level 95% .It should be noted that when the assumption of normality of population is poor, the entire population should be sampled for the first six values population size. A way to determine sample size is to rely on published tables which provide the sample size for a given set of criteria Tables (4),(5) and Table (6) Present required sample size for a given population with allowable difference and variance estimate(for different Confidence levels). Two things should be noted here: First, these sample sizes reflect the number of obtained responses, and not necessarily the number of surveys mailed or interviews planned (this number is often increased to compensate for nonresponse). Second, the sample sizes in these tables presume that the attributes being measured are distributed normally or nearly so. If this assumption cannot be met, then the entire population may need to be surveyed.According to Ralph B.Dell etal (2002), Small departures from normality do not unduly influence the test of the hypothesis. However, if the variable has a long tail in one direction, then the deviation from normality becomes important, Ralph B.Dell etal (2002). It is known that transformation can be made to make a distribution more normal by using the log or square-root or some other transformation in the analyses. Such a transformation may result in a variable that is closer to being normally distributed, then the transformed variable can be used for sample size calculations and for further statistical analysis. The procedures of sample size calculation have assumed that a simple random is the sampling design, although there are other complex designs, e.g, stratified random sampling, cluster sampling, multistage sampling, Paul S Levy and Stanley Lemeshow(1999),these designs must take into account the variances of subpopulations,strata,or clusters before an estimate of the variability in the population as a whole can be made (see Duzgun&Usul(2001), and Walford(1995).Another consideration with the sample size is the number needed for the data analysis. If descriptive statistics are to be used e.g mean, frequencies, then nearly any sample size may be sufficient .On the other hand, a suitable size sample e.g. 200-500, is needed for multiple regression, analysis of covariance, or log-linear analysis , I, Glen D(1992). The effect size refers to the magnitude of the effect under the alternative hypothesis. It should represent the smallest difference that would be of significance. It varies from study to study. It is also variable from one statistical procedure to the other. It could be the difference in cure rates, or a standardized mean difference or a correlation coefficient. If the effect size is increased, the type II error decreases. Power is a function of an effect size and the sample size. For a given power, 'small effects' require larger sample size than 'large effects'. Power depends on (a) the effect size, (b) the sample size, and (c) the significance level. But if the researcher knew the size of the effect, there would be no reason to conduct the research! Researcher designers use power analysis to minimize the likelihood of both false positives and false negatives (Type I and Type II errors, respectively) ,Richard A. Zeller and Yan Yan (2007). Consider that: power = 1- = p (HA is accepted/HA is true) Set ,the probability of false rejecting Ho,equal to some small value .Then ,considering the alternative hypothesis HA,choose a region of rejection such that the probability of observing a sample value in that region is less than or equal to when Ho is true. If the value of sample statistic falls within the rejection region, the decision is made to reject the null hypothesis. Typically is set at 0.05, and critical t values are specified. The calculation works as follows: Entering =0.05, power=0.95, effect size specified as in column (1), we find the needed elements (sample size (column 4)) and so on.

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 The effect size is seen in table (7) Column1).According to Franz &Edgar (1992), the number of effect size must be from 0.001 to 10.The effect size conventions are small =0.20, medium=0.50, large=0.80. Power is the chance that if "d" exists in the real world, one gets a statistically significant difference in the data .if the power level is taken to be 80%,there is an 80% chance to discover a really existing difference in the sample. Alpha is the chance that one would conclude that an effect difference "d", has been discovered, while in fact this difference or effect does not exist. If alpha is set at 5%, this means that in 5%, or one in twenty, the data indicate that "something" exists, while in fact it does not. Sample size has an indirect effect on power because it affects the measure of variance used to calculate a test statistic (t-test).Since the power of the test to be calculated involves comparison of sample means, one would be more interested in the standard error(the average difference in sample values)than standard deviation or variance. Thus sample size is of interest since it modifies an estimate of a standard deviation. When n, sample size, is large a lower standard error would have been achieved than when n is small. In turn when N, the population size is large a smaller beta region would have been attained than when n is small. G*Power software (G Power 2000) can be used to calculate a sample size for a given effect size, alpha level, and power value. To avoid wasting resources, one should find the optimal sample size by plotting power as a function of effect size and sample size. A large increase in sample size does not lead to a corresponding increase in power. To see the relationship between the sample size and the power level a software such as G Power (2000) can be used. Generally speaking, when the alpha level, the effect size or the sample size increases, the power level increases.

5.0. Discussion
The sample size procedure provide the number of responses that need to be obtained.Inspite of the conventional rules on the required sample size; the optimum sample size relies on the area of concern (Walford, N, 1995).Many researchers commonly add 10% to the sample size to compensate for persons that the researcher is unable to contact. The sample size also is often increased by 30 % to compensate for nonresponse(I, Glen D.(1992).Thus the sample size for some surveys can be larger than the number required for a desired level of confidence and precision. In some situations researchers have no choices in sample size. For example, the number of elements has been pre-determined by the project sponsor. In this case, power analysis should still be conducted to find out what the power level is given the pre-set sample size. If the power level is low, it may be an explanation to the nonsignificant result. What if the null hypothesis is rejected? Does it imply that power is adequate and no power analysis is needed? .Granaas (1999) suggested that there is a widespread misconception that a significant result proves an adequate power level. Actually, even if power is 0.01, a researcher can still correctly reject the null one out of one hundred times. When power is insufficient but increasing sample size is not an option, you can make up subjects by resampling technique named bootstrapping a larger virtual population by duplicating existing subjects can be employed, though it is negotiable. However, low power does not necessarily make a study a poor one if you found a significant difference. Even if the null is rejected, the power may still be low. But this can be interpreted as a strength rather than as a weakness. Power is the probability of detecting a true difference. If I don't have adequate power, I may not find a significant result. Power analysis is a procedure to balance between Type I and Type II error. Simon (1999) suggested to follow an informal rule that alpha is set to .05 and beta to .2. In other words, power is expected to be .8. This rule implies that a Type I error is four times as costly as a Type II error. Granaas (1999). Granaas pointed out that the power level for published studies in psychology is around .4There are challengers to this ".05 and .2

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 rule." For example, Muller and Lavange(1992) argued that for a simple study a Type I error rate of .05 is acceptable. However, pushing alpha to a more conservative level should be considered when many variables are included. It may be argued that for a new experiment a .05 level of alpha is acceptable. But to replicate a study, the alpha should be as low as .01. Computing power for any specific study may very well be a difficult task. However, if you do not evaluate the joint influence of the size of the effect that is important and the inherent variability of the response during the planning stage, one of two inefficient outcomes will most likely result:If too few subjects are used, a hypothesis test will result in such low power that there is little chance to detect a significant effect. At the other extreme, consider an experiment where data collection is so large that a trivially small difference in the effect is detectable.. Again, the researcher has not put all of his or her time and resources to good use--in statistical terms, too many subjects have been studied. A study with low power will have indecisive results, even if the phenomenon you're investigating is real. Stated differently, the effect may well be there, but without adequate power, you won't find it. The situation with high power is the reverse: you will likely see very significant results, even if the size of the effect you're investigating is not practical. Stated differently, the effect is there, but its magnitude is of little value. The number of subjects you use is critical to the success of research. Without a sufficient number, you won't be able to achieve adequate power to detect the effect you're looking for. With too many subjects, you may be using valuable resources inefficiently. Either way, implementing a study with too little or too much power does not spend time and resources economically; this may be viewed as unethical scientific behavior. For these reasons, there is a growing recognition of the importance of sample size calculation and power analysis in the proper design of experiments. To estimate a sample size prior to doing the research, requires the postulation of an effect size, mostly called'd'. This effect size might be related to a correlation, an f-value, or a non-parametric test. In the procedure implemented here'd' is the difference between two averages, means or proportions. Effect size'd' is mostly subjective, it is the difference you want to discover as a researcher or practitioner and it is a difference that you find relevant. However, if cost aspects are included,'d' can be calculated objectively. The size of the difference in the response to be detected, which relates to underlying population, not to data from sample, is of importance since it measures the distance between the null hypothesis (HO) and specific value of the alternative hypothesis (HA).A desirable effect size is the degree of deviation from the null hypotheses that is considered large enough to attract the attention. The concept of small, medium, and large effect sizes can be a reasonable starting point if you do not have more precise information. (Note that an effect size should be stated in terms of a number in the actual units of the response, not a percent change such as 5% or 10 %.). You'll also need an estimate of the variability in the response of interest before you can determine the sample size needed to estimate an effect. This value is often found from pilot studies or from previous research, although it is all too often not readily available in published documents. Sample size determination and power analysis involve steps that are fundamentally the same .These include the investigation of; type of analysis and null hypothesis; power and required sample size for a reasonable range of effect as well as calculation of the sample size required to detect a reasonable effect with a reasonable level of power .

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 In general, the larger the sample size n, the smaller the sampling error. If we are to make accurate decision about a parameter, we need to have an n large enough so that sampling error will tend to be" reasonably small ".If n is too small, there is not much point in gathering the data, because the results will tend to be imprecise to be of much use. Once n is large enough to produce a reasonable level of accuracy, making it larger simply wastes time and money. Some key decision in planning any experiment are," How precise will my parameter estimates tend to be if I select a particular sample size?" and "How big a sample do I need to attain a desirable level of precision?". The Purpose of power analysis and sample size estimation is to provide you with the statistical methods to answer these questions.

6.0. Conclusion
i. The issue of sample size determination and power analysis is reviewed here. Sample size determination and power analysis involve similar steps. These include the investigation of; type of analysis and null hypothesis; power and required sample size for a reasonable range of effect as well as calculation of the sample size required to detect a reasonable effect with a reasonable level of power. Performing power analysis and sample size estimation is an essential aspect of experimental design, because without these calculations, sample size may be too high or too low. If sample size is too low, the experiment will lack the precision to provide reliable answers to the questions it is investigating. If sample size is too large, time and resources will be wasted, often for minimal gain. Determination of optimum sample size is often important and almost always difficult. It requires care and considers scientific objectives as well as obtaining sufficient information prior to do the study. It is a practical reality that sample size is not always determined based on scientific goals. It is important to evaluate the proposed study to see if it will meet scientific criteria. In conclusion, the number of elements to be used is critical to the success of research. Without a sufficient number, you won't be able to achieve adequate power to detect the effect you're looking for. With too many elements, you may be using valuable resources inefficiently. Either way, implementing a study with too little or too much power does not spend time and resources economically; this may be viewed as unethical scientific behavior. Finally, it should be noted that sample size is not always the main issue; it is one aspect of the quality of a study design.

ii.

iii.

iv.

v.

References
1.Aczel,Amir,D. (1989) .Complete Business Statistics,Boston:Homewood . 2.Bruce E &Clifford J.(1990).Theory and Application of Statistics.Mc Graw-Hill Publishing Company; Singapore. 3.Charles W. Dunnett etal (2001).Sample Size Determination in Step-down and Step-up Multiple Tests for Comparing Treatments with a Control .Journal of Statistical Planning and Inference Volume 97, Issue 2, Pages 367-384 . 4. Cochran, William G.(1977).Sampling Techniques. John Wiley &Sons edition . 5.Duzgun,H.S.B.and Usul,N."Sampling and Determination of Optimum Sample Size in GIS". Ankara, Turkey, in http://proceedings.esri.com/library/userconf/proc02/pap1211/p1211.htm. 6.Eng, John.(2003). Sample Size Estimation: How Many Individuals Should be Studied?. Radiology 2003; 227: 309-313. Department of Radiology and Radiological Science,USA. 7. Fleiss JL.(1981) .Statistical Methods for Rates and Proportions, 2nd edn. London: John Wiley & Sons.

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 8.Franz Faul & Edgar Erdfelder (1992).G Power Ver 2Bon University Dept Of Psychology : http://www.psycho.uni-duesseldorf.de/aap/projects/gpower/. 9.Fulvio De Santis(2007).Using Historical determination.J.R.Statist.Soc.,170,part 1,pp 95-113. Data for Bayesian Sample Size

10.Granaas, M. (1999 ). Type I and Type II error. Educational Statistics Discussion List (EDSTAT-L). [Online]. Available E-mail: edstat-l@jse.stat.ncsu.edu [1999, January 7]. 11.Hussein Arsham .Topics in Statistical Data Analysis : http://www.iph.ufrgs.br/corpodocente/marques/cd/rd/arsham%5Copre330.htm#rrforcast. 12. .I,Glenn D.(1992). "Determining Sample Size". Gainesville, FL: University of Florida, Cooperative Extension Service. Available: http://edis.ifas.ufl.edu/pdffiles. 13.James Stamey , and Richard Gerlach (2007).Bayesian Sample Size Determination for Case-control Studies with Misclassification. Computational Statistics & Data Analysis Volume 51, Issue 6, Pages 2982-2992 . 14. John Blake (2001). Sample Size and Statistical Power "A Lecture of Dr Eric Rexstad,Dept of Biology and Wildlife . 15.Keaven Anderson and Qing Liu(2004).Optimal Adaptive vs. Optimal Group sequential Design. Merck Research Laboratories. BASS X1. 16.Michael Friendly "Power &Precision "a web document available in:http://www.math yorku.ca/SCS/online/power/ . 17.Muller ,K.E.&Lavange,L.M.(1992).Power calculationsfor general linear multivariate modelsincluding repeated measures applications.Journal of the American StatisticalAssociation,87,1209-1216 . 18.Paul S.Levy &Stanley Lemshow.(1999).Sampling of Populations: Methods &Applications.3rd ed.Wiley. 19.Ralph B. Dell etal (2002).Sample Size Determination ILAR Journal V43(4) Experimental Design and Statistics in Biomedical Research. 20.Ralph B. etal(2008). Sample Size Determination .National Academy of Sciences. Washington, D.C. 20001. 21.Richard A. Zeller and Yan Yan (2007). Establishing the Optimum Sample Size .Epidemiology and Medical Statistics ,Handbook of Statistics Volume 27, Pages 656-678. 22.Robin High(2000). "Important Factors in Designing Statistical Power Analysis". Computing Centre Home Page (Available in robin@darkwing.uoregon.edu). 23.Russel V. Lenth (2001)."Some Practical Guidelines for Effective Sample Size Determination".Dept of Statistics, University of Iowa . 24.Simon,Steve(1999)."Type I &Type II Error. Educational Statistics, Discussion List(EDSTAT-L(online). Available E-mail: edstat-l@jse.stat.ncsu.edu [1999, January 7] . 25.teve, Creech, consulting.com). President Statistically Significant Consulting,LLL(steve@statistically significant

26.Tatiana V.Macfalane(2003). Sample size determination for research projects. Journal of Orthodontics, Vol. 30, No. 2, 99-100, June 2003, British Orthodontic Society. 27.Tokola etal(2011).Power, Sample Size and Sampling Costs for Clustered Data Statistics & Probability Letters Elsevier B.V.

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 28.Walford,N.,(1995).Geographical Data Analysis, John Wiley and Sons Inc,New York,USA. 29.Walters Kluwer Business. "Sample Size and Distribution 30.Yamne,Taro.(1967).Statistics; an Introductory Analysis,2nd ed.,New York:harper and Row.. .

31.Zodpey (2004) .Sample Size and Power Analysis in Medical Research .IJDVL Indian Journal of Dermatology, Venerology and Leprology Vol 70 Issue 2 P 123-128 .

Websites References:
1.Agricultural Education and Communication Department, Florida Cooperative Extension Service, Institute of Food and Agricultural Sciences, University of Florida.( 2009). Web Site at http://edis.ifas.ufl.edu. 2.G*Power-2000in(http://www.psychologie.uni-trier.de.8000/projects/gpower.html). 3. Power Analysis, Electronic Text Book, Statsoft, Inc 1984-2003 ,http://www.statsoft.com /. 4..SISA Simple InteractiveStatistical http://home.clara.net/sisa/samphlp. Analysis Sample Size Calculation.Available in

5.Sixsigma LLC-2000-2007 Available in(http:www.isixsigma.com/library/content/license.asp). 6.stattrek(2006).Neyman allocation,in http://stattrek.com/lesson6/sampleSizestrata.aspx. 7.The Research Advisors(2006).(Sample size table http://research-advisors.com/). 8.University of Wisconsin. Cooperative Extension Program Dept and Evaluation Sample size selection chart (htt//www.Uwex.edu/ces/tobaccoeval,site map.html.).

Tables:
(Table (1a):Equation 1: Sample size for a comparison of two means.

Input Values Minimum expected difference: Estimated standard deviation: Desired power: Significance criterion (2-tailed):

Calculated Results Sample size (N): Zcrit: Zpwr: (total, 2 groups)

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 (Table (1b):Equation2: Sample size for a comparison of two proportions.

Input Values Estimate of 1st proportion (p1): Estimate of 2nd proportion (p2): Desired power: Significance criterion (2tailed):

Calculated Results Sample size (N): Zcrit: Zpwr: (total, 2 groups)

(Table (1c):Equation 3: Sample size for a confidence interval around a mean.

Input Values Width of confidence interval: Estimated standard deviation: Significance criterion (2-tailed):

Calculated Results Sample size (N): Zcrit:

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 (Table (1d):Equation 4: Sample size for a confidence interval around a proportion.

Input Values Width of confidence interval: Estimated proportion (p): Significance criterion (2-tailed):

Calculated Results Sample size (N): Zcrit:

Table (2): Required sample size for some parameters (95% confidence).

Parameter to be estimated Normal mean Normal sigma Binomial proportion

Desired tolerance(delta)

Required sample size

Comments

+/-2 +/ - 0. 2 +/ - 0.3

7 193 1068

Assumed sigma =2

Assuming the proportion is 0.5

Poisson rate Difference between two normal variances Ratio of two normal variances Difference between two binomial proportions Difference between two Poisson rates Difference between several normal means

+/ - 0.5 (rate=5) +/ - 0.5

77 9 for each sample Assumed sigma=5 with group

+/ - 0.5

68

+/ - 0.1

193

Mean proportion=0.5

+/-1

77

Mean rate =10

12 +/-1

No. of means =3 Assumed sigma=1

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 Table (3):Sample size for different Precision Levels (Confidence Level = 95% and P=.5). Population size N 500 600 700 800 900 1,000 2,000 4,000 6,000 8,000 10,000 15,000 20,000 25,000 50,000 100,000 >100,000 10,000 3% 500 600 700 800 900 1,000 714 870 938 976 1,000 1,034 1,053 1,064 1,087 1,099 1,111 1,000 Sample size (n)for precision(d) of: 5% 222 240 255 267 277 286 333 364 375 381 385 390 392 394 397 398 400 385 7% 145 152 158 163 166 169 185 194 197 199 200 201 204 204 204 204 204 200 10% 83 86 88 89 90 91 95 98 98 99 99 99 100 100 100 100 100 99

Source :Modified by the researcherand derived from :Agricultural Education and Communication Department, Florida Cooperative Extension Service, Institute of Food and Agricultural Sciences, University of Florida.( 2009). Web Site at http://edis.ifas.ufl.edu. Footnotes:The size of the population (N)and amount of error determines the size of a randomly selected sample(n). This table helps the researcher determine (with 95 percent certainty) what the results would have been if the entire population had been surveyed.

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 Table (4) :Required Sample Size for a Given Population with Allowable Difference and Variance Estimate (Confidence =90%). Population Size N 01 011 011 0111 0111 01111 01111 01111 01111 01111 011111 011111 1 1 0 2 1 0.5 1 0 0 0 0.5 2 Maximum Allowable Difference Variance Estimate 1 1 0 1 1 0 1 011 01 0 0 0 Required Sample Size n 01 011 3 0111 0111 00 01111 264 27 3 00 0

Source: Made by the researcher.

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 Table (5): Required Sample Size for a Given Population with Allowable Difference and Variance Estimate (Confidence = 95%). Population Size N 4 5 011 0111 0111 0111 01111 011111 011111 011111 011111 011111 011111 011111 1 1 0 2 0 1 0 0.5 0.5 0.5 0.5 0.5 0 2 Maximum Allowable Difference Variance Estimate 1 1 0 1 0 1 0 0 2 5 01 0 0 0 Required Sample Size n 4 5 4 0111 4 0111 4 06 30 77 054 06 4 0

Source: Made by the researcher. Footnotes: In the first two rows of the table, the assumption of normal population is poor, therefore, the entire population should be sampled i.e.(n=N).

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 Table (6) :Required Sample Size for a Given Population with Allowable Difference and Variance Estimate (Confidence = 99%). Population Size N
0011 2011 3011 01011 01011 01011 01011 01011 011011 011011 011011 011011 011011 0111011 0111011 0111011 0111011 01111011 01111011 01111011 01111011 01111011 01111011 01111011 0.10 0.20 0.20 0.30 0011 0.50 2011 2011 0.30 1051 2011 2011 0011 0.50 2011 2011 0.00 0.50 2011 0011 0011 0011 0011 0011 0.00 0011 2011 2011 0011 0011 0011 0.00 2011 0011 0011 0.00 0011 0011 0011 0.00 0.00 0011 0011 01011 011011 0111011 01011 011011

Maximum Allowable Difference

Variance Estimate

Required Sample Size n

0011 2011 3011 01011 4011 8011 2011 01011 61011 20011 2011 011011 7011 26011 2011 0111011 0111011 27011 2011 39011 371011 2776011 66011 623011

Source: Made by the researcher.

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011 Table (7): Effect size, Sample size &Power (Alpha=0.05; Power=0.95).* Effect size 0.001 0.100 0.200 0.300 0.400 0.500 0.600 0.700 0.800 0.900 10.00 Delta 3.6048 3.6056 3.6083 3.6125 3.6222 3.6228 3.6497 3.6708 3.6661 3.7108 10.0000 Critical t 1.9600 1.9604 1.9618 1.9641 1.9673 1.9714 1.9763 1.9822 1.9893 1.9966 4.3027 Total sample size 51978840 5200 1302 580 328 210 148 110 84 68 4 Actual power 0.9500 0.9500 0.9501 0.9502 0.9507 0.9501 0.9521 0.9533 0.9518 0.9551 0.9927

Footnotes:*Power depends on the effect size, the sample size and the significance level.

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International Journal of Advances in Science and Technology, Vol. 3, No.6, 2011

Authors Profile
Dr. habib Ahmed Elsayir Islamic University, Sudan Islamic University Branch Mathematics ,Alqunfudha Arabia. received his Ph.D degree in Statistics from Omdurman in 2001. He was appointed manager of Omdurman at AlDaein 2002-2005.Now he is the Head Dept. of University college, University of ummal Qura,Saudi

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