concept

sample size

The number of participants or samples in a study, determining its ability to detect real effects.
20 related articles · 3 formulas

Description

The sample size is the number of individual observations, participants, or data points included in a study. It is a fundamental parameter in statistics because it directly influences the precision of estimates and the power of hypothesis tests. A larger sample size generally reduces sampling error, making results more reliable and more likely to reflect the true population effect, while a smaller sample size increases the risk of missing real effects or producing spurious ones.

History

The formal concept of sample size and its role in inference developed in the early 20th century, notably through the work of Ronald Fisher in the 1920s and 1930s, who established the framework for experimental design and hypothesis testing.

How it works

Statistical inference relies on the idea that a sample approximates the population from which it is drawn. The standard error of an estimate decreases as the square root of the sample size increases, so doubling the sample size roughly halves the margin of error. Power analysis, which determines the minimum sample size needed to detect an effect of a given size, balances the desired significance level, effect size, and statistical power.

In practice

Sample size calculations are routine in clinical trials, social science surveys, and quality control to ensure studies are neither underpowered nor wastefully large.

Fun fact

In some fields, the 'p-hacking' problem—where researchers collect data until results become significant—exploits the fact that increasing sample size can turn a non-significant result into a significant one, even when the true effect is zero.

Concept graph →

Formulas

$$B = \prod_{k=1}^N \frac{P(D_k|H_1)}{P(D_k|H_0)}$$
Bayes factor accumulates evidence for hypotheses.
What is in the formula
BvariableBayes factor — bayes factor
D_kvariablek-th data point — data
H_1variablealternative hypothesis — hypothesis
H_0variablenull hypothesis — hypothesis
Nvariablenumber of data points — sample size
∏operatormultiplication of terms for k=1 to N — product operator
$$\text{MAE} = \frac{1}{n}\sum_{i=1}^n |y_i - \hat{y}_i|$$
Average absolute difference between predicted and true values.
What is in the formula
MAEvariableMean absolute error — mean absolute error same as dependent variable
nvariableNumber of observations — sample size
y_ivariableTrue value for observation i — true value same as dependent variable
\hat{y}_ivariablePredicted value for observation i — predicted value same as dependent variable
\sum_{i=1}^noperatorSum over all observations from 1 to n — summation
|\cdot|operatorTakes the absolute value of the difference — absolute value
$$\text{MSE} = \frac{1}{n}\sum_{i=1}^{n}(y_i - \hat{y}_i)^2$$
Measures the average squared difference between predicted and actual values.
What is in the formula
MSEvariableMean squared error — mean squared error
nvariableNumber of observations — sample size
y_ivariableActual value for observation i — actual value
\hat{y}_ivariablePredicted value for observation i — predicted value
\sum_{i=1}^{n}operatorSum over all observations from 1 to n — summation

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