Sample Size, Minimum Detectable Effect, and Power › Summary

Michael BrenndoerferJanuary 7, 20261 min read
Machine Learning from ScratchAll chapters
Part 2 of 9Hypothesis Testing
Chapter 19Sample Size, Minimum Detectable Effect, and Power › Summary
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Power analysis is essential for designing studies that can answer research questions. The key points are:

The five quantities (sample size, effect size, variance, α, power) are mathematically connected. Given any four, you can solve for the fifth.

Sample size formulas vary by test type but share a common structure. The key insight is that requirements scale with the square of the ratio (z_α + z_β)/d, so small changes in effect size dramatically affect sample needs.

Minimum detectable effect (MDE) tells you the smallest effect your study can reliably detect. Use it to assess whether a study is worth conducting.

Underpowered studies have serious consequences: high false negative rates, inflated effect estimates (winner's curse), and poor replicability.

Power analysis should be done before data collection, not after. Post-hoc power analysis is meaningless because it's just a transformation of the p-value.

Sensitivity analysis is important because effect size and variance assumptions are often uncertain. Understand how your conclusions change if assumptions are wrong.