382   C H A P T E R 10    Hypothesis Testing: Categorical Data

If we want to detect a 20% reduction in risk, then p2 = 0.8p1 or

p2 = (150 × .8) 10 5 = 120 10 5 = .00120

q2 = 1 − .00120 = .99880
α = .05
1 − β = .8
k = 1 ( because n1 = n2 )

.00150 + .00120
p= = .00135
2

q = 1 − .00135 = .99865
z1− α 2 = z.975 = 1.96

z1− β = z.80 = 0.84

Thus, referring to Equation 10.14,

2
 .00135(.99865)(1 + 1)(1.96) + .00150(.99850 ) + .00120(.99880 )( 0.84)
n1 =  
(.00150 − .00120 )2

=
[.05193(1.96) + .05193( 0.84)]2 =
.145392
= 234, 881 = n2
2
.00030 .00030 2
or about 235,000 women in each group.

To perform a one-tailed rather than a two-tailed test, simply substitute α for α/2
in the sample-size formula in Equation 10.14.
Clearly, from the results in Example 10.27, we could not conduct such a large
study over a 1-year period. The sample size needed would be reduced considerably if
the period of study was lengthened beyond 1 year because the expected number of
events would increase in a multiyear study.
In many instances, the sample size available for investigation is fixed by practi-
cal constraints, and what is desired is an estimate of statistical power with the antici-
pated available sample size. In other instances, after a study is completed, we want
to calculate the power using the sample sizes that were actually used in the study.
For these purposes the following estimate of power is provided to test the hypothesis
H 0: p1 = p2 vs. H1: p1 ≠ p2, with significance level α and sample sizes of n1 and n2 in
the two groups.

Equation 10.15 Power Achieved in Comparing Two Binomial Proportions Using a Two-Sided Test
with Significance Level a and Samples of Size n1 and n2 (Independent-Sample
Case) 
To test the hypothesis H 0 : p1 = p2 vs. H1: p1 ≠ p2 for the specific alternative p1 − p2 = ∆
p1 − p2 = ∆, compute

 ∆ p q (1 n1 + 1 n2 ) 
Power = Φ  − z1− α 2 
 p1q1 n1 + p2 q2 n2 p1q1 n1 + p2 q2 n2 

where

p1, p2 = projected true probabilities of success in groups 1 and 2, respectively

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 10.5  ■  Estimation of Sample Size and Power for Comparing Two Binomial Proportions   383

q1 , q2 = 1 − p1 ,1 − p2
∆ = p2 − p1
n1 p1 + n2 p2
p=
n1 + n2
q =1− p

Example 10.28 Otolaryngology  Suppose a study comparing a medical and a surgical treatment for
children who have an excessive number of episodes of otitis media (OTM) during
the first 3 years of life is planned. Success rates of 50% and 70% are assumed in the
medical and surgical groups, respectively, and the recruitment of 100 patients for
each group is realistically anticipated. Success is defined as ≤1 episode of OTM in the
first 12 months after treatment. How much power does such a study have of detect-
ing a significant difference if a two-sided test with an α level of .05 is used?

Solution Note that p1 = .5, p2 = .7, q1 = .5, q2 = .3, n1 = n2 = 100, Δ = .2, p = (.5 + .7)/2 = .6, q = .4, α =
.05, z1−a/2 = z.975 = 1.96. Thus from Equation 10.15 the power can be computed as follows:

 .2 1.96 .6(.4)(1 100 + 1 100 ) 

Power = Φ  − 
 [.5(.5) + .7(.3)] 100 [.5(.5) + .7(.3)] 100 
 .2 (.0693) 
= Φ − 1.96 = Φ(2.949 − 2.002 ) = Φ( 0.947) = .83
 .0678 .0678 

Thus there is an 83% chance of finding a significant difference using the anticipated
sample sizes.

If a one-sided test is used, then Equation 10.15 can be used after replacing z1−α 2
by z1−α .

Paired Samples
In Section 10.4, McNemar’s test for comparing binomial proportions in paired
samples was introduced. As noted there, this test is a special case of the one-sample
binomial test. Therefore, to estimate sample size and power, the more general for-
mulas for the one-sample binomial test given in Section 7.10 can be used. Specifi-
cally, referring to Equation 7.46 to test the hypothesis H 0: p = p0 vs. H1: p ≠ p0 using
a two-sided test with significance level α and power 1 − β for the specific alternative
p = p1, a sample size of

2
p0 q0  z1− α 2 + z1− β p1q1 ( p0 q0 ) 
n=
( p1 − p0 )2

is needed. To use this formula in the case of McNemar’s test, set p0 = q0 = 1/2, p1 = pA
= the proportion of discordant pairs that are of type A, and n = nD = the number of
discordant pairs. On substitution,

(z )
2
1− α 2 + 2 z1− β pAq A
nD =
4( pA − .5)2

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