statsmodels.stats.power.NormalIndPower.power

NormalIndPower.power(effect_size, nobs1, alpha, ratio=1, alternative='two-sided')

Calculate the power of a z-test for two independent sample

Parameters:

effect_sizefloat

standardized effect size, difference between the two means divided by the standard deviation. effect size has to be positive.

nobs1int or float

number of observations of sample 1. The number of observations of sample two is ratio times the size of sample 1, i.e. nobs2 = nobs1 * ratio ratio can be set to zero in order to get the power for a one sample test.

alphafloat in interval (0,1)

significance level, e.g. 0.05, is the probability of a type I error, that is wrong rejections if the Null Hypothesis is true.

ratiofloat

ratio of the number of observations in sample 2 relative to sample 1. see description of nobs1

alternativestr, ‘two-sided’ (default), ‘larger’, ‘smaller’

extra argument to choose whether the power is calculated for a two-sided (default) or one sided test. The one-sided test can be either ‘larger’, ‘smaller’.

Returns:

powerfloat

Power of the test, e.g. 0.8, is one minus the probability of a type II error. Power is the probability that the test correctly rejects the Null Hypothesis if the Alternative Hypothesis is true.