Goldsmiths College, London, UK,;University of Southampton, UK,;Electronic Data Systems, Uxbridge, UK
Abstract:
Cochran's rule for the minimum sample size to ensure adequate coverage of nominal 95% confidence intervals is derived by using the Edgeworth expansion for the distribution function of the standardized sample mean. The rule is extended for confidence intervals based on the Studentized sample mean. The performance of the rule and Edgeworth approximations for smaller sample sizes are examined by simulation.