A Note on Sample Size Determination for the Estimation of the Mean Vector of a Multivariate Population |
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| Authors: | Wen Cui Feiqi Zhu |
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| Affiliation: | 1. Department of Computer Information Systems &2. Quantitative Methods , McCoy College of Business Administration, Texas State University – San Marcos , San Marcos, Texas, USA jcui@txstate.edu;4. Systems and Technology Group , IBM Corp. , Austin, Texas, USA |
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| Abstract: | In this article, we present a straightforward Bonferroni approach for determining sample size for estimating the mean vector of a multivariate population under two scenarios: (1) a pre-specified overall confidence level is desired; and (2) a pre-specified confidence level needs to be guaranteed for each individual variable. It is demonstrated that correlation between variables helps reduce the sample size. The formula to calculate the reduced sample size is derived. A binormal example is presented to illustrate the effect of correlation on sample size reduction for various values of the correlation coefficient. |
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| Keywords: | Bonferroni Inequality Correlation Sample size determination Sample size reduction |
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