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Statistical Power.

Change sample size and effect size, then compare expected power with a hundred simulated tests.

Interactive experimentintuitiveField note ·
INTERACTIVE EXPERIMENT / M12

Statistical Power

Change sample size and effect size, then compare expected power with a hundred simulated tests.

TEST THE MECHANISM
5100
01
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Expected rejection probability
26.9%
Realised rejections
30/100
Null and threshold
μ=0; |Z| > 1.96

Independent Normal observations have known standard deviation one. This is a two-sided z test with an approximately 5% null rejection rate. Power is rejection probability at a specified nonzero effect; at effect zero the displayed probability is type-I error instead. No study’s significance establishes practical importance.

Known-variance independent Normal tests and a chosen alternative are assumed; significant results do not establish importance or study quality.

THE SHORT VERSION

Statistical Power, explained.

Statistical power is the probability that a specified test rejects its null hypothesis when a particular alternative is true.

01 / THE MECHANISM

Why it happens

Two-sided Normal z tests use known standard deviation one and critical values ±1.96. A nonzero generating mean shifts the sampling distribution; expected power and realised rejection counts are displayed separately.

Statistical power is the probability that a specified test rejects its null hypothesis when a particular alternative is true.

Read the result

Expected power and the rejection fraction from a hundred studies answer related but different questions; finite simulation counts fluctuate.

02 / FOLLOW IT THROUGH

A worked example

An effect that a small study can miss

  1. Set a positive standardised mean difference and inspect expected two-sided z-test power.

  2. Increase sample size while preserving the generating effect and the fixed rejection threshold.

  3. Set the effect to zero and interpret rejections as false positives rather than successful detection of a real shift.

OPTIONAL DEEPER DETAILGo deeper: inside the model

Inside this model

Two-sided Normal z tests use known standard deviation one and critical values ±1.96. A nonzero generating mean shifts the sampling distribution; expected power and realised rejection counts are displayed separately.

03 / BEYOND THE EXPERIMENT

Where this idea is useful

A practical use

Plan a study around a meaningful effect size before collecting data, rather than explaining an inconclusive result through significance alone.

CHECK YOUR INTUITION

A common misconception

THE TEMPTING CONCLUSION

“A non-significant test proves the effect is zero.”

THE MORE USEFUL DISTINCTION

A test can fail to reject despite a nonzero effect, particularly when the sampling distribution is broad relative to that effect.

What this explanation leaves out

  • Known-variance independent Normal tests and a chosen alternative are assumed; significant results do not establish importance or study quality.
ONE MORE QUESTION

Does high power make an estimate unbiased?

Power concerns rejection probability under a specified alternative. It does not repair selection bias, confounding, measurement error or an inappropriate model.

TAKE THE IDEA WITH YOU

What effect size would matter before you decide how much evidence to collect?

Associated thinkers

Associated withJerzy Neyman ↗

Associations marked provisional are awaiting source review.

Further reading

Explore the original research or the teaching reference behind this experiment.