On confidence intervals for the power of F-tests

TL;DR

This paper explains how confidence intervals for standard deviation can be transformed into confidence intervals for the power of F-tests, with an application to testing a mean in a normal distribution.

Contribution

It introduces a method to derive confidence intervals for F-test power from standard deviation intervals, enhancing inference accuracy.

Findings

Confidence intervals for standard deviation can be transformed into power intervals.

Application demonstrated for two-sided mean tests in normal distributions.

Provides a practical approach for power estimation in statistical testing.

Abstract

This note points out how confidence interval estimates for standard deviation transform into confidence interval estimates for the power of F-tests at fixed alternative means. An application is shown for the test of a two-sided hypothesis for the mean of a normal distribution.