On the Use of the Upper Confidence Limit for the Variance from a Pilot Sample for Sample Size Determination

Abstract In a recent paper, Browne (1995) investigated the use of a pilot sample for sample size calculation. Monte Carlo simulations indicated that using a 100 · (1 — γ) per cent upper one‐sided confidence limit on the population varíance σ 2 leads to a sample size that guarantees the planned power with a probability of at least 1 − γ. The purpose of this paper is to get further insight into the results of Browne by analytical considerations. Furthermore, the expected power is investigated when applying the strategy and recommendations for the choice of the pilot sample size are given.