Statistical Power
How good is your test at actually catching something real when it's there?
Key Points
- Power = 1 − β, where β is the probability of a Type II error (missing a real effect).
- The standard target for power is 0.80 — meaning an 80% chance of catching a real effect if it exists.
- Power increases with larger sample sizes. More data = better chance of detecting real signals.
- Power increases with larger effect sizes. Big differences are easier to catch than tiny ones.
- Power decreases when you lower alpha (get stricter) — making it harder to cross the significance threshold.
What it is
Statistical power is the probability that your test will detect a real effect if one actually exists. A test with high power rarely misses real things. A test with low power lets real effects slip through undetected. Power is what separates a study that can actually answer its question from one that was doomed to find nothing, regardless of reality.
Why it exists
Running a test and getting p > 0.05 feels like a result. But what if your test just wasn't sensitive enough to detect the effect? Without understanding power, you can't tell the difference between 'there is no effect' and 'my test was too weak to notice the effect.' Power forces you to be honest about what your study is actually capable of answering.
What it measures
Power measures how sensitive your test is. A power of 0.80 means: if the effect is real, you'll detect it 80% of the time. The remaining 20% is the probability of a Type II error — walking away thinking nothing is there, when something is.
Intuition
How it works
- Choose your effect size
Decide what the smallest meaningful effect would be. Not just any effect — the minimum one that would actually matter in practice. If you're testing a drug, a 2% improvement might not be worth it. 15% might be. Cohen's d, odds ratios, and correlation coefficients are common ways to express this.
- Set your alpha
Choose your significance threshold — usually 0.05. This controls Type I error and directly affects power.
- Choose your target power
Convention says 0.80. Some fields (clinical trials) use 0.90 or higher because missing a real drug effect is costly.
- Calculate required sample size
Plug these three inputs into a power formula or calculator (Python's statsmodels, R's pwr package, or online tools). Out comes the minimum sample size you need.
- Run the study with enough data
If you can't reach the required sample size, your test is underpowered and the result — significant or not — is unreliable. Be honest about this in your conclusions.
Formulas
Power
\beta— probability of a Type II error — failing to detect a real effectH_0— the null hypothesis — the 'nothing is happening' claim you're testing against
When to use
- Before running an experiment — to figure out how large your sample needs to be
- When interpreting a non-significant result — to check if the test was powerful enough to detect a real effect
- When designing A/B tests, clinical trials, or any study where false negatives are costly
When not to use
- Don't calculate power after the fact to 'explain' a non-significant result — post-hoc power calculations are circular and misleading
- Don't assume power of 0.80 is always enough — in high-stakes settings like medical trials, you want 0.90 or higher
Common mistakes
- Running a test without doing a power calculation first — then getting p > 0.05 and concluding 'no effect' when the test was underpowered all along
- Stopping data collection early because significance was reached — this inflates Type I error and the study was likely overpowered at that moment by luck
- The entire field of psychology spent decades publishing underpowered studies — this is a large part of why the replication crisis happened
Notes
- Underpowered studies don't just fail to find effects — they're also more likely to produce inflated effect size estimates when they do find something, because only unusually large effects cross the significance threshold by chance. This is called the 'Winner's Curse'.
- Power and sample size are two sides of the same coin. Given effect size and alpha, power is entirely determined by sample size — more data always means more power.
In practice
Power calculations are standard practice before running A/B tests. Tools like Evan Miller's A/B test calculator and statsmodels.stats.power in Python do the math. In industry, 'minimum detectable effect' (MDE) is the business version of effect size — it's the smallest improvement worth detecting, and it directly sets your required sample size.
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