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Sample size and mean-estimation precision

Under independence and fixed sigma, doubling precision requires four times as many observations.

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Calculate the initial scale

A fictional independent measurement model has known standard deviation 8 units. With n = 64, the mean standard error is 8/√64 = 1 unit. The exercise holds the measurement distribution and independence assumption fixed.

Solve for the desired uncertainty

To reach SE = 0.5 units, solve 8/√n = 0.5. Then √n = 16 and n = 256. Increasing 64 to 128 would give approximately 0.7071 units, so doubling the sample does not halve SE.

Independent fixed-sigma scenarios
nSE in unitsRelative to baseline
6411
1280.70710680.7071068
2560.50.5

Keep collection costs separate

The calculation concerns uncertainty, not the optimal cost of a study. Collecting 256 measurements may change the sampling period, respondent population or measurement process. Those changes can undermine the fixed-model comparison.

Do not use precision as a bias correction

A larger sample can make a biased selection process produce a very precise estimate of the wrong population. Check coverage and data quality alongside the intended sample size. The numeric result is not a universal minimum sample-size rule.

Further references