On the use of a pilot sample for sample size determination

To compute the sample size needed to achieve the planned power for a t-test, one needs an estimate of the population standard deviation sigma. If one uses the sample standard deviation from a small pilot study as an estimate of sigma, it is quite likely that the actual power for the planned study will be less than the planned power. Monte Carlo simulations indicate that using a 100(1-gamma) per cent upper one-sided confidence limit on sigma will provide a sample size sufficient to achieve the planned power in at least 100(1-gamma) per cent of such trials.