How many data points for statistical significant results?
- From: Dave <foo@xxxxxxx>
- Date: Mon, 08 Sep 2008 19:59:43 +0100
I need to make some measurements of a signal and would expect around a 30 dB variation between maximum and minimum. I've been asked to provide the minimum, maximum, mean of the measurements. Also the 5th percentile. The results have to be "statistically significant", but what is statistically significant has not been defined.
My guess is to to provide the 5th percentile, I'll need an absolute minimum of 100/5 = 20 measurements. Does that seem reasonable? Trying to interpolate with say 10 measurements would I suspect be a bit dubious.
But what can be said about the significance of the 5th percentile if I make n measurements?
Would it be sensible to do a sufficiently large number of measurements so I could say something like "We can be 90% sure the 5th percentile will be in the range X to Y"?
Maths is not my strongest subject, so I am looking for some guidance on what would be a sensible number of measurements to take to provide someone with a meaningful value for the 5th percentile.
If I took say 200 measurements, what could I say about the calculation of the 5th percentile?
I'm aware that the definition of percentile is not well defined.
I don't believe the person asking for this information is an expert on statistics, so I think they would be looking for some guidance from me on how many measurements I think is reasonable.
It goes without saying that the time to take the measurements is not short, so I don't want to do 20,000 if 100 would be reasonable.
Dave
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