A pilot study of a new antihypertensive agent is performed for the purpose of planning a larger study. Five patients who have a mean DBP of at least 95 mm Hg are recruited for the study and are kept on the agent for one month. After one month the observed mean decline in DBP in these five patients is 4.8 mm Hg with a standard deviation of 9 mmHg. Suppose we conduct a study of the preceding hypothesis based on 20 participants. What is the probability we will be able to reject H₀ using a two-sided test at the 5% level if the true mean and standard deviation of the DBP difference are the same as in the pilot study?
