3 will work but ive found that its best to have a small group of 5 or 7. often when one has 3 the weakest gets harrassed and can die, leaving you with a pair where the male will harrase the female, so my advice if you have the space is for 4 or 5 females and a male. feeding is very important with anthias and if the weaker fish dont get a chance to feed they fade in colour and die fairly easily.
also adding a midas blennie to a tank with a shoal of anthias often confuses the male anthia and takes a fair deal of the attention off the females and actually allows the group a more settled pattern. the midas just slips back into a rocky hole once the attention gets too much and the male anthia goes back to looking after his ladies.