Significance level
Topic of Hypothesis tests, part of Statistical inference
Significance level
| Type | Topic |
| Taught in | Hypothesis tests |
| Part | Statistical inference |
| Questions using it | 3 |
The probability \alpha of a type I error that a test allows: the null hypothesis is rejected when the test statistic falls in a critical region of probability \alpha under the null. It is chosen before the data are seen, conventionally \alpha=0.05.
In Hypothesis tests
From Hypothesis tests
A type I error rejects H_0 when H_0 is true. A type II error accepts H_0 when H_1 is true. The size, or significance level, is the probability of a type I error. The power at a particular alternative is the probability of rejecting H_0 there, which is one minus the type II error at that alternative.
Used in
- Taught in Hypothesis tests
- Also used in Graphical models
- Questions that use it (3) — A critical region for a known variance · Power of a serve test · Five treatments, ten pairs
- All 6 questions on Hypothesis tests
See also
Type I and type II errors · Null and alternative hypotheses · Statistic · Critical region · Neyman–Pearson approach · p-value · Power function · One-sample t test