Definition: Significance level
Index: The Book of Statistical Proofs ▷ General Theorems ▷ Frequentist statistics ▷ Hypothesis testing ▷ Significance level
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Metadata: ID: D133 | shortcut: alpha | author: JoramSoch | date: 2021-03-19, 14:50.
Definition: Let the size of a statistical hypothesis test be the probability of a false-positive result or making a type I error, i.e. the probability of rejecting the null hypothesis $H_0$, given that $H_0$ is actually true:
\[\label{eq:size} \mathrm{Pr}(\text{test rejects } H_0 \vert H_0) \; .\]Then, the test is said to have significance level $\alpha$, if the size is less than or equal to $\alpha$:
\[\label{eq:alpha} \mathrm{Pr}(\text{test rejects } H_0 \vert H_0) \leq \alpha \; .\]- Wikipedia (2021): "Statistical hypothesis testing"; in: Wikipedia, the free encyclopedia, retrieved on 2021-03-19; URL: https://en.wikipedia.org/wiki/Statistical_hypothesis_testing#Definition_of_terms.
Metadata: ID: D133 | shortcut: alpha | author: JoramSoch | date: 2021-03-19, 14:50.