Category:Definitions/Significance Levels

This category contains definitions related to Significance Levels.
Related results can be found in Category:Significance Levels.

Let $\delta$ be a hypothesis test.

Let $H_0$ and $H_1$ be the null hypothesis and alternative hypothesis of $\delta$ respectively.

Let $T$ be the test statistic which is being used to determine whether $H_0$ or $H_1$ holds.

Let $C$ be the critical region of $\delta$.

Let $\alpha$ be the probability that $T$ takes a value in $C$ when in fact $H_0$ holds.

$\alpha$ is known as the significance level of $\delta$.