Definition:Error of First or Second Type

From ProofWiki
Jump to navigation Jump to search

Definition

Type $\text I$ Error

A type $\text I$ error is the rejection of a true null hypothesis as the result of a hypothesis test.

The probability of a type $\text I$ error is controlled by fixing the significance level $\alpha$.


Type $\text {II}$ Error

A type $\text {II}$ error is the failure to reject a false null hypothesis as the result of a hypothesis test.

The probability of a type $\text {II}$ error depends on the alternative hypothesis $H_1$, and for a particular $H_1$ is often denoted $\beta$.


Also known as

An error of the first or second type is also known as an error of the first or second kind.


Also see

  • Results about errors of the first or second type can be found here.


Sources