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2.3.1.3 Critical region and significance level

How to choose the critical region (the set $ C$)?

Definition 16   The significance of a hypothesis test is the probability that $ H_0$ is rejected given $ H_0$ is true:

$\displaystyle P(S\in C \vert H_0)$    Usually denoted by $ \alpha$$\displaystyle $

Note: Smaller significance means stronger rejection.



Eran Borenstein
2007-05-04