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2.3.2 Examples
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2.3.1 Basic elements of
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2.3.1.2 Definitions
2.3.1.3 Critical region and significance level
How to choose the critical region (the set
)?
Definition 16
The
significance
of a hypothesis test is the probability that
is rejected given
is true:
Usually denoted by
Note:
Smaller significance means stronger rejection.
Eran Borenstein
2007-05-04