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Question

A hypothesis test is conducted with a 0.050.05 significance level so that there is a 0.05 chance of making the mistake of rejecting a true null hypothesis. If two different independent hypothesis tests are conducted with a 0.050.05 significance level, what is the possibility that both conclusions are mistakes of rejecting a true null hypothesis?

Solution

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Given:

P(Type I error)=0.05P(\text{Type I error})=0.05

Use the multiplication rule:

P(both)=P(Type I error)×P(Type I error)=0.05×0.05=0.0025P(both)=P(\text{Type I error})\times P(\text{Type I error})=0.05\times 0.05=0.0025

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