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Question

Define $\alpha$ and $\beta$ for a statistical test of hypothesis.

Solution

VerifiedAnswered 2 years ago

Answered 2 years ago

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1 of 2For a statistical hypothesis problem $H_0$ vs $H_a$, the $\textit{Type-I error}$ or the $\textit{level of significance}$ $\alpha$ of the test is defined as

$\alpha = P(\text{Reject $H_0$ when it is true})$

For the problem the $\textit{Type-II error}$ $\beta$ is defined as:

$\beta = P(\text{accept $h_0$ when it is false})$

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