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Significance level and power

  • Lehmann E
Springer US, (2012), 173-182
DOI: 10.1007/978-1-4614-1412-4_16
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Abstract

Significance testing, as described in most textbooks, consists in fixing a standard significance level α such as.01 or.05 and rejecting the hypothesis θ = θ0 if a suitable statistic Y exceeds C where Pθo{Y > C} = α. Such a procedure...

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Lehmann, E. L. (2012). Significance level and power. In Selected Works of E. L. Lehmann (pp. 173–182). Springer US. https://doi.org/10.1007/978-1-4614-1412-4_16

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