Question

True or False. Justify
There is no difference between type I error and level of significance.

Answer 1

Answer on Question #46507 – Math – Statistics and Probability

True or False. Justify

There is no difference between type I error and level of significance.

Answer

False. The significance level is the probability of a type I error, or rather, the presumed probability of such an event. In classic test theory a test is said to have significance level $\alpha$ if $P(type \mid error) \leq \alpha$, meaning that the probability of a type I error is bounded by $\alpha$. However, tests that use approximations of one kind or another actually tend to have $P(type \mid error) \approx \alpha$, in which case the probability of a type I error can be larger than the nominal $\alpha$.

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