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Significance Level


The significance level alpha in hypothesis testing is the prescribed probability of rejecting the null hypothesis when that hypothesis is true. It is therefore the maximum allowed probability of a type I error under the null model. A test based on a p-value rejects at level alpha when the p-value is at most alpha. The significance level is chosen before examining the data and is not the probability that the null hypothesis is true.


See also

Hypothesis Testing, P-Value, Significance Test

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References

Casella, G. and Berger, R. L. Statistical Inference, 2nd ed. Pacific Grove, CA: Duxbury, 2002.

Cite this as:

Weisstein, Eric W. "Significance Level." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/SignificanceLevel.html

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