Hypothesis testing alevel maths

Hi, what’s the actual meaning of ‘level of significance’ in easy terms? I always have to think of a really complex way to remember what it is, to know if I should reject or support the null hypothesis. Thanks!

Reply 1

Bruce Wayne59875

Basically, the significance level is the smallest probability that an event could have occurred by chance.

So for example, say you had an event with a set probability of occurring. If that probability is smaller than the significance level, it's very unlikely that event will happen by chance. Because this particular event is so unlikely to happen we reject the null hypothesis, because it's smaller than the significance level - in other words - it's smaller than the smallest probability that an event will occur (which I mentioned before).

hope this makes sense i guess?

Reply 2

mqb2766

Original post by harlz_chalamet

As he writes on the board at the end, its simply the probability of rejecting the null hypothesis when it is in fact true. A so called type 0 error.
https://www.youtube.com/watch?v=HizeBtGfkxg&ab_channel=TLMaths
Obviously you want this to be small, hence the 1% or 5% or ...

A type 1 error is when you accept the null hypothesis when it is in fact false.