In: Statistics and Probability
Which of the following statements is (are) not true?
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b) The probability of committing a Type I error and the level of significance are the same and the power of the test decreases as the level of significance decreases. |
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Solution:
Correct option is
b) The probability of committing a Type I error and the level of significance are the same and the power of the test decreases as the level of significance decreases.
Explanation:
Note that
Type I error : Reject the null hypothesis when the null hypothesis is true.
Type II error : Fail to reject the null hypothesis , when in fact , the the null hypothesis is NOT true.
Now ,
P[Type I error] is called as level of significance , denoted as
P[Type II error] is denoted as
Power of the test is given by 1 -
Power of the test is P[reject the null hypothesis , when in fact , the the null hypothesis is NOT true.]
So , power is probability of rejecting the false null. It decreases as the level of significance decreases.
So , correct option is
b) The probability of committing a Type I error and the level of significance are the same and the power of the test decreases as the level of significance decreases.