Question

It is important to keep the probability of making Type I equal to α. With a t test, how do we keep the probability of Type I error in check?

Answer 1

Type I error is when we reject a true null hypothesis. Lower values of α make it harder to reject the null hypothesis, so choosing lower values for α can reduce probability of a Type I error. The consequence here is that if the null hypothesis is false, it may be more difficult to reject using a low value for α.So using lower values of α can increase the probability of a Type II error.

P(type I error)=P(reject Null when it is true)

P (type II ERROR)=P(accept null when it is false)

A Type II error is when we fail to reject a false null hypothesis. Higher values of α make it easier to reject the null hypothesis, so choosing higher values for α can reduce the probability of a Type II error. The consequence here is that if the null hypothesis is true, increasing α makes it more likely that we commit a Type I error. It is

Important to keep the probability of making Type I equal to α. With a t test..

In the above mentioned way we keep probability of Type I error in check...