when describing Type I error under composite null hypothesis, the å usually we select the maximum...

when describing Type I error under composite null hypothesis, the å usually we select the maximum of the probabilities, can anyone explain this concept for me?

here is an example given: Test H0: µ ≤ µ0 v.s. H1: µ > µ0, then the Type I error is described as å= max Pr[reject H0 | µ≤µ0] = Pr[reject H0 | µ=µ0]

how is this the maximum of the probabilities?

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orchestra answered 1 year ago

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