Term
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Definition
| the threshold P-value that determines when we reject a null hypothesis; if we observe a statistic who P-value based on the null hypothesis is less than a, we reject that null hypothesis |
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Term
| Statistically significant |
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Definition
| when the P-value falls below the alpha level, we say that the test is "statistically significant" at that alpha level |
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Term
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Definition
| the alpha level is also called the significance level, most often in a phrase such as a conclusion that a particular test is "significant at the 5% significance level" |
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Term
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Definition
| the error of rejecting a null hypothesis when in fact it is true (false positive); the probability of a Type I error is a |
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Term
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Definition
| the error of failing to reject a null hypothesis when in fact it is false (false negative); most commonly denoted B and depends on the effect size |
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Term
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Definition
| the probability that a hypothesis test will correctly reject a false null hypothesis is the power of the test; to find power, we must specity a particular alternative parameter value as the "true" value; for any specific value in the alternative, the power is 1-B |
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Term
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Definition
| the difference between the null hypothesis value and true value of a model parameter |
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