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Type I vs Type II error — what's the difference?

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Answer

  • Type I error (false positive): rejecting H0 when it's actually true.
  • Its probability is alpha (significance level, often 0.05).
  • Type II error (false negative): failing to reject H0 when H1 is true.
  • Its probability is beta; power  =  1    β\mathrm{power}\; = \;1\; - \;\beta.
  • There's a tradeoff — lowering alpha raises beta unless you increase sample size or effect size.
Check yourself — multiple choice
  • Type I error = false negative
  • Power  =  β\mathrm{Power}\; = \;\beta
  • Type II error = failing to reject H0 when H1 is true
  • Alpha is unrelated to Type I error

Type II = we missed a real effect. Power  =  1    β\mathrm{Power}\; = \;1\; - \;\beta.

#hypothesis-testing#power

Practise Statistics Fundamentals

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