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Size (statistics) : ウィキペディア英語版
Size (statistics)

In statistics, the size of a test is the probability of falsely rejecting the null hypothesis. That is, it is the probability of making a Type I error. It is denoted by the Greek letter α (alpha). For a simple hypothesis,
:\alpha = P(\text H_0 | H_0). \,
In the case of a composite null hypothesis, the size is the supremum over all null hypotheses.
:\alpha = \sup_ P(\text H_0 | h). \,
A test is said to have significance level \alpha if its size is less than or equal to \alpha .
In many cases the size and level of a test are equal.


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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