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What is Rejection Regions and Error Probabilities about?

This document discusses type 1 and type 2 errors in hypothesis testing. It explains that: 1) The rejection region defines the values of a statistic that will lead to rejecting the null hypothesis. 2) A wider rejection region increases the type 1 error probability but decreases the type 2 error probability. 3) There is a tradeoff between type 1 and type 2 errors, so the rejection region is chosen to maximize the allowed type 1 error probability (e.g. 1%, 5%, or 10%) while minimizing the type 2 error proba

Author

Phan Hung Son

Language

EN