Question

It is important to keep the probability of making Type I equal to α. With a t-test, how do we keep the probability of Type I error in check?

Answer 1

When the null hypothesis is true and reject it, There make a type I error. The probability of making a type I error is α(alpha), which is the level of significance set for hypothesis test. An α(alpha) of 0.05 indicates that willing to accept a 5% chance that are wrong when reject the null hypothesis. To lower this risk, must use a lower value for α(alpha). However, using a lower value for alpha means that less likely to detect a true difference if one really exists.