Type I and Type II errors

In the process of hypohtesis testing, the ultimate outcome is either the rejection or the failure to reject the null hypothesis, based on how small the probability of observing a certain phenomenon is compared to a given significance threshold.

Since the setting of the significance threshold (\(\alpha\)) is not an exact and extremely rigorous process, this can often result in errors. These errors are categorized as type I and type II errors.

  • a type I error occurs when the null hypothesis is erroneously rejected (false positive).
  • a type II error occurs when the null hypothesis is erroneously non-rejected (false negative).

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