: null hypothesis v.s. : alternative hypothesis

Two kinds of errors

1. reject the truth: , ;

size/significance level , the smaller(), the better

2. accept the false: , ;

power , , the larger(), the better

The power function

P-value

: the test statistic

: region of rejection / critical region

test statistic value calculated from data

: small probability event happens, reject

(reason: under , for any value , should be small, thus the area of , or should be large.)

: do not reject

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