NO.PZ2015120601000014
问题如下:
All else equal, is specifying a smaller significance level in a hypothesis test likely to increase the probability of a:
选项:
解释:
B is correct.
Specifying a smaller significance level decreases the probability of a Type I error (rejecting a true null hypothesis), but increases the probability of a Type II error (not rejecting a false null hypothesis). As the level of significance decreases, the null hypothesis is less frequently rejected.
Type I error的概率即为α(significance level),所以当significance level变小,Type I error的概率自然随之减小。当significance level变小时,可以理解为拒绝域变小,所以拒绝原假设的概率就变小了。
Type II error指的是没有拒绝错误的原假设,既然拒绝原假设的概率变小了,可以理解为没有拒绝原假设的概率就增大了,所以当significance level变小时,Type II error的概率反而会增大。