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Two types of errors in statistical inference

The null hypothesis is true, but you reject it

An improbable event has occurred

The probability is controlled through the significance level

- Type I error

- False positive

The probability is

a

(usually set to 5%)

The null hypothesis is false, but you accept it

The result was not ‘extreme enough’

Sample size not sufficient

- Type II error

- False negative

The probability is denoted

b

.

It is closely related to

power

, 1-

b