A p-value does not determine the type II error probability
ID: a-p-value-does-not-determine-the-type-ii-error-probability
Consider a two-sided test rejecting when , with having a normal distribution of mean and variance one. Here is the cumulative distribution function of the standard normal distribution. Under a nonzero alternative , the type II error probability is the displayed function. It tends to the nonrejection probability under the null as , and to zero as . A particular observed has positive density under all these alternatives. Its null-calibrated p-value therefore does not select one value of . The power function describes repeated-sampling performance at specified alternatives.
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