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Size of a statistical test

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Statistical model Statistical modelling Statistical hypothesis testing
2026-10-03  0 By others on same topic  0 Discussions Create my own version
The size of a test is the supremum, over distributions in its null hypothesis, of its rejection probability. For a simple null it is just the null rejection probability; a level-α test has size at most α.

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