Practice question · Numerical answer
Two hundred independent tests are run at significance level 0.05, and in every case the null hypothesis is actually true. How many rejections should be expected?
Hints
- The significance level is the probability of rejecting a true null hypothesis.
- 5% of 200.
Show the answer
10
Why
Alpha is exactly the Type I error rate, so about 0.05 times 200 = 10 true nulls will be rejected by chance alone. This is why running many tests and reporting only the significant ones manufactures discoveries out of noise.
Practise Hypothesis Testing
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