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2020-09-05t13-04-40z.md

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2020-09-05 06:04:40 -0700
Type I and Type II errors
2020-09-05t13-04-40z

In the process of hypothesis testing, the ultimate outcome is either the rejection or the failure to reject the null hypothesis, based on how small the probability of observing a certain phenomenon is compared to a given significance threshold.

Since the setting of the significance threshold ($\alpha$) is not an exact and extremely rigorous process, this can often result in errors. These errors are categorized as type I and type II errors.

  • a type I error occurs when the null hypothesis is erroneously rejected (false positive).
  • a type II error occurs when the null hypothesis is erroneously non-rejected (false negative).