gt;$ alpha**: fail to reject H0, same distribution. We can see that the p-value is just a probability and that in actuality the result may be different. The test could be wrong. Given the p-value, we could make an error in our interpretation. There are two types of errors; they are: - **Type I Error**. Reject the null hypothesis when there is in fact no significant effect (false positive). The p-value is optimistically small. - **Type II Error**. Not reject the null hypothesis when there is a significant effect (false negative). The p-value is pessimistically large. In this context, we can think of the significance level as the probability of rejecting the null hypothesis if it were true. That is the probability of making a Type I Error or a false positive. Statistical power, or the power of a hypothesis test is the probability that the test correctly rejects the null hypothesis. The higher the statistical power for a given experiment, the lower the probability of making a Type II (false negative) error. That is the higher the probability of detecting an effect when there is an effect. In fact, the power is precisely the inverse of the probability of a Type II error. More intuitively, the statistical power can be thought of as the probability of accepting an alternative hypothesis, when the alternative hypothesis is true. When interpreting statistical power, we seek experiential setups that have high statistical power. - **Low Statistical Power**: Large risk of committing Type II errors, e.g. a false negative. - **High Statistical Power**: Small risk of committing Type II errors. Experimental results with too low statistical power will lead to invalid conclusions about the meaning of the results. Therefore a minimum level of statistical power must be sought. It is common to design experiments with a statistical power of 80% or better, e.g. 0.80. This means a 20% probability of encountering a Type II area. This different to the 5% likelihood of encountering a Type I error for the standard value for the significance level. ## Sources - [A Gentle Introduction to Statistical Power and Power Analysis in Python](https://machinelearningmastery.com/statistical-power-and-power-analysis-in-python/) - [[P-value| P Values]] ![[power_analysis.webp]]