February, 2003
© 2000, 2001, 2003 Scott S. Emerson, M.D., Ph.D.
Frequentist Methods 1: 6
Example
Type I error: Null sampling density tails beyond crit value
With a sample size of 100, when the mean is 0 and the variance is 26.02
·Probability of observing an estimate (sample mean) greater than 1 is 0.025
·Probability of observing an estimate (sample mean) less than -1 is 0.025
·
Two-sided type I error (size) is 0.05