Symbols:Greek/Alpha/Significance Level

Significance Level

$\alpha$

Used to denote the significance level of a hypothesis test.

Let $\delta$ be a hypothesis test.

Let $H_0$ and $H_1$ be the null hypothesis and alternative hypothesis of $\delta$ respectively.

Let $T$ be the test statistic which is being used to determine whether $H_0$ or $H_1$ holds.

Let $C$ be the critical region of $\delta$.

Let $\alpha$ be the probability that $T$ takes a value in $C$ when in fact $H_0$ holds.

$\alpha$ is known as the significance level of $\delta$.

The $\LaTeX$ code for \(\alpha\) is \alpha .

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): hypothesis testing
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): hypothesis testing