Published in Stories by Mark Rubin on Medium
Author Mark Rubin
In this paper (Rubin, 2021), I consider two types of Type I error probability. The Neyman-Pearson Type I error rate refers to the maximum frequency of incorrectly rejecting a null hypothesis if a test was to be repeatedly reconducted on a series of different random samples that are all drawn from the exact same null population. Hence, the Neyman-Pearson Type I error rate refers to a long run of exact replications.