Exercise · ZW-P-VALUE-009 · ★★★ Advanced

If \(H_0\) is true and the statistic is continuous, what is the probability that \(p\le0.05\)?

Choose one option.

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  • B. \(0.05\)

Explanation

Under \(H_0\) the p-value is uniform on \((0,1)\), so \(P(p\le0.05)=0.05\): exactly the Type I error rate.

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Review the concept: p-value

The \(p\)-value is the probability \(P\), computed assuming the null hypothesis \(H_0\) is true, of obtaining a result at least as extreme as the one observed.

\[p=P\big(\text{result at least as extreme}\mid H_0\big)\]

More practice problems: p-value

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