Power of Test
What is the probability that we incorrectly reject the null hypothesis when it is actually true?
The probability of such an error is called
the probability of type I error,
and is exactly the significance level
 when it is actually true?
The probability of such an error is called
the probability of type I error,
and is exactly the significance level
 .
But how about the probability that
we incorrectly accept the null hypothesis
 .
But how about the probability that
we incorrectly accept the null hypothesis  when it is actually false?
Such probability
 when it is actually false?
Such probability  is called
the probability of type II error.
 is called
the probability of type II error.
Given the current estimate
 = 
of population mean
and
= 
of population mean
and
 = 
of standard deviation,
it is possible to find the power
= 
of standard deviation,
it is possible to find the power
 
 is known as
the power of the test,
indicating how correctly
 is known as
the power of the test,
indicating how correctly  can be accepted when it is actually
true in the following hypothesis
 can be accepted when it is actually
true in the following hypothesis
 
 =
= 
 of the test can be calculated
with a specific choice of the sample size
 of the test can be calculated
with a specific choice of the sample size
n
= 
The power of the test increases as the sample size  increases.
Therefore, we can achieve the desired power
 increases.
Therefore, we can achieve the desired power  of the test
instead by increasing a sample size
 of the test
instead by increasing a sample size  .
Furthermore,
having prescribed the power
.
Furthermore,
having prescribed the power  and the sample size
 and the sample size  ,
it is possible to derive the
corresponding value
,
it is possible to derive the
corresponding value  .
.
© TTU Mathematics
