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

.
But how about the probability that
we incorrectly accept the null hypothesis

when it is actually false?
Such probability

is called
the probability of
type II error.
Given the current estimate
=
of population mean
and
=
of standard deviation,
it is possible to find the power
The value

is known as
the
power of the test,
indicating how
correctly 
can be accepted when it is actually
true in the following hypothesis

=
The power

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

of the test
instead by increasing a sample size

.
Furthermore,
having prescribed the power

and the sample size

,
it is possible to derive the
corresponding value

.
© TTU Mathematics