Probabilities of Errors (College Board AP® Statistics): Study Guide

Mark Curtis

Written by: Mark Curtis

Reviewed by: Dan Finlay

Updated on

Probability of a Type I error

How do I find the probability of a Type I error if a significance level is given?

  • If the significance level of a test, α, is known, then

    • the probability of a Type I error is equal to the significance level, α

  • This is because the probability of a Type I error is

    • the probability of rejecting H0 given that H0 is true

    • which is the same definition as a significance level, α

      • α is the preset probability at which you decide to reject H0, assuming it was true

Worked Example

A polling agency wants to test whether more than 60 percent of adults in a country support a proposed environmental policy. The agency conducts a one-sample z-test for the population proportion,  p, at the significance level α=0.05, with the hypotheses:

H0: p=0.6Ha: p>0.6

Find the probability of a Type I error.

Answer:

The significance level is given, so the P(Type I error) =α

The probability of a Type I error is 0.05

How do I find the probability of a Type I error if a critical region is given?

  • If a significance level is not given, you may be given a critical region instead

    • This is the range of values for the test statistic for which the null hypothesis is rejected

    • The probability of a Type I error is the probability of being in the critical region (rejecting H0) given H0 was true

Worked Example

A quality-control engineer wants to test whether more than 60 percent of items produced on a new assembly line pass a strict quality standard. The hypotheses for the one-sample z-test are:

H0: p=0.6Ha: p>0.6

where  p is the proportion of all items from the assembly line that pass the standard.

The null hypothesis will be rejected if a random sample of size 50 taken from the population has a sample proportion, p^, greater than 0.7.

Find the probability of a Type I error.

Answer:

The critical region is p^>0.7

The significance level is not given, so the P(Type I error) = P(in the critical region, given that the null hypothesis is true)

P(p^>0.7 | p=0.6)

Calculate the standardized test statistic z=p^p0p0(1p0)n for p^=0.7 where p0=0.6 and n=50

z=0.70.60.6(10.6)50=1.4433756...

Find the probability that p^>0.7, i.e. P(Z>1.4433756...), for example using the z-tables

10.9251=0.0749

The probability of a Type I error is 0.0749

Probability of a Type II error

How do I find the probability of a Type II error if a critical region is given?

  • Recall that a critical region is the range of values for the test statistic for which the null hypothesis is rejected

  • The probability of a Type II error is the probability of not rejecting the null hypothesis, despite it being false in reality

    • This is the probability of not being in the critical region (not rejecting H0) given H0 was false 

      • You need to be given the actual (true) population parameter to find this

      • For example, H0 assumed p=12 but actually p=13

      • P(Type II error) = P(not in the critical region, given the actual population parameter is true)

How do I reduce the probability of a Type II error?

  • The probability of a Type II error is reduced when one of the following is changed (and the others are kept the same):

    • The sample size, n, increases

    • The significance level, α, increases

    • The standard error of the hypothesis test decreases

    • The actual (true) population parameter is farther from the null population parameter

  • Because α is also the probability of a Type I error, the above means:

    • You can reduce the probability of a Type II error by increasing the significance level

      • However this will increase the probability of a Type I error

    • You can reduce the probability of a Type I error by reducing the significance level

      • However this will increase the probability of a Type II error

    • The only way to reduce both probabilities is by increasing the size of the sample

Examiner Tips and Tricks

When computing P(Type II error), the standard error uses the actual (true) population parameter, not the null parameter. This is because we are now computing a probability under the assumption that H0 is false and the true parameter is the actual value.

Worked Example

A quality-control engineer wants to test whether more than 60 percent of items produced on a new assembly line pass a strict quality standard. The hypotheses for the one-sample z-test are:

H0: p=0.6Ha: p>0.6

where  p is the proportion of all items from the assembly line that pass the standard.

The null hypothesis will be rejected if a random sample of size 50 taken from the population has a sample proportion, p^, greater than 0.7.

Given that, in reality, 75% of all items produced on the new assembly line pass the strict quality standard, find the probability of a Type II error.

Answer:

The critical region is p^>0.7, so not being in the critical region is p^<0.7

P(Type II error) = P(not in the critical region, given the actual population parameter is true)

P(p^<0.7 | p=0.75)

Calculate the standardized test statistic z=p^pp(1p)n for p^=0.7 where p=0.75 and n=50

z=0.70.750.75(10.75)50=0.81649...

Find the probability that p^<0.7, i.e. P(Z<0.81649...), for example using the z-tables

10.7939=0.2061

The probability of a Type II error is 0.2061

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Mark Curtis

Author: Mark Curtis

Expertise: Maths Content Creator

Mark graduated twice from the University of Oxford: once in 2009 with a First in Mathematics, then again in 2013 with a PhD (DPhil) in Mathematics. He has had nine successful years as a secondary school teacher, specialising in A-Level Further Maths and running extension classes for Oxbridge Maths applicants. Alongside his teaching, he has written five internal textbooks, introduced new spiralling school curriculums and trained other Maths teachers through outreach programmes.

Dan Finlay

Reviewer: Dan Finlay

Expertise: Portfolio Lead

Dan graduated from the University of Oxford with a First class degree in mathematics. As well as teaching maths for over 8 years, Dan has marked a range of exams for Edexcel, tutored students and taught A Level Accounting. Dan has a keen interest in statistics and probability and their real-life applications.