Hi guys, i am wondering, if significance level is the probability of rejecting the H0 when it is true, why lower significance level needs stronger evidence ? If the probability of being true is lower, I will be more certain when reject, thus, less evidence needed, no?
It’s not the probability of being true that’s lower.
It’s the probability of rejecting H0 when it’s true that’s lower.
Put another way, it’s the probability of you fouling it up that’s lower.
If you want to make it likely that you’ll foul it up, reject H0 on the flimsiest of evidence.
If you want to make it unlikely that you’ll foul it up, reject H0 only with overwhelming evidence.
Thank you indeed! You are the magician!
My pleasure.