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4. A Word on Choosing the Level of Significance, a and thep value p value: the exact significance level, of the test statistic, the lowest significance level at which a null hypothesis can be rejected The smaller thep value, the stronger the evidence against the null h yp thesis 5. The test of significance S2 2(n-1) The confidence interval approach: establish a(1-a)% confidence interval for the true but unknown o2 using the x' distribution (2)Hypothesis testing approach: Just compute y 2 value and test its significance against the critical x2 value 6. The f test of significance4. A Word on Choosing the Level of Significance, α, and the p Value p value: the exact significance level, of the test statistic, the lowest significance level at which a null hypothesis can be rejected. The smaller the p value, the stronger the evidence against the null hypothesis. 5. The test of significance. (1) The confidence interval approach: establish a (1-α) % confidence interval for the true but unknown σ 2 using the distribution. (2) Hypothesis testing approach: Just compute value and test its significance against the critical value. 6. The F test of significance. 2  ( 1) ~ ( 1) 2 2 2 −         − n S n   2 χ 2 χ 2 χ
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