HypothesisTesting`

SignificanceLevel

is an option to hypothesis test functions that specifies the significance level for the test.

Details

To use SignificanceLevel, you first need to load the Hypothesis Testing Package using Needs["HypothesisTesting`"].
The significance level for a test is the probability of rejecting the null hypothesis when it is in fact true.
The value of SignificanceLevel can be any number between 0 and 1 or None. The default setting is None.
If SignificanceLevel is a number, the output contains a statement of whether the hypothesis is accepted or rejected.

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A mean test at significance level .01:

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