SignificanceLevel

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

The significance level for a test is the probability of rejecting the null hypothesis when it is in fact true.

The value of can be any number between 0 and 1 or None. The default setting is None.

If is a number, the output contains a statement of whether the hypothesis is accepted or rejected.

A mean test at significance level .01:

Needs["HypothesisTesting`"]

A mean test at significance level .01:

Out[2]=