SignificanceLevel

SignificanceLevel

is an option to VarianceTest and similar functions that controls cutoffs for diagnostic tests as well as test conclusions.

Details

  • The setting SignificanceLevel->α with 0<α<1 indicates a significance level of α.
  • The level used for verifying assumptions such as normality is taken to be where is the number of datasets being tested.

Examples

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Basic Examples  (2)

Set test sizes for diagnostics used in LocationTest:

The -value is equivalent but a warning is issued:

Set the cutoff used in "TestConclusion" and "ShortTestConclusion" properties:

By default, 0.05 is used:

Properties & Relations  (2)

The significance level can affect the degrees of freedom for some tests:

An assumption of equal variances is rejected at the 25% level and a Satterthwaite approximation is used for the degrees of freedom:

The significance level is divided by the number of comparisons when assumptions are checked:

Using with 50 tests for normality results in each one being tested at the level:

Introduced in 2010
 (8.0)