Wow, quite a definition, isn't it? Don't worry, we'll explain what it all means.įirst, let us point out it is the alternative hypothesis that determines what "extreme" means. Critical values are then points with the property that the probability of your test statistic assuming values at least as extreme at those critical values is equal to the significance level α. To determine critical values, you need to know the distribution of your test statistic under the assumption that the null hypothesis holds. Critical values also depend on the alternative hypothesis you choose for your test, elucidated in the next section. The choice of α is arbitrary in practice, we most often use a value of 0.05 or 0.01.
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