Discussion:
Q: A hypothesis can be rejected at one significance level, but not rejected at another significant level for the same set of samples. The level of significance reflects how much error we can tolerate in the test conclusion. For example, when we buy a 4,000-square-feet house, do you think the measurement is really exact 4,000 square-feet? If you hire 10 people to measure the house, do you think they will give you the same measurement? Then, how do we know the true measurement of the house? What is the proper significant level? If we use different significant levels, what test results do we get?