Size (statistics)

In statistics, the size of a test is the probability of falsely rejecting the null hypothesis. That is, it is the probability of making a type I error. It is denoted by the Greek letter α (alpha). For a simple hypothesis,
In the case of a composite null hypothesis, the size is the supremum over all data generating processes that satisfy the null hypotheses.
A test is said to have significance level formula_3 if its size is less than or equal to formula_3.
In many cases the size and level of a test are equal.