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How is the significance level allocated in a symmetric two-tailed test?

In a symmetric two-tailed construction, the significance level α\alpha is split equally between the two tails. Each tail receives α/2\alpha/2. This allocation controls the total chance of rejecting a true null hypothesis under the test's null model.

Conditions

  • The test is a symmetric two-tailed test.
  • The significance level is α\alpha.

Reasoning, step by step

  1. Identify the total significance level α\alpha.
  2. Divide α\alpha by 2 to get α/2\alpha/2.
  3. Allocate α/2\alpha/2 to the left tail and α/2\alpha/2 to the right tail.
  4. Use these regions to define the rejection criteria.

Example

Under the test's null model, the significance level α\alpha controls the chance of rejecting a true null. In the displayed symmetric two-tailed construction, each tail receives α/2\alpha/2; a one-tailed test uses its designated tail.

Common misconceptions

  • Allocating the full α\alpha to each tail in a two-tailed test.
  • Thinking that the allocation depends on the sample data.

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