BUS-2150 · Design a test, understand its risks

Power & Error Explorer

One decision rule. Two possible worlds. Move the cutoff and see what a test can miss.

Try a scenario

Repeated samples, not individual observations

Sampling distributions

Null model H₀ Specified distribution β (hatched) Power
Sampling densities and decision cutoffsDrag a vertical cutoff, or focus it and use arrow keys. Exact probabilities and interpretations follow the chart.

Drag either vertical bar. Keyboard: Tab to a bar, ←/→ to move, Shift for larger steps, Home/End for plot limits. Numeric cutoffs work too.

α · Type I error

β · Type II error

1 − β · Power

β + power = 1 for the specified alternative. α and β describe different sampling worlds; they do not need to add to 1.

Connect the picture to the mathematics

Live formulas & substitutions

N(m, s²) denotes a normal distribution with mean m and variance s². Φ is the standard normal cumulative distribution function. Here m₀ and m₁ are the null and specified distribution centers; SE₀ and SE₁ are their standard errors.

What to notice

Trade one risk for another

Hold n, effect, and variability fixed. Move a right-tail cutoff farther right: α falls, β rises, and power falls. Two-sided cutoffs move symmetrically, with α/2 in each tail.

More information separates the worlds

At fixed α, larger samples narrow the sampling distributions. For an effect in the chosen direction, power increases. A larger effect or less population variability also makes it easier to detect.

Try quadrupling n: the standard error halves. The raw horizontal scale stays fixed until you change the effect/variability or fit the axes.

A decision is not a verdict on truth

Failing to reject H₀ does not prove H₀. α is not the probability H₀ is true, and power is not the probability a significant result is correct. These are long-run decision rates conditional on a model.

Power needs an effect to detect

Specify a scientifically meaningful effect before collecting data. There is no single power for a study without that choice. Do not plug an observed effect back in to claim “observed” or post-hoc power; report estimates and uncertainty instead.

Sampling distributions are not populations

Each point on these curves represents a possible sample mean or difference in sample proportions across repeated studies. Increasing n reduces uncertainty in that estimate; it does not reduce the population’s σ.

Choose the right model

The mean model assumes independent observations and known σ, with a normal population (exact) or an adequate normal approximation. The proportions model assumes independent groups and independent Bernoulli observations with adequate expected counts.

Unknown-σ mean tests use t distributions; variance tests use χ² under normality. Their power requires different alternative distributions. They are not implemented here. A rule such as n > 30 is not a universal guarantee.

Method references: NIST: sample size, effect, and error rates · SAS: two-proportion power methods (technical notes) · Hoenig & Heisey: the misuse of observed power. No student data are saved or sent.