Question 6.18: If only one formulation were tested, and it in fact had no e...

If only one formulation were tested, and it in fact had no effect on wear, what is the probability that H_0 would be rejected, leading to a wrong conclusion?

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If the formulation bas no effect on wear, then μ = 100 μm, so H_0 is true. Rejecting H_0 is then a type \text{I} error. The question is therefore asking for the probability of a type \text{I} error. In general, this probability is always less than or equal to the significance level of the test, which in this case is 5%. Since μ = 100 is on the boundary of H_0, the probability of a type \text{I} error is equal to the significance level. The probability is 0.05 that H_0 will be rejected.

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