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Apr 30, 2015 at 5:24 vote accept overwhelmed
Apr 29, 2015 at 9:07 comment added Maarten Buis Because we don't know it came from that distribution. If you set the type I error rate at 0 you would not be able to detect deviations when you should.
Apr 29, 2015 at 8:36 comment added overwhelmed @Maarten Thanks for your answer. Why does t-test, or any other test have this property? Why not it provide 0 (or almost zero) type I error when the data come from the same distribution?
Apr 29, 2015 at 8:27 comment added Tommy L For clarity I'd like to add: This last point is what's called power analysis, and is the rate at which you are able to detect a deviation from the null hypothesis, given that the null hypothesis is actually false.
Apr 29, 2015 at 8:14 history answered Maarten Buis CC BY-SA 3.0