P-value definitions

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Ahmad Ahmadian

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Feb 14, 2019, 1:01:09 PM2/14/19

to Machine Learning WS18/19

Hi,

upon reviewing the lecture notes, I do not quite understand why the "infimum of the significance level for which the null hypothesis can be rejected" is equivalent to the "probability of observing a value of test statistic which is larger than the one observed" in the case of a two-sided test. I'd appreciate any clarification on this issue.