Im doing test on my sample using 1-sample Kolmogorov-smirnov test(poisson distribution) to specify my sample obtain avalanche effect. before i can compare my D value with the critical value(Dn, alpha), i have to specify which level of significance to use (eg. alpha = 0.01, 0.05, etc) and i don't understand, why is it related to the probability that the hypothesis will be rejected when it is in fact true. please anyone help me....
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