Model beta risk for tests with clarity. Tune alpha, sample size, variance, tails, and direction. Make stronger decisions with measurable statistical confidence from results.
| Scenario | Alpha | Tail | θ₀ | θ₁ | σ₁ | σ₂ | n₁ | n₂ | Beta | Power |
|---|---|---|---|---|---|---|---|---|---|---|
| One-sample launch metric | 0.05 | Right | 50 | 55 | 12 | — | 49 | — | 0.1017 | 0.8983 |
| Two-sample model uplift | 0.05 | Two | 0 | 5 | 9 | 11 | 64 | 64 | 0.1964 | 0.8036 |
| Two-sample loss reduction | 0.01 | Left | 0 | -4.5 | 8 | 9 | 80 | 75 | 0.1696 | 0.8304 |
These rows illustrate planning-stage scenarios for mean testing with z-based approximations and known or assumed standard deviations.
Type II error is the probability of failing to reject the null hypothesis when the alternative value is actually true.
One-sample standard error: SE = σ / √n
Two-sample standard error: SE = √[(σ₁² / n₁) + (σ₂² / n₂)]
Right-tailed critical boundary: c = θ₀ + z(1 − α) × SE
Left-tailed critical boundary: c = θ₀ − z(1 − α) × SE
Two-tailed boundaries: cL = θ₀ − z(1 − α/2) × SE and cU = θ₀ + z(1 − α/2) × SE
Beta for a right-tailed test: β = Φ[(c − θ₁) / SE]
Beta for a left-tailed test: β = 1 − Φ[(c − θ₁) / SE]
Beta for a two-tailed test: β = Φ[(cU − θ₁) / SE] − Φ[(cL − θ₁) / SE]
Power: 1 − β
This page uses normal-distribution planning formulas. They work best when standard deviations are known or carefully estimated before testing.
Type II error is the chance that a test misses a real effect. It happens when the null is not rejected even though the alternative value is true.
Power equals 1 minus beta. Lower beta means the design is more likely to detect the effect you care about during testing.
Larger samples shrink standard error. That moves the alternative distribution farther from the rejection boundary in standardized units and improves detection sensitivity.
Use a two-tailed test when effects in either direction matter. It splits alpha across both tails, usually increasing beta compared with a one-tailed design.
Lower alpha reduces false positives but also makes rejection harder. Unless you increase sample size or effect size, beta usually rises.
Use planning-stage standard deviations from reliable history, pilot studies, or validated assumptions. Weak sigma estimates can distort both beta and power projections.
Yes, when your metric can be approximated with mean-based normal formulas. It is useful for planning uplift detection, sensitivity checks, and sample sizing discussions.
The page uses z-based formulas with assumed standard deviations. Real experiments may deviate because of non-normal data, unequal variance behavior, or estimation error.
Important Note: All the Calculators listed in this site are for educational purpose only and we do not guarentee the accuracy of results. Please do consult with other sources as well.