A two-tailed hypothesis test with α = 0.05 is similar to a 95 percent confidence interval.

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In a two-tailed hypothesis test with α = 0.05, we are looking at the extreme 5% of the distribution, split into 2.5% at each tail, which corresponds to the middle 95% of the distribution. This is similar to constructing a 95% confidence interval, where we are confident that the true parameter lies within this interval 95% of the time.

A Two-Tailed Hypothesis Test with α = 0