Suppose that we conduct a test of significance using 5% as our level of significance.
a. What is the probability of making a Type I error (if the null hypothesis is true)?
b. Suppose we conduct 10 different tests of significance each using a 5% significance level (and again where all the null hypotheses are true). How do you think the probability of making at least one Type I error in those 10 tests will compare with your answer to the previous question: will it be the same, be smaller, or be larger? Explain.