On the origins of the .05 level of statistical significance.

Examination of the literature in statistics and probability that predates Fisher's Statistical Meth- ods for Research Workers indicates that although Fisher is responsible for the first formal statement of the .05 criterion for statistical significance, the concept goes back much further. The move toward conventional lev- els for the rejection of the hypothesis of chance dates from the turn of the century. Early statements about statistical significance were given in terms of the prob- able error. These earlier conventions were adopted and restated by Fisher. It is generally understood that the conventional use of the 5% level as the maximum acceptable prob- ability for determining statistical significance was established, somewhat arbitrarily, by Sir Ronald Fisher when he developed his procedures for the analysis of variance. Fisher's (1925) statement in his book, Statistical Methods for Research Workers, seems to be the first specific mention of the p = .05 level as deter- mining statistical significance. It is convenient to take this point as a limit in judging whether a deviation is to be considered significant or not. Deviations exceeding twice the standard deviation are thus formally regarded as significant, (p. 47) Cochran (1976), commenting on a slightly later, but essentially similar, statement by Fisher (1926), says that, Students sometimes ask, 'how did the 5 per significance level or Type I error come to be used as a standard?' ... I am not sure but this is the first comment known to me on the choice of 5 per cent (p. 15). In the 1926 article Fisher acknowledges that other levels may be used: