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Statistics & DataSuperchallengeHypothesis Tests

Hypothesis Tests · Superchallenge problem

A two-sided zz test at α=0.05\alpha = 0.05 rejects when ∣z∣>1.96|z| > 1.96. Suppose the true effect is positive and equal to exactly 1 standard error, so the observed zz is normal with mean 1 and standard deviation 1. What is the probability that the test rejects H0H_0 AND the estimate points in the WRONG direction (a significant negative zz)? Round to four decimal places.