What is rejection region?

The rejection region, also known as the critical region, is a set of values in statistical hypothesis testing that leads to the rejection of the null hypothesis. It is determined by the significance level (alpha) and encompasses the extreme values of the test statistic that are unlikely to occur if the null hypothesis is true. If the calculated test statistic falls within this region, the null hypothesis is rejected in favor of the alternative hypothesis. The size and location of the rejection region depend on the chosen significance level and the type of statistical test being used.