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Cierra Castillo Cierra Castillo 2022-07-05

I'm having problems to understand the definition of the level of significance α. I thought I knew what α is but I realized I don't.When I stated to study statistics by myself I read this introductory book and everything was fine, the definition is very clear. He says on page 290:
You’re probably wondering, how small does a p-value have to be for us to achieve statistical significance? If we agree that a p-value of 0.0001 is clearly statistically significant and a p-value of 0.50 is not, there must be some point between 0.0001 and 0.50 where we cross the threshold between statistical significance and random chance. That point, measuring when something becomes rare enough to be called “unusual,” might vary a lot from person to person. We should agree in advance on a reasonable cutoff point.
Statisticians call this cutoff point the significance level of a test and usually denote it with the Greek letter α (alpha).
For example, if α=0.05 we say we are doing a 5% test and will call the results statistically significant if the p-value for the sample is smaller than 0.05. Often, short hand notation such as P<0.05 is used to indicate that the p-value is less than 0.05, which means the results are significant at a 5% level.
Now, I'm studying about statistical inference, a more advanced subject, and I realized there are some concepts that don't exactly have the same definition as I studied before. The level of significance is an example.
I'm reading this book and on page 352 he introduces the Neyman-Pearson lemma as a method to find the UMP test.
Example:
On the basis of a random sample of size 1 from the p.d.f. f ( x ; θ ) = θ x θ 1 ,   0 < x < 1   ( θ > 1 )
For θ 1 > θ 0 , the cutoff point is calculated by:
... C = ( 1 α ) 1 θ 0
For θ 1 < θ 0 , we have:
... C = α 1 θ 0
So in this second book, the cutoff point is not necessarily α, I'm confused.
MY ATTEMPT TO UNDERSTAND WITH THE HELP OF THE ANSWERS
The alpha is predetermined, but it doesn't mean I can't have a smaller rejection region. Then I end up having a smaller rejection region using NP lemma with the same level of significance alpha. Some introductory books let the cutoff point to be α by standard (why?), that's the reason of my confusion, I can shrink the rejection region keeping the value of α. Can someone say if I'm right?

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