On the origins of the .05 level of statistical significance

Abstract

Examination of the literature in statistics and probability that predates Fisher’s Statistical Methods 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 levels 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 probable error. These earlier conventions were adopted and restated by Fisher.