What does the 'probability of incorrectly rejecting Ho' mean? In the following A-Level S2 question, the second part asks you to > state the probability of incorrectly rejecting Ho using this critical region I found the critical region: X ≤ 3 ∪ X ≥ 16. And the probabilities of falling in these is 0.0212 and 0.022 respectively. I am confused on why the probability of incorrectly rejecting Ho is the sum of these two values. I could understand that the probability of simply rejecting it is that but why incorrectly rejecting it? How do you know the probability or incorrectly rejecting it when you don't even know if Ho is true or not?

Assume $H_0$ is true, then you can compute the law of your test statistic (you must have done this) and then you come up with the expression of that critical region.

By definition of critical region

$$P_{H_0} (X \in CR) = \alpha $$

Where $P_{H_0}$ means that you are computing this probability assuming $H_0$ true, $\alpha$ is the level of the test (roughly speaking $\alpha$ is the percentage of times you are "allowed" to "condamn an innocent", that is, mistakingly reject $H_0$ true)