Hypothesis testing - critical region

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When finding the critical region, do you choose the x values closest to the significance level even if its bigger then it or does the value have to be smaller then the significance level.

So if a question asks you to find a critical region at a 5% significance level, if x<=3 = 5.1% and x<=2 = 2%, what would the critical region be?

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The critical value would be between 2 and 3, though much closer to 3. The critical region would be everything below this value. Assuming your alternative hypothesis is a one-sided and less than/ below hypothesis.