significance level, e.g. 0.05, is the probability of a type I
error, that is wrong rejections if the Null Hypothesis is true.
n_bins : int
number of bins or cells in the distribution.
Returns :
power : float
Power of the test, e.g. 0.8, is one minus the probability of a
type II error. Power is the probability that the test correctly
rejects the Null Hypothesis if the Alternative Hypothesis is true.