Hi, Reza. You as the researcher determine the alpha error level; that is, the "critical value" (sometimes .05, other times less; rarely but sometimes more) at or below which you reject the null hypothesis in favor of an alternative. Given that, there really is no such thing as "more" significant. Statistical tests are either significant at or below your alpha level or they're not.
That said, you might see a larger effect in one test than another. Also, and related, some tests have more statistical power than others do. You will want to look at a basic statistics book for these and related concepts.
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Rick Marcantonio
Quality Assurance
IBM
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