To quote:

For example, setting the threshold of an appender to DEBUG also allow INFO, 
WARN, ERROR and FATAL messages to log along with DEBUG messages. (DEBUG is the 
lowest priority). This is usually acceptable as there is little use for DEBUG 
messages without the surrounding INFO, WARN, ERROR and FATAL messages. 
Similarly, setting the threshold of an appender to ERROR will filter out DEBUG, 
INFO and ERROR messages but not FATAL messages. 

The last sentence is incorrect, as setting the threshold to ERROR does *not* 
filter out ERROR at all.  It should instead read something like:

Similarly, setting the threshold of an appender to ERROR will filter out DEBUG, 
INFO, and WARNING messages but not ERROR or FATAL messages.