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411 REFERENCE · Wiktionary

Neyman-Pearson lemma

Reference material by Wiktionary contributors. This retains its source identity and is not 411 news reporting.

English Neyman–Pearson lemma Etymology Named after Jerzy Neyman and Egon Pearson. Proper noun en statistics A lemma stating that when performing a hypothesis test between two point hypotheses H0: θ = θ0 and H1: θ = θ1, then the likelihood-ratio test which rejects H0 in favour of H1 when where is the most powerful test of size α for a threshold η. en eponyms