Neyman-Pearson lemma

M. Hallin

    Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

    Abstract

    Named after Jerzy Neyman and Egon Pearson, who published the result in 1933 [1], the Neyman–Pearson lemma can be considered as the theoretical cornerstone of the modern theory of hypothesis testing. Although the situation it is addressing (a simple null hypothesis versus a simple alternative) is of limited practical value, this lemma paved the way for all further developments of the theory; see Ref. [2] for an overview. We briefly state that fundamental result, and describe some immediate applications to standard one-sided one-parameter problems.
    Original languageEnglish
    Title of host publicationEncyclopedia of Environmetrics, 2nd Edition
    EditorsW. Piegorsch, A. El Shaarawi
    PublisherWiley
    Pages1429-1431
    Number of pages3510
    ISBN (Print)9780470973882
    Publication statusPublished - 2012

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    Neyman-Pearson Lemma
    Lemma
    Hypothesis Testing
    Null hypothesis
    Alternatives

    Cite this

    Hallin, M. (2012). Neyman-Pearson lemma. In W. Piegorsch, & A. El Shaarawi (Eds.), Encyclopedia of Environmetrics, 2nd Edition (pp. 1429-1431). Wiley.
    Hallin, M. / Neyman-Pearson lemma. Encyclopedia of Environmetrics, 2nd Edition. editor / W. Piegorsch ; A. El Shaarawi. Wiley, 2012. pp. 1429-1431
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    Hallin, M 2012, Neyman-Pearson lemma. in W Piegorsch & A El Shaarawi (eds), Encyclopedia of Environmetrics, 2nd Edition. Wiley, pp. 1429-1431.

    Neyman-Pearson lemma. / Hallin, M.

    Encyclopedia of Environmetrics, 2nd Edition. ed. / W. Piegorsch; A. El Shaarawi. Wiley, 2012. p. 1429-1431.

    Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

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    Hallin M. Neyman-Pearson lemma. In Piegorsch W, El Shaarawi A, editors, Encyclopedia of Environmetrics, 2nd Edition. Wiley. 2012. p. 1429-1431