Neyman-Pearson lemma

M. Hallin

Neyman-Pearson lemma

M. Hallin

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-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 language	English
Title of host publication	Encyclopedia of Environmetrics, 2nd Edition
Editors	W. Piegorsch, A. El Shaarawi
Publisher	Wiley
Pages	1429-1431
Number of pages	3510
ISBN (Print)	9780470973882
Publication status	Published - 2012

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title = "Neyman-Pearson lemma",

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.",

author = "M. Hallin",

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AB - 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.

M3 - Chapter

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EP - 1431

BT - Encyclopedia of Environmetrics, 2nd Edition

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PB - Wiley

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