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 |
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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 |