Neyman-Pearson lemma

M. Hallin

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


    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
    Number of pages3510
    ISBN (Print)9780470973882
    Publication statusPublished - 2012


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