### Abstract

*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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### Cite this

*Encyclopedia of Environmetrics, 2nd Edition*(pp. 1429-1431). Wiley.

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*Encyclopedia of Environmetrics, 2nd Edition.*Wiley, pp. 1429-1431.

**Neyman-Pearson lemma.** / Hallin, M.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

TY - CHAP

T1 - Neyman-Pearson lemma

AU - Hallin, M.

N1 - Pagination: 3510

PY - 2012

Y1 - 2012

N2 - 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.

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

SN - 9780470973882

SP - 1429

EP - 1431

BT - Encyclopedia of Environmetrics, 2nd Edition

A2 - Piegorsch, W.

A2 - El Shaarawi, A.

PB - Wiley

ER -