Abstract
| 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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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 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 -