Neyman-Pearson lemma
English
editEtymology
editNamed after Jerzy Neyman and Egon Pearson.
Proper noun
edit- (statistics) A lemma stating that when performing a hypothesis test between two point hypotheses H0: θ = θ0 and H1: θ = θ1, then the likelihood-ratio test which rejects H0 in favour of H1 when where is the most powerful test of size α for a threshold η.