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Additional
Neyman–Pearson lemma
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Neyman–Pearson lemma
In
statistics
, the
Neyman–Pearson
lemma
, named after
Jerzy Neyman
and
Egon Pearson
, states that when performing a
hypothesis test
between two simple hypotheses
H
0
:
θ
=
θ
0
and
H
1
:
θ
=
θ
1
, the
likelihood-ratio test
which rejects
H
0
in favour of
H
1
when
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