Neyman-Pearson lemma

专有名词proper noun

1. 1(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 Λ(x)=L(θ0∣x)L(θ1∣x)≤η where P(Λ(X)≤η∣H0)=α is the most powerful test of size α for a threshold η.